The following pages link to ghyp (Q20172):
Displaying 36 items.
- MixGHD (Q30314) (← links)
- (Q91210) (redirect page) (← links)
- fitHeavyTail (Q92791) (← links)
- yuimaGUI (Q100776) (← links)
- sharpeRratio (Q103809) (← links)
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- StockDistFit (Q159336) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Random variate generation for the generalized inverse Gaussian distribution (Q892467) (← links)
- Efficient risk simulations for linear asset portfolios in the \(t\)-copula model (Q1041011) (← links)
- Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868) (← links)
- Regularizing portfolio risk analysis: a Bayesian approach (Q1707049) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- Some properties of the multivariate generalized hyperbolic laws (Q2023836) (← links)
- An overview of skew distributions in model-based clustering (Q2062796) (← links)
- Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity (Q2273921) (← links)
- Variance-mean mixture of the multivariate skew normal distribution (Q2340389) (← links)
- On normal variance-mean mixtures (Q2374585) (← links)
- Multiplying a Gaussian matrix by a Gaussian vector (Q2407493) (← links)
- Note of clarification on ``Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering'' (Q2418533) (← links)
- Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
- Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes (Q2801800) (← links)
- Bayesian Conditional Mean Estimation in Log‐Normal Linear Regression Models with Finite Quadratic Expected Loss (Q2835310) (← links)
- Efficient Numerical Inversion for Financial Simulations (Q3405443) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution (Q5050412) (← links)
- Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions (Q5082612) (← links)
- Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution (Q5085949) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
