The following pages link to José Dias Curto (Q840370):
Displaying 5 items.
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- The corrected VIF (CVIF) (Q3019497) (← links)
- The coefficient of variation asymptotic distribution in the case of non-iid random variables (Q3183862) (← links)
- Inference about the arithmetic average of log transformed data (Q6099120) (← links)
