//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Mercuri, Lorenzo"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"variance gamma"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Higher-order moments
2
Multivariate variance gamma model
2
Portfolio selection
2
EM algorithm
1
Finite mixture
1
Multivariate Analyse
1
Multivariate analysis
1
Portfolio-Management
1
Theorie
1
Theory
1
Variance gamma distribution
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
2
English
1
Author
All
Mercuri, Lorenzo
Madan, Dilip B.
23
Ivanov, Roman V.
8
Carr, Peter
5
Schoutens, Wim
5
Göncü, Ahmet
4
Wang, King
4
Aguilar, Jean-Philippe
3
Cao, Lingyan
3
Cervellera, Gian P.
3
Madan, Dilip
3
Neto, David
3
Sardy, Sylvain
3
Tichý, Tomáš
3
Yor, Marc
3
BOYARCHENKO, MITYA
2
Cummins, Mark
2
Guo, Zheng-Feng
2
Heidergott, Bernd
2
Hitaj, Asmerilda
2
Hughston, Lane P.
2
Kao, Lie Jane
2
Karahan, Mehmet Oguz
2
Kiely, Greg
2
Kozubowski, Tomasz J.
2
Kuzubas, Tolga Umut
2
Küchler, Uwe
2
LEVENDORSKIĬ, SERGEI
2
MADAN, DILIP B.
2
Madan, Dilip B
2
Mata, Leovardo
2
Mazur, Stepan
2
Michaelsen, Markus
2
Mozumder, Sharif
2
Murphy, Bernard
2
Naumann, Eva
2
Nzokem, Aubain Hilaire
2
Pistorius, Martijn
2
Podgorski, Krysztof
2
Rathgeber, Andreas W.
2
more ...
less ...
Published in...
All
Financial Markets and Portfolio Management
1
Financial markets and portfolio management
1
Statistics & Probability Letters
1
Source
All
RePEc
2
ECONIS (ZBW)
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio allocation using multivariate
variance
gamma
models
Hitaj, Asmerilda
;
Mercuri, Lorenzo
- In:
Financial markets and portfolio management
27
(
2013
)
1
,
pp. 65-99
Persistent link: https://www.econbiz.de/10009720945
Saved in:
2
Portfolio allocation using multivariate
variance
gamma
models
Hitaj, Asmerilda
;
Mercuri, Lorenzo
- In:
Financial Markets and Portfolio Management
27
(
2013
)
1
,
pp. 65-99
model is constructed assuming multivariate
variance
gamma
(MVG) joint distribution for asset returns.We consider the MVG …
Persistent link: https://www.econbiz.de/10010987749
Saved in:
3
Approximation of the
variance
gamma
model with a finite mixture of normals
Loregian, Angela
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Statistics & Probability Letters
82
(
2012
)
2
,
pp. 217-224
We investigate the possibility of approximating the
variance
gamma
distribution with a finite mixture of normals …
Persistent link: https://www.econbiz.de/10010571815
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->