Pages that link to "Item:Q1330574"
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The following pages link to The theory of geometric stable distributions and its use in modeling financial data (Q1330574):
Displaying 27 items.
- Domains of operator semi-attraction of probability measures on Banach spaces (Q462158) (← links)
- Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (Q699431) (← links)
- On moments and tail behavior of \(\nu\)-stable random variables (Q1129434) (← links)
- Weak limits for multivariate random sums (Q1275425) (← links)
- Integral and asymptotic representations of geo-stable densities (Q1352361) (← links)
- Computer simulation of geometric stable distributions (Q1567360) (← links)
- Local prelimit theorems and their applications to finance (Q1585526) (← links)
- Multivariate geometric stable distributions in financial applications. (Q1596867) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← links)
- Generalized convolutions on \(\mathbf R\) with applications to financial modeling (Q1596881) (← links)
- Asymmetric Laplace laws and modeling financial data (Q1600523) (← links)
- Fractional moment estimation of Linnik and Mittag-Leffler parameters (Q1600524) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Operator geometric stable laws (Q1765616) (← links)
- Generalized stable models for financial asset returns (Q1919502) (← links)
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities (Q1958520) (← links)
- Analytic and asymptotic properties of non-symmetric Linnik's probability densities (Q1973853) (← links)
- Convergence and inference for mixed Poisson random sums (Q2044768) (← links)
- Linnik Lévy process and some extensions (Q2162078) (← links)
- Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions (Q2320904) (← links)
- Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach (Q2464252) (← links)
- Time series models with asymmetric Laplace innovations (Q3070611) (← links)
- A Generalization to Bivariate Mittag–Leffler and Bivariate Discrete Mittag–Leffler Autoregressive Processes (Q3566543) (← links)
- A note on the Cauchy-type mixture distributions (Q5106897) (← links)
- Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)
- A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns (Q6147749) (← links)
