Pages that link to "Item:Q921834"

The following pages link to Stable distributions for asset returns (Q921834):

Displaying 19 items.

• On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
• Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
• Rates of convergence of \(\alpha\)-stable random motions (Q757965) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• Geometric stable distributions in Banach spaces (Q1322912) (← links)
• The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
• Efficient posterior integration in stable paretian models (Q1580845) (← links)
• Test of association between multivariate stable vectors. (Q1596878) (← links)
• Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
• Convergence and inference for mixed Poisson random sums (Q2044768) (← links)
• Control Chart for Monitoring Autocorrelated Process with Multiple Exogenous Inputs (Q2828719) (← links)
• MULTIVARIATE STABLE FUTURES PRICES (Q3126228) (← links)
• Modeling asset returns with alternative stable distributions^* (Q4286238) (← links)
• Multivariate option price models and extremes (Q4337161) (← links)
• (Q4512130) (← links)
• On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
• Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
• Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)