Pages that link to "Item:Q1360232"
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The following pages link to The likelihood of various stock market return distributions. II: Empirical results (Q1360232):
Displayed 12 items.
- Testing for (in)finite moments (Q138542) (← links)
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- The likelihood of various stock market return distributions. I: Principles of inference (Q1360231) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Stable Paretian versus student's \(t\) stock market hypothesis (Q2320821) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA (Q3560087) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH (Q4653010) (← links)
- The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (Q4991049) (← links)
- \(W_2\) barycenters for radially related distributions (Q6101733) (← links)