Pages that link to "Item:Q5148008"
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The following pages link to MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008):
Displaying 8 items.
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- The valuation of corporations: a derivative pricing perspective (Q2694763) (← links)
- (Q2888100) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- Warp statistics and financial returns (Q5106784) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
- Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions (Q6649141) (← links)