Pages that link to "Item:Q654485"

The following pages link to A normal inverse Gaussian model for a risky asset with dependence (Q654485):

Displaying 7 items.

• Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
• On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions (Q2032207) (← links)
• A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
• Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution (Q2244851) (← links)
• Multivariate skew-normal generalized hyperbolic distribution and its properties (Q2451620) (← links)
• Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
• Student-like models for risky asset with dependence (Q2986696) (← links)