Pages that link to "Item:Q5446544"
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The following pages link to Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (Q5446544):
Displaying 16 items.
- Approximation of the variance gamma model with a finite mixture of normals (Q419211) (← links)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- Contaminated variance-mean mixing model (Q1615117) (← links)
- Quantile function expansion using regularly varying functions (Q1739326) (← links)
- A formulation for continuous mixtures of multivariate normal distributions (Q2048124) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- A comparison of generalized hyperbolic distribution models for equity returns (Q2336270) (← links)
- Models for stock returns (Q2873015) (← links)
- Stationary-increment Student and variance-gamma processes (Q3410925) (← links)
- Semiparametric estimation in the normal variance-mean mixture model (Q4567919) (← links)
- Inference procedures for the variance gamma model and applications (Q4922652) (← links)
- A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (Q5462699) (← links)
- Pearson's statistics in the Netherlands and the astronomer Kapteyn (Q6573834) (← links)
- Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation (Q6574223) (← links)
- Optimal design approach to GMM estimation of parameters based on empirical transforms (Q6574237) (← links)
