Pages that link to "Item:Q1424643"

The following pages link to A structure for general and specific market risk (Q1424643):

Displaying 7 items.

• Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
• Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
• Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
• A benchmark approach to filtering in finance (Q2575441) (← links)
• Value-at-risk in a market subject to regime switching (Q5440101) (← links)
• On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325) (← links)
• (Q5879919) (← links)