Pages that link to "Item:Q2762651"
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The following pages link to Empirical realities for a minimal description risky asset model. The need for fractal features (Q2762651):
Displaying 14 items.
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- On the controversy over tailweight of distributions. (Q703249) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Scaling issues for risky asset modelling (Q1028545) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- Stationary-increment Student and variance-gamma processes (Q3410925) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476) (← links)
- Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (Q5446544) (← links)
- Student processes (Q5694148) (← links)
- Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation (Q6574223) (← links)
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138) (← links)
