Pages that link to "Item:Q840372"
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The following pages link to Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372):
Displaying 5 items.
- Unconditional and conditional distributional models for the Nikkei index (Q1000455) (← links)
- Fat tails and asymmetry in financial volatility models. (Q1427747) (← links)
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- EMPIRICAL PERFORMANCE OF GARCH MODELS WITH HEAVY‐TAILED INNOVATIONS (Q5213466) (← links)
- Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)