المؤلفون: Norris M. Mulenga, Yu Fu

المصدر: IEEE Access, Vol 12, Pp 119314-119326 (2024)

مصطلحات موضوعية: Bayesian method, dynamic calibration, Black-Scholes model, Markov Chain Monte Carlo, volatility surface, leptokurtosis, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10649550/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/a9b97a3a6f4d4af2a2ad6f9721d2b96f

المؤلفون: Evans, Luke C., Sibly, Richard M., Thorbek, Pernille, Sims, Ian, Oliver, Tom H., Walters, Richard J.

المصدر: Oecologia.

مصطلحات موضوعية: Dispersal kernel, Habitat fragmentation, Individual-based model, Leptokurtosis, Maniola jurtina, Motivation, Naturvetenskap, Biologi, Ekologi, Natural Sciences, Biological Sciences, Ecology

URL الوصول: https://lup.lub.lu.se/record/304bc3a5-28e5-40d3-bf1f-0a707fa56c9f
http://dx.doi.org/10.1007/s00442-020-04638-4

المؤلفون: Tsionas, Efthymios G.

المصدر: International Statistical Review / Revue Internationale de Statistique, 2003 Apr 01. 71(1), 151-168.

URL الوصول: https://www.jstor.org/stable/1403879

المؤلفون: Baillie, Richard T., Bollerslev, Tim

المصدر: Journal of Business & Economic Statistics, 2002 Jan 01. 20(1), 60-68.

URL الوصول: https://www.jstor.org/stable/1392150

المؤلفون: Lucas, André

المصدر: Journal of Business & Economic Statistics, 2000 Jan 01. 18(1), 31-39.

URL الوصول: https://www.jstor.org/stable/1392134

المؤلفون: Schneider, John C.

المصدر: Ecology, 1999 Dec 01. 80(8), 2740-2749.

URL الوصول: https://www.jstor.org/stable/177254

المؤلفون: Platen, Eckhard

المصدر: Lecture Notes-Monograph Series, 1997 Jan 01. 31, 301-314.

URL الوصول: https://www.jstor.org/stable/4355986

المؤلفون: Onyeka-Ubaka, Josephine N., Abass, Olaide

المصدر: Tanzania Journal of Science; Vol. 49 No. 2 (2023); 332-343

مصطلحات موضوعية: Leptokurtosis, Heteroskedasticity, BL-GARCH, Nonlinear, Leverage effect

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=78975075580c::325228308994d02fbdf16b99d7689b6e
https://www.ajol.info/index.php/tjs/article/view/249594

المؤلفون: Mota Aragón,Beatriz, Núñez,José Antonio

المصدر: Revista mexicana de economía y finanzas v.14 n.3 2019

مصطلحات موضوعية: leptokurtosis, asimetría, varianza gamma, multivariante, C11, C46

وصف الملف: text/html

الاتاحة: http://www.scielo.org.mx/scielo.php?script=sci_arttext&pid=S1665-53462019000300447

المؤلفون: Bee, Marco

المساهمون: Bee, Marco

مصطلحات موضوعية: Skewness, Leptokurtosis, Simulation, Truncated distributions

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000737767000001; volume:2022, 37; issue:4; firstpage:1771; lastpage:1794; numberofpages:24; journal:COMPUTATIONAL STATISTICS; https://hdl.handle.net/11572/322905

الاتاحة: https://hdl.handle.net/11572/322905
https://doi.org/10.1007/s00180-021-01179-z
https://link.springer.com/article/10.1007/s00180-021-01179-z

المؤلفون: Nystrup, Peter, Madsen, Henrik, Lindström, Erik

المصدر: Nystrup , P , Madsen , H & Lindström , E 2015 , ' Stylised facts of financial time series and hidden Markov models in continuous time ' , Quantitative Finance , vol. 15 , no. 9 , pp. 1531-1541 . https://doi.org/10.1080/14697688.2015.1004801

مصطلحات موضوعية: Hidden Markov models, Continuous time, Daily returns, Leptokurtosis, Volatility clustering, Long memory

وصف الملف: application/pdf

Relation: https://orbit.dtu.dk/en/publications/71b1f3bc-a868-40f3-8b5f-ce07610dec3b

الاتاحة: https://orbit.dtu.dk/en/publications/71b1f3bc-a868-40f3-8b5f-ce07610dec3b
https://doi.org/10.1080/14697688.2015.1004801
https://backend.orbit.dtu.dk/ws/files/106894229/Stylised_facts_of_financial_time_series_and_hidden_Markov_models_in_continuous_time.pdf

المؤلفون: José Antonio Núñez Mora, M. Beatriz Mota Aragón

المصدر: Universidad Autónoma Metropolitana
UAM
Redalyc-UAM
Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance (México) Num.3 Vol.14

مصطلحات موضوعية: Physics, Leptokurtosis, varianza gamma, multivariante, 050208 finance, asimetría, 0502 economics and business, 05 social sciences, Economía y Finanzas, General Earth and Planetary Sciences, 050207 economics, Humanities, General Environmental Science

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e2095306743d27baa6bbad0eaa5414a
https://doi.org/10.21919/remef.v14i3.409

المؤلفون: Yang, Seung-Ryong, Brorsen, B. Wade

المصدر: American Journal of Agricultural Economics, 1992 Aug 01. 74(3), 706-715.

