Pages that link to "Item:Q2350232"
From MaRDI portal
The following pages link to Heavy-tailed distributions and robustness in economics and finance (Q2350232):
Displaying 24 items.
- Bounds for path-dependent options (Q902179) (← links)
- Income inequality and price elasticity of market demand: the case of crossing Lorenz curves (Q1640589) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Equity returns and sentiment (Q2148731) (← links)
- Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
- On a heavy-tailed distribution and the stability of an equilibrium in a distributed delay symmetric network (Q2169609) (← links)
- Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
- Operator equations of branching random walks (Q2283687) (← links)
- Modulating bifurcations in a self-sustained birhythmic system by \(\alpha\)-stable Lévy noise and time delay (Q2296835) (← links)
- A Beran-inspired estimator for the Weibull-type tail coefficient (Q2322031) (← links)
- A note on utility indifference pricing (Q2828052) (← links)
- On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (Q5014310) (← links)
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367) (← links)
- A new look at the inverse Gaussian distribution with applications to insurance and economic data (Q5036583) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- The Fundamentals of Heavy Tails (Q5073498) (← links)
- On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
- Size distributions reconsidered (Q5860954) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- Pro‐cyclicality beyond business cycle (Q6054455) (← links)
- Robust Bayesian choice (Q6125931) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)
- Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits (Q6670083) (← links)
