The following pages link to (Q4378664):
Displaying 21 items.
- Testing for (in)finite moments (Q138542) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- On the controversy over tailweight of distributions. (Q703249) (← links)
- Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
- Non-linear properties of conditional returns under scale mixtures (Q1019936) (← links)
- Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (Q1423024) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Stable Paretian versus student's \(t\) stock market hypothesis (Q2320821) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- A generalized skewness statistic for stationary ergodic martingale differences (Q2437896) (← links)
- Testing for the generalized normal-Laplace distribution with applications (Q2445771) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- Student processes (Q5694148) (← links)
- \(W_2\) barycenters for radially related distributions (Q6101733) (← links)
- A comparison of the GB2 and skewed generalized log-t distributions with an application in finance (Q6199642) (← links)
- Optimal design approach to GMM estimation of parameters based on empirical transforms (Q6574237) (← links)
