Pages that link to "Item:Q4619525"
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The following pages link to Implicit expectiles and measures of implied volatility (Q4619525):
Displayed 6 items.
- Risk parity with expectiles (Q2030685) (← links)
- Implicit quantiles and expectiles (Q2151639) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)