Pages that link to "Item:Q703249"
From MaRDI portal
The following pages link to On the controversy over tailweight of distributions. (Q703249):
Displaying 24 items.
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- Scaling issues for risky asset modelling (Q1028545) (← links)
- Solving multi-objective portfolio optimization problem for Saudi Arabia stock market using hybrid clonal selection and particle swarm optimization (Q1637896) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A simple heuristic for load balancing in parallel processing networks with highly variable service time distributions (Q2268467) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Tailweight, quantiles and kurtosis: A study of competing distributions (Q2457260) (← links)
- Characteristic function and operator approach to M-indeterminate probability densities (Q2697696) (← links)
- Stationary-increment Student and variance-gamma processes (Q3410925) (← links)
- Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA (Q3535622) (← links)
- Modeling growth stocks via birth-death processes (Q4467504) (← links)
- Stress scenario selection by empirical likelihood (Q4682990) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476) (← links)
- Reducing Simulation Input-Model Risk via Input Model Averaging (Q4995095) (← links)
- Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves (Q5023855) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- Methods to Distinguish Between Polynomial and Exponential Tails (Q5418631) (← links)
- Wavelet variances for heavy-tailed time series (Q6615745) (← links)
- Capital income jumps and wealth distribution (Q6646172) (← links)
