Pages that link to "Item:Q4831974"

The following pages link to Realistic Statistical Modelling of Financial Data (Q4831974):

Displaying 24 items.

• Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
• The incompleteness problem of the APT model (Q719016) (← links)
• Families of distributions arising from distributions of order statistics (Q882919) (← links)
• Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
• Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
• Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• A generalized skewness statistic for stationary ergodic martingale differences (Q2437896) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083) (← links)
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions (Q3155351) (← links)
• Brownian–Laplace Motion and Its Use in Financial Modelling (Q3435996) (← links)
• Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics (Q3462136) (← links)
• Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865) (← links)
• Random rates of growth and return: introducing the expo-normal distribution (Q4781083) (← links)
• Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
• Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
• Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution (Q5169738) (← links)
• ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
• Inference for the Generalized Normal Laplace Distribution (Q5299937) (← links)
• Estimating value-at-risk: a point process approach (Q5697330) (← links)
• Shape-constrained semiparametric additive stochastic volatility models (Q5879997) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
• Prediction of electricity prices for non-regulated markets based on a power transformed mean reverting process (Q6580731) (← links)