Pages that link to "Item:Q3117330"
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The following pages link to Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence (Q3117330):
Displaying 4 items.
- Parameters measuring bank risk and their estimation (Q322446) (← links)
- Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) (← links)
- A characterization of the coskewness-cokurtosis pricing model (Q2345149) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)