Pages that link to "Item:Q3161678"
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The following pages link to Multi-tail generalized elliptical distributions for asset returns (Q3161678):
Displaying 4 items.
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM (Q2874728) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)