Pages that link to "Item:Q2512745"
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The following pages link to Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745):
Displaying 9 items.
- Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) (← links)
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972233) (← links)
- Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers (Q6125263) (← links)
