Pages that link to "Item:Q4646480"

The following pages link to Empirical properties of asset returns: stylized facts and statistical issues (Q4646480):

Displaying 50 items.

• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
• Central quantile subspace (Q2302519) (← links)
• Two-sided exponential-geometric distribution: inference and volatility modeling (Q2319488) (← links)
• Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
• Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
• Valuation of an option using non-parametric methods (Q2328782) (← links)
• Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
• Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) (← links)
• Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
• Test on the linear combinations of mean vectors in high-dimensional data (Q2398084) (← links)
• Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
• A new type of barrier options: lizard option (Q2398587) (← links)
• Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
• Validation of positive quadrant dependence (Q2513454) (← links)
• Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
• Verification of internal risk measure estimates (Q2520725) (← links)
• Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
• Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
• Heavy tailed distributions in closing auctions (Q2669415) (← links)
• The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
• Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401) (← links)
• Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
• Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
• Optimising portfolio diversification and dimensionality (Q2679246) (← links)
• On some distributional properties of subordinated Gaussian random fields (Q2684935) (← links)
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
• PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Optimal job switching and retirement decision (Q2700416) (← links)
• Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
• Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104) (← links)
• American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
• On the concentration of large deviations for fat tailed distributions, with application to financial data (Q3302064) (← links)
• Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
• Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
• Distribution of asset price movement and market potential (Q3302320) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks (Q3459668) (← links)
• (Q3541541) (← links)
• Pairs trading with partial cointegration (Q4554413) (← links)
• An agent-based model of corporate bond trading (Q4554442) (← links)
• A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
• Intraday pairs trading strategies on high frequency data: the case of oil companies (Q4555060) (← links)
• Transitions in the stock markets of the US, UK and Germany (Q4555080) (← links)
• Tail-risk protection trading strategies (Q4555105) (← links)
• Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
• Determining the integrated volatility via limit order books with multiple records (Q4555173) (← links)
• Fitting Financial Returns Distributions: A Mixture Normality Approach (Q4561901) (← links)