Pages that link to "Item:Q5440109"
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The following pages link to Testing asymmetry in financial time series (Q5440109):
Displaying 4 items.
- Practical implications of higher moments in risk management (Q413990) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
