Pages that link to "Item:Q3161678"
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The following pages link to Multi-tail generalized elliptical distributions for asset returns (Q3161678):
Displaying 7 items.
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform (Q2874728) (← links)
- The joint distribution of stock returns is not elliptical (Q2892977) (← links)
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)