The following pages link to Apparent scaling (Q5942935):
Displayed 17 items.
- The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- Scaling properties of foreign exchange volatility (Q1588872) (← links)
- An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution (Q1613039) (← links)
- Forecasting volatility in bitcoin market (Q2022929) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Moments of the generalized hyperbolic distribution (Q2513365) (← links)
- The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390) (← links)
- Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model (Q3566440) (← links)
- Modelling exchange rate returns: which flexible distribution to use? (Q4619490) (← links)
- Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution (Q5036600) (← links)
- NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA (Q5069525) (← links)
- Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets (Q5138593) (← links)
- Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712) (← links)
- Testing Symmetry of a NIG Distribution (Q5719260) (← links)