Pages that link to "Item:Q2814666"
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The following pages link to RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL (Q2814666):
Displayed 7 items.
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)