Pages that link to "Item:Q5489325"
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The following pages link to On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325):
Displaying 19 items.
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Testing variability orderings by using Gini's mean differences (Q670122) (← links)
- Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
- Unimodal density estimation using Bernstein polynomials (Q1623381) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Stable Paretian versus student's \(t\) stock market hypothesis (Q2320821) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- Quantile mechanics II: changes of variables in Monte Carlo methods and GPU-optimised normal quantiles (Q2878024) (← links)
- Characterizations of Student's <i>t</i>-distribution via regressions of order statistics (Q3143479) (← links)
- A new variability order based on tail-heaviness (Q3462137) (← links)
- Quantile mechanics (Q3503193) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s <i>t</i>-distribution (Q4638699) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH (Q5152545) (← links)
- Local volatility function models under a benchmark approach (Q5484644) (← links)
- A practical implementation of weighted kernel density estimation for handling shape constraints (Q6541475) (← links)
- Regression revisited (Q6574239) (← links)
