Pages that link to "Item:Q1596867"

The following pages link to Multivariate geometric stable distributions in financial applications. (Q1596867):

Displaying 14 items.

• Modeling chinese stock returns with stable distribution (Q646126) (← links)
• Filtering via approximate Bayesian computation (Q693364) (← links)
• Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (Q699431) (← links)
• Weak limits for multivariate random sums (Q1275425) (← links)
• Operator geometric stable laws (Q1765616) (← links)
• An autoregressive process with geometric \(\alpha\)-Laplace marginals (Q1884788) (← links)
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities (Q1958520) (← links)
• Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
• The logarithmic Schrödinger operator and associated Dirichlet problems (Q2079588) (← links)
• A note on power-law cross-correlated processes (Q2122871) (← links)
• On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution (Q3622063) (← links)
• Limit theorems for continuous-time random walks with infinite mean waiting times (Q4667988) (← links)
• Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
• A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns (Q6147749) (← links)