URL الوصول: https://www.jstor.org/stable/1242584

المؤلفون: Lye, Jenny N., Martin, Vance L.

المصدر: Journal of the American Statistical Association, 1993 Mar 01. 88(421), 261-267.

URL الوصول: https://www.jstor.org/stable/2290721

المؤلفون: Baillie, Richard T., Bollerslev, Tim

المصدر: Journal of Business & Economic Statistics, 1989 Jul 01. 7(3), 297-305.

URL الوصول: https://www.jstor.org/stable/1391527

المؤلفون: Niloufar Abourashchi, Iain Clacher, Mark Freeman, David Hillier, Malcolm Kemp, Qi Zhang

مصطلحات موضوعية: Business and Management not elsewhere classified, Leptokurtosis, Pension fund solvency, Risk estimation, Value at risk

Relation: 2134/16715; https://figshare.com/articles/journal_contribution/Pension_plan_solvency_and_extreme_market_movements_a_regime_switching_approach/9503567

الاتاحة: https://figshare.com/articles/journal_contribution/Pension_plan_solvency_and_extreme_market_movements_a_regime_switching_approach/9503567

المؤلفون: Badge, Jyoti

المصدر: International Journal of Research in Business and Technology (ISSN:2291-2118); Vol. 2 No. 2 (2013): International Journal of Research in Business and Technology; 16-21 ; 2291-2118 ; 10.17722/ijrbt.v2i2

مصطلحات موضوعية: Fat-tail risk, Fuzzy Time Series Model, Leptokurtosis, Normal distribution, volatility

وصف الملف: application/pdf

Relation: https://techmindresearch.com/index.php/ijrbt/article/view/141/122; https://techmindresearch.com/index.php/ijrbt/article/view/141

الاتاحة: https://techmindresearch.com/index.php/ijrbt/article/view/141
https://doi.org/10.17722/ijrbt.v2i2.141

المؤلفون: Richard M. Sibly, Pernille Thorbek, Luke C. Evans, Ian Sims, Richard J. Walters, Tom H. Oliver

المصدر: Oecologia

مصطلحات موضوعية: Male, 0106 biological sciences, Individual-based model, Movement, Foraging, Population, Flowers, Biology, Maniola jurtina, 010603 evolutionary biology, 01 natural sciences, Highlighted Student Research, Animals, education, Ecosystem, Ecology, Evolution, Behavior and Systematics, Motivation, education.field_of_study, Habitat fragmentation, Ecology, 010604 marine biology & hydrobiology, Leptokurtosis, Habitat, Dispersal kernel, Butterfly, Biological dispersal, Female, Butterflies

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b4cf7aa9bfacf87a74408432a48c6294
https://centaur.reading.ac.uk/89868/3/Evans2020_Article_TheImportanceOfIncludingHabita.pdf

المؤلفون: HAN, Chirok, CHO, Jin Seo, PHILLIPS, Peter C. B.

المصدر: Research Collection School Of Economics

مصطلحات موضوعية: Asymptotic leptokurtosis, Infinite density at the median, Kernel density estimation, Least absolute deviations, Stylized facts, Econometrics

وصف الملف: application/pdf

Relation: https://ink.library.smu.edu.sg/soe_research/1820; https://ink.library.smu.edu.sg/context/soe_research/article/2819/viewcontent/InfiniteDensityMedian_2012.pdf

الاتاحة: https://ink.library.smu.edu.sg/soe_research/1820
https://doi.org/10.1198/jbes.2010.07327
https://ink.library.smu.edu.sg/context/soe_research/article/2819/viewcontent/InfiniteDensityMedian_2012.pdf

المؤلفون: CHO, Jin Seo, HAN, Chirok, Peter C. B. PHILLIPS

المصدر: Research Collection School Of Economics

مصطلحات موضوعية: Asymptotic leptokurtosis, Convex function, Infinite density, Least absolute deviations, Median, Weak convergence, Econometrics

وصف الملف: application/pdf

Relation: https://ink.library.smu.edu.sg/soe_research/1819; https://ink.library.smu.edu.sg/context/soe_research/article/2818/viewcontent/LAD_Asymptotics_sv.pdf

الاتاحة: https://ink.library.smu.edu.sg/soe_research/1819
https://doi.org/10.1017/S0266466609990703
https://ink.library.smu.edu.sg/context/soe_research/article/2818/viewcontent/LAD_Asymptotics_sv.pdf