Pages that link to "Item:Q736524"
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The following pages link to A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (Q736524):
Displayed 37 items.
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- Bimodal skew-symmetric normal distribution (Q153975) (← links)
- Revisiting Francis Galton's forecasting competition (Q252731) (← links)
- The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries (Q254391) (← links)
- A copula-based approach for generating lattices (Q315036) (← links)
- On modelling asymmetric data using two-piece sinh-arcsinh distributions (Q318981) (← links)
- Generalized beta-generated distributions (Q434970) (← links)
- Creating new distributions by blunting cusps (Q512796) (← links)
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- EGARCH models with fat tails, skewness and leverage (Q1623534) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Risks in emerging markets equities: time-varying versus spatial risk analysis (Q2137671) (← links)
- Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
- Loss-based approach to two-piece location-scale distributions with applications to dependent data (Q2218635) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- On the characteristic function for asymmetric Student \(t\) distributions (Q2451413) (← links)
- Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
- Quasi score-driven models (Q2697985) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- Volatility Modeling with a Generalized<i>t</i>Distribution (Q2968461) (← links)
- Two-step methods in VaR prediction and the importance of fat tails (Q4683039) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- On entropy-based goodness-of-fit test for asymmetric Student-<i>t</i> and exponential power distributions (Q5106768) (← links)
- A generalized class of skew distributions and associated robust quantile regression models (Q5175764) (← links)
- Bayesian analysis of some models that use the asymmetric exponential power distribution (Q5963725) (← links)
- Bidirectional volatility transmission between stocks and bond in East Asia -- the quantile estimates based on wavelets (Q6039121) (← links)
- Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ (Q6064145) (← links)
- Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ (Q6064146) (← links)
- On Families of Distributions with Shape Parameters (Q6064597) (← links)
- LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS (Q6078286) (← links)
- Discussion (Q6086415) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)