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A comparison of the GB2 and skewed generalized log-t distributions with an appli
1 个回复 - 347 次查看【作者(必填)】 2323 【文题(必填)】 A comparison of the GB2 and skewed generalized log-t distributions with an application in financeAuthor links open overlay panel 【年份(必填)】 2323 【 ...2021-8-8 12:27 - internet.hzx - 求助成功区

Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Foreca
4 个回复 - 743 次查看【作者(必填)】Richard Gerlach1,*, Zudi Lu2 andHai Huang3 【文题(必填)】Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting 【年份(必填)】2013 【全文链接或数据 ...2016-6-25 07:38 - hnhs100 - 求助成功区

Multistate Travel Time Reliability Models with Skewed Component Distributions
1 个回复 - 541 次查看【作者(必填)】 Feng Guo 【文题(必填)】 Multistate Travel Time Reliability Models with Skewed Component Distributions 【年份(必填)】 2012 【全文链接或数据库名称(选填)】https://trrjournalonline.tr ...2018-6-5 09:22 - peterxu1969 - 求助成功区

Model comparison of coordinate-free multivariate skewed distributions with an ap
1 个回复 - 561 次查看【作者(必填)】Jos′e T.A.S. Ferreira and Mark F.J. Steel∗ 【文题(必填)】 Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers 【 ...2017-10-1 22:21 - magicsun - 求助成功区

Skewed distributions in finance and actuarial science: a review
1 个回复 - 665 次查看【作者(必填)】 Christopher Adcocka*, Martin Elingb & Nicola Loperfidoc 【文题(必填)】 Skewed distributions in finance and actuarial science: a review 【年份(必填)】 2015 【全文链接或数据库名称(选 ...2016-4-7 17:52 - internet.hzx - 求助成功区

Financial data and the skewed generalized t distribution
2 个回复 - 1228 次查看【作者(必填)】 P Theodossiou 【文题(必填)】 Financial data and the skewed generalized tdistribution 【年份(必填)】 1998 【全文链接或数据库名称(选填)】http://pub ...2015-12-9 22:42 - internet.hzx - 求助成功区

Skewed Bivariate Distributions Generated by Marginal Replacement with Pearson Ty
1 个回复 - 664 次查看【作者(必填)】 Saralees Nadarajaha & Samuel Kotzb 【文题(必填)】 Skewed Bivariate Distributions Generated by Marginal Replacement with Pearson Type II Kernel【年份(必填)】 2004 【全文链接或数据库 ...2016-1-22 14:49 - internet.hzx - 文献求助专区

Fat-Tailed and Skewed Asset Return Distributions
3 个回复 - 2598 次查看内容提要： While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t ap ...2009-12-26 18:21 - zxzChaos - 金融学（理论版）

‘Inequality’ of innovation skewed distributions and the returns to innovation
1 个回复 - 846 次查看【作者(必填)】ORIETTA MARSILI & AMMON SALTER 【文题(必填)】‘Inequality’ of innovation: skewed distributions and the returns to innovation in Dutch manufacturing 【年份(必填)】2007 【全文链接或 ...2014-5-2 16:15 - 郑光凤 - 求助成功区

（已免费）09FRM CORE READINGS---Fat-Tailed and Skewed Asset Return Distributions
49 个回复 - 9379 次查看 Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi ISBN: 978-0-471-7 ...2009-7-15 15:04 - yhongl12 - CFA、CVA、FRM等金融考证论坛

skewed generalized T distribution的具体分位数怎么计算
1 个回复 - 3294 次查看各位大侠，有没有人知道怎么求skewed generalized T distribution的具体分位数的？有现成的或者编程求的都可以。谢谢了！！2008-10-24 12:40 - qiuguihua2000 - MATLAB等数学软件专版

200RMB或1000论坛币求大神帮忙用GARCH Model和 skewed t distribution 做VaR
2 个回复 - 1886 次查看用1000个daily price 通过GARCH Model 和 skewed t distribution 做one day ahead 的VaR。并且以21为周期，rolling 1000天,得出的VaR.2012-7-13 08:13 - vivian0909 - R语言论坛

为什么return of long call 的distribution is positively skewed？
3 个回复 - 2365 次查看为什么return of long call 的distribution is positively skewed？谁有图像吗？谢谢！2014-5-5 14:33 - thjkkkzan - CFA、CVA、FRM等金融考证论坛

Skewed distributions in finance and actuarial science: a review
3 个回复 - 2813 次查看【作者(必填)】Christopher Adcocka*, Martin Elingb & Nicola Loperfidoc 【文题(必填)】Skewed distributions in finance and actuarial science: a review 【年份(必填)】2012 【全文链接或数据库名称 ...2013-3-7 20:10 - ssylzz - 求助成功区

求在R中怎么用GARCH Model 和 skewed t distribution做VaR
0 个回复 - 2354 次查看我想用1000个daily price，通过GARCH Model 和 skewed t distribution预测 one day ahead 的value at risk. 应该做啊？2012-7-13 03:46 - vivian0909 - R语言论坛

skewed generalized T distribution 的分位数计算
0 个回复 - 3245 次查看各位大侠，有没有人知道怎么求skewed generalized T distribution的具体分位数的？有现成的或者编程求的都可以。谢谢了！！2008-10-24 12:30 - qiuguihua2000 - R语言论坛

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