Pages that link to "Item:Q4286238"
From MaRDI portal
The following pages link to Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238):
Displayed 50 items.
- Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics (Q144909) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Boundary regularity for fully nonlinear integro-differential equations (Q320242) (← links)
- Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (Q699431) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- Stable distributions for asset returns (Q921834) (← links)
- Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (Q951900) (← links)
- Fractal market hypothesis and two power-laws (Q997475) (← links)
- Stylized facts of financial time series and hidden semi-Markov models (Q1010564) (← links)
- On moments and tail behavior of \(\nu\)-stable random variables (Q1129434) (← links)
- Weak limits for multivariate random sums (Q1275425) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- Integral and asymptotic representations of geo-stable densities (Q1352361) (← links)
- Conditionally exponential dependence model for asset returns (Q1370448) (← links)
- Computer simulation of geometric stable distributions (Q1567360) (← links)
- Efficient posterior integration in stable paretian models (Q1580845) (← links)
- Local prelimit theorems and their applications to finance (Q1585526) (← links)
- Modeling financial asset returns with shot noise processes (Q1596864) (← links)
- CED model for asset returns and fractal market hypothesis (Q1596866) (← links)
- Multivariate geometric stable distributions in financial applications. (Q1596867) (← links)
- Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
- Binomial option pricing with nonidentically distributed returns and its implications (Q1596873) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← links)
- Generalized convolutions on \(\mathbf R\) with applications to financial modeling (Q1596881) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Asymmetric Laplace laws and modeling financial data (Q1600523) (← links)
- Fractional moment estimation of Linnik and Mittag-Leffler parameters (Q1600524) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Classification rules for stable distributions (Q1600527) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
- The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Comparative efficiency of altruism and egoism as voting strategies in stochastic environment (Q1717052) (← links)