Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Normal mean-variance mixture"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Statistical distribution
5
Statistische Verteilung
5
Risikomaß
4
Risk measure
4
ARCH model
3
ARCH-Modell
3
Normal mean-variance mixture
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Ausreißer
2
Capital income
2
EM algorithm
2
Inverse-mills ratio
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Outliers
2
Skewness
2
Two-step estimation
2
Volatility
2
Volatilität
2
Algorithm
1
Algorithmus
1
Börsenkurs
1
CAPM
1
Conditional tail expectation
1
Conditional tail variance
1
Convolution tails
1
Copula
1
Correlation
1
Estimation
1
Estimation theory
1
GH distribution
1
Generalized Hyperbolic distribution
1
Generalized normal mean-variance mixture
1
Generalized normal mean–variance mixture
1
Korrelation
1
Maximum likelihood estimation
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
5
Undetermined
1
Author
All
Chen, Heng
2
Fan, Yanqin
2
Wu, Jisong
2
Bianchi, Michele Leonardo
1
Fabozzi, Frank J.
1
Hammerstein, Ernst August v.
1
Kim, Joseph H. T.
1
Kim, So-Yeun
1
Luján Fernández, Ignacio
1
Tassinari, Gian Luca
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of Econometrics
1
Journal of econometrics
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
5
RePEc
1
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing the correlation skew with
normal
mean-variance
mixture
copulas
Luján Fernández, Ignacio
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 83-99
Persistent link: https://www.econbiz.de/10013549659
Saved in:
2
Tail risk measures and risk allocation for the class of multivariate
normal
mean-variance
mixture
distributions
Kim, Joseph H. T.
;
Kim, So-Yeun
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 145-157
Persistent link: https://www.econbiz.de/10012058851
Saved in:
3
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
4
Tail behaviour and tail dependence of generalized hyperbolic distributions
Hammerstein, Ernst August v.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 3-40)
.
2016
Persistent link: https://www.econbiz.de/10011800330
Saved in:
5
A flexible parametric approach for estimating switching regime models and treatment effect parameters
Chen, Heng
;
Fan, Yanqin
;
Wu, Jisong
- In:
Journal of Econometrics
181
(
2014
)
2
,
pp. 77-91
a newly constructed class of multivariate distributions which we call generalized
normal
mean–variance
mixture
…
Persistent link: https://www.econbiz.de/10011052296
Saved in:
6
A flexible parametric approach for estimating switching regime models and treatment effect parameters
Chen, Heng
;
Fan, Yanqin
;
Wu, Jisong
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 77-91
Persistent link: https://www.econbiz.de/10010473347
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
