Pages that link to "Item:Q5001190"
From MaRDI portal
The following pages link to Elliptical tempered stable distribution (Q5001190):
Displaying 4 items.
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)