The following pages link to (Q4247099):
Displayed 14 items.
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
- A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (Q736524) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
- Maximum likelihood estimation of asymmetric double type II Pareto distributions (Q2176427) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)