Pages that link to "Item:Q4041311"
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The following pages link to On the Stable Paretian Behavior of Stock-Market Prices (Q4041311):
Displayed 20 items.
- Ratio test for variance change point in linear process with long memory (Q451414) (← links)
- Inference robustness of ARIMA models under non-normality. Special application to stock price data (Q1254082) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
- On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← links)
- Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348) (← links)
- CUSUM control charts for monitoring optimal portfolio weights (Q2275651) (← links)
- A data-dependent approach to modeling volatility in financial time series (Q2347550) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- Statistical choice of extreme value domains of attraction — a comparative analysis (Q4337157) (← links)
- Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760) (← links)
- Characterizations of the Beta Distribution (Q5290393) (← links)
- New characteristics for portfolio surveillance (Q5400850) (← links)
- Ratio test to detect change in the variance of linear process (Q5402591) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)