Pages that link to "Item:Q1397048"
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The following pages link to The impact of fat tailed returns on asset allocation (Q1397048):
Displaying 5 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
- Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
- Stable distributions in the Black–Litterman approach to asset allocation (Q5423194) (← links)
