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):
Displayed 9 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)
- Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes (Q2346976) (← links)
- On a new Class of Tempered Stable Distributions: Moments and Regular Variation (Q4903040) (← 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)