Pages that link to "Item:Q3606097"
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The following pages link to Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns (Q3606097):
Displaying 11 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Principal component analysis for <i>α</i>-stable vectors (Q5042123) (← links)
- Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
- (Q5179070) (← links)
- Wavelet-based estimation for multivariate stable laws (Q5220811) (← links)
- AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT (Q5865367) (← links)