Pages that link to "Item:Q265100"

The following pages link to The past and future of empirical finance: some personal comments (Q265100):

Displaying 10 items.

• A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
• A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
• Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
• Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
• Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
• Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
• The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083) (← links)
• Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
• (Q2971503) (← links)
• Student-like models for risky asset with dependence (Q2986696) (← links)