Pages that link to "Item:Q2153520"

The following pages link to On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520):

Displaying 2 items.

• Centre-free kurtosis orderings for asymmetric distributions (Q6494447) (← links)
• Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations (Q6615477) (← links)