The following pages link to (Q2709279):
Displayed 50 items.
- Potential theory of geometric stable processes (Q2498924) (← links)
- Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- MODEL-FREE INFERENCE FOR TAIL RISK MEASURES (Q2786682) (← links)
- RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL (Q2814666) (← links)
- Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728) (← links)
- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields (Q2904883) (← links)
- MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514) (← links)
- Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
- Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592) (← links)
- Parameter Estimation for Hidden Markov Models with Intractable Likelihoods (Q2932769) (← links)
- A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- Applications of a General Stable Law Regression Model (Q3592648) (← links)
- A New Tempered Stable Distribution and Its Application to Finance (Q3606096) (← links)
- Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns (Q3606097) (← links)
- Recent Advances in Credit Risk Management (Q3606100) (← links)
- Stable ETL Optimal Portfolios and Extreme Risk Management (Q3606101) (← links)
- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- Option pricing for infinite variance data (Q3632820) (← links)
- Best monotone M-estimators (Q4470647) (← links)
- Correlation as probability: applications of Sheppard’s formula to financial assets (Q4554459) (← links)
- Tail-risk protection trading strategies (Q4555105) (← links)
- (Q4558573) (← links)
- From Mean and Median Income to the Most Adequate Way of Taking Inequality into Account (Q4558824) (← links)
- USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK (Q4563776) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
- Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
- The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data (Q4678788) (← links)
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Inference procedures for the variance gamma model and applications (Q4922652) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
- Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785) (← links)
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586) (← links)
- ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
- Optimal Financial Portfolios (Q5440090) (← links)
- Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (Q5454669) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
- Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)