Pages that link to "Item:Q6156468"
From MaRDI portal
The following pages link to Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468):
Displaying 5 items.
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion) (Q2729107) (← links)
- Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions (Q4262931) (← links)
- Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)
- Renyi Entropy based design of heavy tailed distribution for return of financial assets (Q6500371) (← links)
