EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Student’s t-distributions"
Narrow search

Narrow search

Year of publication
Subject
All
Algorithm 1 Algorithmus 1 Bayes-Statistik 1 Bayesian inference 1 Convolutions 1 Edgeworth-Sargan and Student’s t distributions 1 High-frequency asset returns 1 Lévy processes 1 Metropolis-Hastings algorithm 1 Mixture of Student’s t-distributions 1 Monte Carlo estimation 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate densities 1 Nonlinear non-Gaussian state space model 1 State space model 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Student’s t-distributions 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Zustandsraummodell 1 conditional heteroskedasticity 1 financial data 1
more ... less ...
Online availability
All
Undetermined 2 Free 1
Type of publication
All
Article 2 Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
Undetermined 2 English 1
Author
All
Barra, Istvan 1 Grothe, Oliver 1 Hoogerheide, Lennart 1 Koopman, Siem Jan 1 Lucas, André 1 Perote, Javier 1 Schmidt, Rafael 1
more ... less ...
Published in...
All
Discussion paper / Tinbergen Institute 1 Physica A: Statistical Mechanics and its Applications 1 Spanish Economic Review 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Joint independent metropolis-hastings methods for nonlinear non-Gaussian state space models
Barra, Istvan; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2013
Persistent link: https://www.econbiz.de/10010191411
Saved in:
Cover Image
Scaling of Lévy–Student processes
Grothe, Oliver; Schmidt, Rafael - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 7, pp. 1455-1463
Student’s t-distributions are widely used in financial studies as heavy-tailed alternatives to normal distributions. As …
Persistent link: https://www.econbiz.de/10010590806
Saved in:
Cover Image
The multivariate Edgeworth-Sargan density
Perote, Javier - In: Spanish Economic Review 6 (2004) 1, pp. 77-96
The Edgeworth-Sargan density has been shown capable of capturing empirical regularities of financial data (thick tails and asymmetries). When compared to other densities used in applied finance, it has the advantage of its analytical simplicity, and the ability to improve data fits by adding...
Persistent link: https://www.econbiz.de/10005371307
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...