Pages that link to "Item:Q2892977"
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The following pages link to THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977):
Displaying 9 items.
- Tail risk constraints and maximum entropy (Q296373) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS (Q2953309) (← links)
- A nested factor model for non-linear dependencies in stock returns (Q4619483) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) (← links)
