Pages that link to "Item:Q4319212"
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The following pages link to Autoregressive Conditional Density Estimation (Q4319212):
Displayed 6 items.
- The skew generalized<i>t</i>distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation (Q5400793) (← links)
- Investor preferences and portfolio selection: is diversification an appropriate strategy? (Q5484650) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- An empirical study of the impact of skewness and kurtosis on hedging decisions (Q5745646) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)
- Gram-Charlier densities. (Q5958096) (← links)