Pages that link to "Item:Q959294"
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The following pages link to Multivariate distribution models with generalized hyperbolic margins (Q959294):
Displaying 15 items.
- Copula-based regression models: a survey (Q840744) (← links)
- Sums of totally positive functions of order 2 and applications (Q894594) (← links)
- Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering (Q1663203) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Monte Carlo approximate tensor moment simulations (Q2955984) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217) (← links)
- Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
- A Fast Finite Difference Method for Tempered Fractional Diffusion Equations (Q5160056) (← links)
- Variance-Mean Mixture of Kotz-Type Distributions (Q5495195) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
- White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane (Q6067587) (← links)
