Pages that link to "Item:Q1360232"

The following pages link to The likelihood of various stock market return distributions. II: Empirical results (Q1360232):

Displaying 16 items.

• Testing for (in)finite moments (Q138542) (← links)
• Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
• Stock returns and hyperbolic distributions (Q699418) (← links)
• On the probability distribution of stock returns in the Mike-Farmer model (Q977844) (← links)
• The likelihood of various stock market return distributions. I: Principles of inference (Q1360231) (← links)
• Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
• Stable Paretian versus student's \(t\) stock market hypothesis (Q2320821) (← links)
• Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
• Mean-variance approximations to expected utility (Q2514706) (← links)
• Likelihood and posterior shapes in Johnson's \(S_B\) system (Q2767493) (← links)
• ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA (Q3560087) (← links)
• Portfolio selection with higher moments (Q3568905) (← links)
• MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH (Q4653010) (← links)
• The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (Q4991049) (← links)
• (Q5318933) (← links)
• \(W_2\) barycenters for radially related distributions (Q6101733) (← links)