Pages that link to "Item:Q4646785"
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The following pages link to Semi-parametric modelling in finance: theoretical foundations (Q4646785):
Displayed 33 items.
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Regular variation and probability: The early years (Q859895) (← links)
- On selfdecomposable Stieltjes transforms (Q1009708) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- Inference and mixture modeling with the elliptical Gamma distribution (Q1659056) (← links)
- Generalized Post-Widder inversion formula with application to statistics (Q2013063) (← links)
- Description of an ecological niche for a mixed local/nonlocal dispersal: an evolution equation and a new Neumann condition arising from the superposition of Brownian and Lévy processes (Q2069204) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- Portfolio optimization when asset returns have the Gaussian mixture distribution (Q2464229) (← links)
- Stein's lemma for elliptical random vectors (Q2482135) (← links)
- Chebyshev-type inequalities for scale mixtures (Q2483859) (← links)
- On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (Q2485528) (← links)
- On the generalization of Stein's lemma for elliptical class of distributions (Q2493870) (← links)
- A new class of multivariate distributions: scale mixture of Kotz-type distributions (Q2575553) (← links)
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
- Semiparametric estimation in the normal variance-mean mixture model (Q4567919) (← links)
- Models of asset returns: changes of pattern from high to low event frequency (Q4610244) (← links)
- Bivariate normal mixture spread option valuation (Q4610274) (← links)
- Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
- A semi-parametric approach to risk management (Q4647288) (← links)
- Systematic scenario selection: stress testing and the nature of uncertainty (Q4682992) (← links)
- A Black–Litterman asset allocation model under Elliptical distributions (Q4683054) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994) (← links)
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- The skewness of mean-variance normal mixtures (Q6183690) (← links)