Pages that link to "Item:Q2784093"

The following pages link to Financial Data and the Skewed Generalized T Distribution (Q2784093):

Displaying 50 items.

• The Metalog Distributions (Q131004) (← links)
• Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\) (Q325015) (← links)
• Multitude of Laplace distributions (Q451372) (← links)
• Internal vs. External risk measures: how capital requirements differ in practice (Q613362) (← links)
• Second-order nonlinear least squares estimation (Q734401) (← links)
• A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (Q736524) (← links)
• Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
• Fat tails and asymmetry in financial volatility models. (Q1427747) (← links)
• Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• Endogenous bank risk and efficiency (Q1753448) (← links)
• Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
• Partially adaptive econometric methods for regression and classification (Q1959110) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series (Q2080360) (← links)
• Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
• Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
• Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
• A detailed comparison of value at risk estimates (Q2227451) (← links)
• Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
• A two-piece normal measurement error model (Q2291300) (← links)
• The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution (Q2322628) (← links)
• On the characteristic function for asymmetric Student \(t\) distributions (Q2451413) (← links)
• A conditional-SGT-VaR approach with alternative GARCH models (Q2480227) (← links)
• Partially adaptive robust estimation of regression models and applications (Q2572820) (← links)
• Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions (Q2637390) (← links)
• Skew models. II (Q2642615) (← links)
• Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management (Q2673295) (← links)
• Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
• An intuitive skewness-based symmetry test applicable to stationary time series data (Q2697055) (← links)
• Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
• Estimation methods for expected shortfall (Q2879025) (← links)
• How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used (Q2879030) (← links)
• Incorporating higher moments into value-at-risk forecasting (Q3065537) (← links)
• Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
• On the generalized<i>t</i>(<i>GT</i>) distribution (Q3396461) (← links)
• Equilibrium asset pricing: with non-Gaussian factors and exponential utilities (Q3437403) (← links)
• ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA (Q3560087) (← links)
• Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
• Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
• Robust Location and Scale Estimation Based on the Univariate Generalized<i>t</i>(<i>GT</i>) Distribution (Q4412404) (← links)
• MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH (Q4653010) (← links)
• Two-step methods in VaR prediction and the importance of fat tails (Q4683039) (← links)
• An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
• Conditional higher order moments in metal asset returns (Q5001119) (← links)
• Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
• A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
• Market price of risk estimation: Does distribution matter? (Q5039786) (← links)
• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)