Narrow search
Showing 1 - 5 of 5
Cover Image
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola - In: The European journal of finance 26 (2020) 2/3, pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
Cover Image
Modelling multivariate skewness in financial returns : a SGARCH approach
De Luca, Giovanni; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1113-1131
Persistent link: https://www.econbiz.de/10011419767
Cover Image
Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
Cover Image
New mathematical and statistical methods for actuarial science and finance : introduction
Eling, Martin; Loperfido, Nicola - In: The European journal of finance 26 (2020) 2/3, pp. 96-99
Persistent link: https://www.econbiz.de/10012207187
Cover Image
Eighth International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance, University Carlos III de Madrid, Madrid, 4-6th April 2018
Eling, Martin (ed.); Loperfido, Nicola (ed.) - MAF <8., 2018, Madrid> - 2020
Persistent link: https://www.econbiz.de/10012207381