Pages that link to "Item:Q699418"
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The following pages link to Stock returns and hyperbolic distributions (Q699418):
Displaying 17 items.
- A method for approximate inversion of the hyperbolic CDF (Q424715) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- Non-linear properties of conditional returns under scale mixtures (Q1019936) (← links)
- Hyperbolic distributions in finance (Q1904973) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
- Goodness-of-fit tests for the hyperbolic distribution (Q2747879) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Models for stock returns (Q2873015) (← links)
- Warp statistics and financial returns (Q5106784) (← links)
- A snakes and ladders representation of stock prices and returns (Q5277925) (← links)
- (Q5318933) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)
