Pages that link to "Item:Q2347735"
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The following pages link to COMFORT: a common market factor non-Gaussian returns model (Q2347735):
Displaying 5 items.
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL (Q2814666) (← links)
- Dynamic currency hedging with non-Gaussianity and ambiguity (Q6546319) (← links)
