Pages that link to "Item:Q2514604"
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The following pages link to Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604):
Displayed 7 items.
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- A proof for the existence of multivariate singular generalized skew-elliptical density functions (Q722655) (← links)
- Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation (Q1729348) (← links)