The following pages link to gogarch (Q31139):
Displaying 9 items.
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Optimal allocation of trend following strategies (Q1618529) (← links)
- Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- Financial risk modelling and portfolio optimization with R (Q2827013) (← links)
- (Q3145111) (← links)
- An efficient estimator of the parameters of the generalized lambda distribution (Q5033974) (← links)
- A simple and efficient method for finding the closest generalized lambda distribution to a specific model (Q5193309) (← links)
- Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities (Q5220941) (← links)