Pages that link to "Item:Q2150371"

The following pages link to The quotient of normal random variables and application to asset price fat tails (Q2150371):

Displaying 9 items.

• Price equations with symmetric supply/demand; implications for fat tails (Q1730168) (← links)
• Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
• Derivation of non-classical stochastic price dynamics equations (Q2142299) (← links)
• Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation (Q2158944) (← links)
• A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
• Asset price volatility and price extrema (Q2175688) (← links)
• The Role of the Normal Distribution in Financial Markets (Q3178565) (← links)
• On the distribution of quotient of random variables conditioned to the positive quadrant (Q5077200) (← links)
• The Quotient of Normal Random Variables And Application to Asset Price Fat Tails (Q6297713) (← links)