swMATH26216MaRDI QIDQ37948FDOQ37948
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Official website: https://www.jstatsoft.org/v009/i02
Cited In (14)
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization
- Two maxentropic approaches to determine the probability density of compound risk losses
- Mosaic normality test
- Quanto option pricing in the presence of fat tails and asymmetric dependence
- KS1SidedOneSample
- Algorithm 462
- k.c
- PricingMixedTS
- bvcopula
- pyvine
- A goodness-of-fit test for generalized error distribution
- Multi-modal tempered stable distributions and prosses with applications to finance
- Extended generalized skew-elliptical distributions and their moments
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