Pages that link to "Item:Q1427747"

The following pages link to Fat tails and asymmetry in financial volatility models. (Q1427747):

Displaying 15 items.

• An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
• A method of calculating the downside risk by multivariate nonnormal distributions (Q842821) (← links)
• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
• EGARCH models with fat tails, skewness and leverage (Q1623534) (← links)
• Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
• Volatility modeling with leverage effect under Laplace errors (Q1695695) (← links)
• Kurtosis of GARCH and stochastic volatility models with non-normal innovations (Q1810673) (← links)
• Outlier detection under star-contoured errors (Q2320993) (← links)
• Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
• An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
• A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution (Q2581847) (← links)
• Volatility Modeling with a Generalized<i>t</i>Distribution (Q2968461) (← links)
• The Volatility of Realized Volatility (Q3539863) (← links)
• BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
• The NIG-S&amp;ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model (Q4549742) (← links)