Pages that link to "Item:Q2324080"

The following pages link to Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080):

Displaying 21 items.

• Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
• Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
• Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
• Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
• Option pricing under deformed Gaussian distributions (Q1619162) (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
• Multivariate cumulants in outlier detection for financial data analysis (Q2141847) (← links)
• Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
• Stable Paretian versus student's \(t\) stock market hypothesis (Q2320821) (← links)
• Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
• Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
• A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting (Q4683117) (← links)
• A Bayesian inference for time series via copula-based Markov chain models (Q5083906) (← links)
• Estimation under copula-based Markov normal mixture models for serially correlated data (Q5086400) (← links)
• OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) (← links)
• Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
• (Q5879919) (← links)
• Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
• A comparison of the GB2 and skewed generalized log-t distributions with an application in finance (Q6199642) (← links)
• Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (Q6669919) (← links)