Pages that link to "Item:Q1360231"
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The following pages link to The likelihood of various stock market return distributions. I: Principles of inference (Q1360231):
Displaying 11 items.
- Testing for (in)finite moments (Q138542) (← links)
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- The likelihood of various stock market return distributions. II: Empirical results (Q1360232) (← links)
- Unimodal density estimation using Bernstein polynomials (Q1623381) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Stable Paretian versus student's \(t\) stock market hypothesis (Q2320821) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- \(W_2\) barycenters for radially related distributions (Q6101733) (← links)
