Pages that link to "Item:Q4412406"
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The following pages link to The Distribution of Stock Returns When the Market Is Up (Q4412406):
Displaying 13 items.
- An empirical likelihood ratio based goodness-of-fit test for skew normality (Q257414) (← links)
- A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
- Skew-normal distribution in the multivariate null intercept measurement error model (Q468022) (← links)
- Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market (Q1000378) (← links)
- A conditional distribution model for limited stock index returns (Q1017000) (← links)
- On some properties of the unified skew normal distribution (Q2320858) (← links)
- A comparison of generalized hyperbolic distribution models for equity returns (Q2336270) (← links)
- Models for stock returns (Q2873015) (← links)
- Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (Q2934409) (← links)
- Likelihood procedure for testing changes in skew normal model with applications to stock returns (Q4607336) (← links)
- A multivariate two-factor skew model (Q5423138) (← links)
- Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (Q5446544) (← links)
- Reverse stress testing in skew-elliptical models (Q6050283) (← links)
