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.
- The cavity method for minority games between arbitrageurs on financial markets (Q5078668) (← links)
- The Dispersion Bias (Q5080131) (← links)
- Empirical survival Jensen-Shannon divergence as a goodness-of-Fit measure for maximum likelihood estimation and curve fitting (Q5082812) (← links)
- Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model (Q5093724) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Warp statistics and financial returns (Q5106784) (← links)
- COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS (Q5111485) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Detection of changes in a random financial sequence with a stable distribution (Q5123599) (← links)
- A graphical test for local self-similarity in univariate data (Q5124937) (← links)
- Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (Q5126612) (← links)
- Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
- A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
- Effects of intervaling on high-frequency realized higher-order moments (Q5139222) (← links)
- Macroeconomic fundamentals, jump dynamics and expected volatility (Q5139235) (← links)
- Quant GANs: deep generation of financial time series (Q5139243) (← links)
- An options-pricing approach to election prediction (Q5139254) (← links)
- Investor sentiment and trading behavior (Q5139741) (← links)
- Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index (Q5147160) (← links)
- OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)
- A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521) (← links)
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics (Q5225795) (← links)
- VaR Prediction under Long Memory in Volatility (Q5232808) (← links)
- GARCH in spinor field (Q5233042) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- Universal features of price formation in financial markets: perspectives from deep learning (Q5234368) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)
- The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management (Q5866078) (← links)
- An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series (Q5874629) (← links)
- Contributions to the class of beta-generated distributions (Q5875312) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
- Multi-scaling in the Cont-Bouchaud microscopic stock market model (Q5947856) (← links)
- Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)
- Simulation based calibration using extended balanced augmented empirical likelihood (Q5963814) (← links)
- Capturing information in extreme events (Q6047402) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
