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Financial modeling under non- Gaussian distributions

Bibliografiske detaljer
Hovedforfatter:	Jondeau, Eric
Andre forfattere:	Poon, Ser- Huang Rockinger, Michael
Format:	Printed Book
Sprog:	English
Udgivet:	London Springer Verlag 2007
Fag:	Finance- Mathematical models > Distribution- Economic theory

Lignende værker

Financial modelling under Non-Gaussian Distributions
af: Jondeau, Eric
Udgivet: (2007)

Distribution models theory /
Udgivet: (2006)

Multidimensional Gaussian Distributions
af: Miller,Kenneth S.
Udgivet: (1964)

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

The Invere Gaussian Distribution
af: Chhikara,Raj S and Folks,L Leory
Udgivet: (1989)

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

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

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

Mathematical models of financial derivatieves/
af: Kwok, Yue-Kuen
Udgivet: (2008)

ARCH models and financial applications
af: Gourieroux, Christian
Udgivet: (1997)

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

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

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

Distributions
af: Marchand,Jean-Paul
Udgivet: (1962)

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

Distribution theory and application
af: Kinani, Abdellah El
Udgivet: (2010)

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

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

Statistical models and methods for financial markets
af: Lai, Tze Leung
Udgivet: (2008)

Inverse Gaussian distribution: statistical theory and applications
af: Seshadri, V
Udgivet: (1999)

Financial modelling in corporate management
Udgivet: (1982)

Mathematical models of financial derivatives /
af: Kwok,Yue-Kuen
Udgivet: (1999)

Modeling income distributions and Lorenz curves
af: Ed by Chotikapanich, Duangkamon
Udgivet: (2008)

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

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

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

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

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

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

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

Advances on models, characterizations and applications
af: Balakrishnan, N.
Udgivet: (2005)

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

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

Statistical distributions
af: Forbes, Catherine...[et.al]
Udgivet: (2011)

Pareto distributions /
af: Arnold, Barry C.
Udgivet: (2015)

The normal distribution : Characterizations with applications
af: Bryc, Wlodzimierz
Udgivet: (1995)

Martingale methods in financial modelling /
af: Musiela, Marek
Udgivet: (1998)

Continuous bivariate distributions
af: Balakrishnan, N
Udgivet: (2009)

Families of frequency distributions
af: Ord, J.K
Udgivet: (1972)

CRC Handbook of percentiles of non-central t- distribution
af: Bagui, Subhash C.
Udgivet: (1993)