The following pages link to (Q4247098):
Displaying 15 items.
- Continuous cascade models for asset returns (Q844574) (← links)
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
- The quotient of normal random variables and application to asset price fat tails (Q2150371) (← links)
- Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
- Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
- A semi-parametric approach to risk management (Q4647288) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
- AN EMPIRICAL STUDY ON THE STATISTICAL PROPERTIES OF ROMANIAN EMERGING STOCK MARKET RASDAQ (Q4653569) (← links)
- Pricing risk when distributions are fat tailed (Q4822459) (← links)
- A model for the growth dynamics of economic organizations (Q5947871) (← links)
- Price fluctuations and market activity (Q5947872) (← links)
- Quantifying economic fluctuations (Q5951427) (← links)
