Pages that link to "Item:Q1000455"
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The following pages link to Unconditional and conditional distributional models for the Nikkei index (Q1000455):
Displaying 18 items.
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- A conditional distribution model for limited stock index returns (Q1017000) (← links)
- Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- Empirical likelihood ratio-based goodness-of-fit test for the Laplace distribution (Q2628575) (← links)
- The Pareto distribution (Type Ⅲ) gives a good first approximation to the transaction intervals of Nikkei 225 Futures in the OSE (Q3121403) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Parameter estimation of Tukey-type distributions: A comparative analysis (Q5082585) (← links)
- Estimating the tail conditional expectation of Walmart stock data (Q5147650) (← links)
