Pages that link to "Item:Q3375381"

The following pages link to Empirical distributions of stock returns: between the stretched exponential and the power law? (Q3375381):

Displaying 25 items.

• On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
• Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
• Stable mixture GARCH models (Q528154) (← links)
• Heavy-tailed distribution of cyber-risks (Q614593) (← links)
• Self-organizing Ising model of financial markets (Q978853) (← links)
• Deriving partition functions and entropic functionals from thermodynamics (Q1782723) (← links)
• Testing marginal homogeneity in Hilbert spaces with applications to stock market returns (Q2084718) (← links)
• The stochastic resonance for the incidence function model of metapopulation (Q2145199) (← links)
• Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
• A model-free, non-parametric method for density determination, with application to asset returns (Q2156154) (← links)
• Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
• Heavy tailed distributions in closing auctions (Q2669415) (← links)
• Models for stock returns (Q2873015) (← links)
• A General Strategy for Physics-Based Model Validation Illustrated with Earthquake Phenomenology, Atmospheric Radiative Transfer, and Computational Fluid Dynamics (Q3196280) (← links)
• Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations (Q3302689) (← links)
• The modified Weibull distribution for asset returns (Q3437401) (← links)
• The modified weibull distribution for asset returns: reply (Q3437402) (← links)
• Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
• Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
• Asymptotic results in partially non-regular log-exponential distributions (Q4913961) (← links)
• A graphical test for local self-similarity in univariate data (Q5124937) (← links)
• (Q5159443) (← links)
• On Tests for Distinguishing Distribution Tails (Q5163520) (← links)
• A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)