Pages that link to "Item:Q3572648"
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The following pages link to Nonparametric inferences for kurtosis and conditional kurtosis (Q3572648):
Displaying 3 items.
- Kurtosis of GARCH and stochastic volatility models with non-normal innovations (Q1810673) (← links)
- Some measures of kurtosis and their inference on large datasets (Q2106825) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)