Pages that link to "Item:Q3063854"
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The following pages link to Do financial returns have finite or infinite variance? A paradox and an explanation (Q3063854):
Displaying 24 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters (Q382190) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Comparative efficiency of altruism and egoism as voting strategies in stochastic environment (Q1717052) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes (Q2346976) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Domains of attraction for positive and discrete tempered stable distributions (Q4684924) (← links)
- On a new Class of Tempered Stable Distributions: Moments and Regular Variation (Q4903040) (← links)
- Intermediate efficiency of some weighted goodness-of-fit statistics (Q4987546) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
- Detection of non-Gaussianity (Q5222300) (← links)
- Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter (Q5255335) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
- Multivariate asset-pricing model based on subordinated stable processes (Q6574613) (← links)
