Pages that link to "Item:Q292151"

The following pages link to Mixtures of \(t\)-distributions for finance and forecasting (Q292151):

Displaying 9 items.

• State price densities implied from weather derivatives (Q495457) (← links)
• Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
• Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
• Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
• Chance-constrained games with mixture distributions (Q2238757) (← links)
• On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
• An explainable attention network for fraud detection in claims management (Q2673178) (← links)
• Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
• State price density estimation with an application to the recovery theorem (Q6039126) (← links)