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Financial modeling under non- Gaussian distributions

Manylion Llyfryddiaeth
Prif Awdur:	Jondeau, Eric
Awduron Eraill:	Poon, Ser- Huang Rockinger, Michael
Fformat:	Printed Book
Iaith:	English
Cyhoeddwyd:	London Springer Verlag 2007
Pynciau:	Finance- Mathematical models > Distribution- Economic theory

Eitemau Tebyg

Financial modelling under Non-Gaussian Distributions
gan: Jondeau, Eric
Cyhoeddwyd: (2007)

Distribution models theory /
Cyhoeddwyd: (2006)

Multidimensional Gaussian Distributions
gan: Miller,Kenneth S.
Cyhoeddwyd: (1964)

The inverse gaussian distribution: statistical theory and application
gan: Seshadri, V.
Cyhoeddwyd: (1999)

The Invere Gaussian Distribution
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Cyhoeddwyd: (1989)

A study on non-gaussian distributions and time series models
gan: Jose, K K; Guide, et al.
Cyhoeddwyd: (2006)

The Inverse Gaussian distribution: a case study in exponential families
gan: Seshadri, V.
Cyhoeddwyd: (1993)

A note on the inverse gaussian distribution
gan: Seshadri, V

Mathematical models of financial derivatieves/
gan: Kwok, Yue-Kuen
Cyhoeddwyd: (2008)

ARCH models and financial applications
gan: Gourieroux, Christian
Cyhoeddwyd: (1997)

Autoregressive processes with convolutions of gaussian and non-gaussian marginal distributions and their applications
gan: Jose, K K; Guide, et al.
Cyhoeddwyd: (2010)

Modelling and forecasting financial data: techniques of nonlinear dynamics
gan: Ed by Soofi, Abdol S.
Cyhoeddwyd: (2002)

Stable non-gaussian random processes: stochastic models with infinite variances
gan: Samorodnitsky, Gennady
Cyhoeddwyd: (1994)

Distributions
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Cyhoeddwyd: (1962)

Input- output analysis and the structure of income distribution
gan: Miyazawa, K.
Cyhoeddwyd: (1976)

Distribution theory and application
gan: Kinani, Abdellah El
Cyhoeddwyd: (2010)

GARCH models : structure, statistical inference and financial applications /
gan: Francq, Christian, et al.
Cyhoeddwyd: (2019)

Introduction to statistical methods for financial models /
gan: Severini, Thomas A. (Thomas Alan), 1959-
Cyhoeddwyd: (2018)

Statistical models and methods for financial markets
gan: Lai, Tze Leung
Cyhoeddwyd: (2008)

Inverse Gaussian distribution: statistical theory and applications
gan: Seshadri, V
Cyhoeddwyd: (1999)

Financial modelling in corporate management
Cyhoeddwyd: (1982)

Mathematical models of financial derivatives /
gan: Kwok,Yue-Kuen
Cyhoeddwyd: (1999)

Modeling income distributions and Lorenz curves
gan: Ed by Chotikapanich, Duangkamon
Cyhoeddwyd: (2008)

A Model for income distribution, employment and growth: a case study of Indonesia/
gan: Syamaprasad Gupta
Cyhoeddwyd: (1977)

Discrete models of financial markets /
gan: Capiński, Marek, et al.
Cyhoeddwyd: (2012)

Income distribution and the structure of production /
gan: Ghosh, A.
Cyhoeddwyd: (1984)

Modeling and simulation of distributed systems
gan: Kostin, Alexander, et al.
Cyhoeddwyd: (2010)

Financial econometrics modeling : derivatives pricing, hedge funds and term structure models /
Cyhoeddwyd: (2011)

Mathematics for economics and finance: methods and modelling
gan: Anthony, Martin; Author, et al.
Cyhoeddwyd: (2000)

Mathematics for economics and finance: methods and modelling
gan: Anthony, Martin; Author, et al.
Cyhoeddwyd: (2000)

Advances on models, characterizations and applications
gan: Balakrishnan, N.
Cyhoeddwyd: (2005)

Statistical distributions : applictions and parameter estimates /
gan: Thomopoulos, Nick T.
Cyhoeddwyd: (2017)

Heavy-tail phenomena : probabilistic and statistical modeling /
gan: Resnick, Sidney I.
Cyhoeddwyd: (2007)

Statistical distributions
gan: Forbes, Catherine...[et.al]
Cyhoeddwyd: (2011)

Pareto distributions /
gan: Arnold, Barry C.
Cyhoeddwyd: (2015)

The normal distribution : Characterizations with applications
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Cyhoeddwyd: (1995)

Martingale methods in financial modelling /
gan: Musiela, Marek
Cyhoeddwyd: (1998)

Continuous bivariate distributions
gan: Balakrishnan, N
Cyhoeddwyd: (2009)

Families of frequency distributions
gan: Ord, J.K
Cyhoeddwyd: (1972)

CRC Handbook of percentiles of non-central t- distribution
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Cyhoeddwyd: (1993)