Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series
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Published By WORLD SCIENTIFIC

9789813274914, 9789813276208

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Class of Stable Distributions

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0005 ◽

2019 ◽

pp. 149-224

Keyword(s):

Stable Distributions

FRONT MATTER

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_fmatter ◽

2019 ◽

pp. i-xxiii

BACK MATTER

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_bmatter ◽

2019 ◽

pp. 549-573

Application of Extreme Value Theory to Estimate Tail Thickness for Asset Return Distributions

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0012 ◽

2019 ◽

pp. 517-547

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Asset Return ◽

Return Distributions

Implied Volatility Smile with Non-Gaussian Processes

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0011 ◽

2019 ◽

pp. 463-516 ◽

Cited By ~ 1

Keyword(s):

Gaussian Processes ◽

Implied Volatility ◽

Volatility Smile ◽

Non Gaussian

Extreme Value Theory

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0009 ◽

2019 ◽

pp. 367-430

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

Multivariate Time-Changed Brownian Motion: The Expectation–Maximization Estimation Method

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0008 ◽

2019 ◽

pp. 323-366

Keyword(s):

Brownian Motion ◽

Expectation Maximization ◽

Estimation Method

Multivariate Time-Changed Brownian Motion

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0007 ◽

2019 ◽

pp. 277-321

Keyword(s):

Brownian Motion

The Generalized Hyperbolic Distribution

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0004 ◽

2019 ◽

pp. 109-148

Keyword(s):

Generalized Hyperbolic Distribution ◽

Hyperbolic Distribution

Introduction

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789813276208_0001 ◽

2019 ◽

pp. 3-21

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics SeriesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

The Class of Stable Distributions

FRONT MATTER

BACK MATTER

Application of Extreme Value Theory to Estimate Tail Thickness for Asset Return Distributions

Implied Volatility Smile with Non-Gaussian Processes

Extreme Value Theory

Multivariate Time-Changed Brownian Motion: The Expectation–Maximization Estimation Method

Multivariate Time-Changed Brownian Motion

The Generalized Hyperbolic Distribution

Introduction

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management - World Scientific Handbook in Financial Economics Series
Latest Publications