Pages that link to "Item:Q1596882"

The following pages link to Maximum likelihood estimation of stable Paretian models. (Q1596882):

Displaying 28 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
• Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
• Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
• Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
• A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
• Testing the stable Paretian assumption (Q1600528) (← links)
• Stable modeling of value at risk (Q1600544) (← links)
• Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
• Operator geometric stable laws (Q1765616) (← links)
• Stationarity of stable power-GARCH processes. (Q1858909) (← links)
• Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
• Performance estimation when the distribution of inefficiency is unknown (Q2079433) (← links)
• A mixed bivariate distribution with exponential and geometric marginals (Q2386156) (← links)
• Random weighting estimation of stable exponent (Q2450853) (← links)
• Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
• Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
• Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
• A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
• Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
• Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
• Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
• A Bayesian approach for estimating the parameters of an <i>α</i>-stable distribution (Q5065298) (← links)
• Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
• Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
• Empirical cumulant function based parameter estimation in stable laws (Q5224271) (← links)