Pages that link to "Item:Q2153520"
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The following pages link to On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520):
Displaying 3 items.
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- Centre-free kurtosis orderings for asymmetric distributions (Q6494447) (← links)
- Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations (Q6615477) (← links)