Pages that link to "Item:Q3416901"
From MaRDI portal
The following pages link to A non-stationary paradigm for the dynamics of multivariate financial returns (Q3416901):
Displaying 4 items.
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
- Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions (Q4262931) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)