Pages that link to "Item:Q2514604"

The following pages link to Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604):

Displaying 11 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)
• Quantile-based optimal portfolio selection (Q2051167) (← links)
• Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
• Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution (Q5050412) (← links)
• Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) (← links)