Pages that link to "Item:Q4646480"
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The following pages link to Empirical properties of asset returns: stylized facts and statistical issues (Q4646480):
Displaying 50 items.
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues (Q4562472) (← links)
- Nonparametric estimation of 100(1 − <i>p</i>)% expected shortfall: <i>p</i> <font>→</font> 0 as sample size is increased (Q4563411) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
- Market calibration under a long memory stochastic volatility model (Q4585681) (← links)
- On the Impossibility of Fair Risk Allocation (Q4588482) (← links)
- The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra (Q4606767) (← links)
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes (Q4610223) (← links)
- Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
- Models of asset returns: changes of pattern from high to low event frequency (Q4610244) (← links)
- Fundamentalists, chartists and asset pricing anomalies (Q4619488) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Decision trees unearth return sign predictability in the S&P 500 (Q4619522) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546) (← links)
- On multivariate separating Hill estimator under estimated location and scatter (Q4632274) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System (Q4647440) (← links)
- Asymmetries and tails in stock index returns: are their distributions really asymmetric? (Q4647594) (← links)
- A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) (← links)
- Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084) (← links)
- Mixed tempered stable distribution (Q4683086) (← links)
- Reaction to Extreme Events in a Minimal Agent Based Model (Q4687377) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- Apparent multifractality of self-similar Lévy processes (Q4978477) (← links)
- Intermediate efficiency of some weighted goodness-of-fit statistics (Q4987546) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- Normally distributed high-frequency returns: a subordination approach (Q5001138) (← links)
- Evaluation of volatility predictions in a VaR framework (Q5001165) (← links)
- (Q5010356) (← links)
- Generative adversarial networks for financial trading strategies fine-tuning and combination (Q5014212) (← links)
- On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (Q5014310) (← links)
- Detailed study of a moving average trading rule (Q5026541) (← links)
- Speed and biases of Fourier-based pricing choices: a numerical analysis (Q5028604) (← links)
- A finite volume–alternating direction implicit method for the valuation of American options under the Heston model (Q5030557) (← links)
- Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076) (← links)
- Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)
- A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
- (Q5043261) (← links)
- BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION (Q5051162) (← links)
- Power-Law Cross-Correlations: Issues, Solutions and Future Challenges (Q5054200) (← links)
- A new omnibus test of fit based on a characterization of the uniform distribution (Q5058314) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
