Pages that link to "Item:Q292151"
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The following pages link to Mixtures of \(t\)-distributions for finance and forecasting (Q292151):
Displayed 4 items.
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
- Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)