Pages that link to "Item:Q3071150"
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The following pages link to Nonparametric Risk Management With Generalized Hyperbolic Distributions (Q3071150):
Displayed 12 items.
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Remarks on a generalized inverse Gaussian type integral with applications (Q2148080) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- Fitting Financial Returns Distributions: A Mixture Normality Approach (Q4561901) (← links)
- Nonparametric estimation of value-at-risk (Q5123417) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)