Pages that link to "Item:Q1000455"
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The following pages link to Unconditional and conditional distributional models for the Nikkei index (Q1000455):
Displayed 7 items.
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)