Pages that link to "Item:Q2479445"
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The following pages link to An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445):
Displaying 11 items.
- A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (Q333367) (← links)
- VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (Q470430) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- A trend-based segmentation method and the support vector regression for financial time series forecasting (Q1954994) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
- A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series (Q3571989) (← links)
- MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH (Q4653010) (← links)
- Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633) (← links)
- On Bayesian sample size determination (Q5124823) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
