Search results for "leptokurtic"

Found 12 publication records. Showing 12 according to the selection in the facets

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
36	Chin-Wen Wu, Chou-Wen Wang, Yang-Cheng Chen	Portfolio Performance Evaluation with Leptokurtic Asset Returns.	HCI (29)	2023	DBLP DOI BibTeX RDF
36	Wushuang Tan, Liu Liu 0002	Online monitoring of process variance drifts for leptokurtic and heavy-tailed data.	Qual. Reliab. Eng. Int.	2022	DBLP DOI BibTeX RDF
36	Lukasz Lenart, Anna Pajor, Lukasz Kwiatkowski	A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model.	Entropy	2021	DBLP DOI BibTeX RDF
36	Safdar Ghasami, Mohsen Maleki, Zahra Khodadadi	Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models.	J. Comput. Appl. Math.	2020	DBLP DOI BibTeX RDF
36	Gulshan Sharif, Tahir Mehmood	Saccharomyces cerevisiae genotype phenotype mapping through leptokurtic PLS loading weights.	Int. J. Data Min. Bioinform.	2018	DBLP DOI BibTeX RDF
36	Steven G. Kou	A jump diffusion model for option pricing with three properties: leptokurtic feature, volatility smile, and analytical tractability.	CIFEr	2000	DBLP DOI BibTeX RDF
36	David Edelman, Thomas Gillespie	The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets.	Ann. Oper. Res.	2000	DBLP DOI BibTeX RDF	heteroscedasticity, leptokurtic, non-normal, stable, option
25	Xinwu Zhang, Yan Wang, Handong Li	The Contrast of Parametric and Nonparametric Volatility Measurement Based on Chinese Stock Market.	Complex (1)	2009	DBLP DOI BibTeX RDF	realized volatility, volatility measurement, conditional distribution, GARCH
25	Yu-Chia Hsu, An-Pin Chen	SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling.	CSE (1)	2009	DBLP DOI BibTeX RDF
25	Xianzhe Chen, Jun Zhang	Supply chain risks analysis by using jump-diffusion model.	WSC	2008	DBLP DOI BibTeX RDF
25	Gonul Uludag, Sima Uyar, Kerem Senel, Hasan Dag	Comparison of Evolutionary Techniques for Value-at-Risk Calculation.	EvoWorkshops	2007	DBLP DOI BibTeX RDF	t-distribution, Genetic Algorithm, Evolutionary Algorithm, Maximum Likelihood Estimation, Monte Carlo Simulation, Evolutionary Strategies, Value-at-Risk
25	Rajkishore Prasad, Hiroshi Saruwatari, Kiyohiro Shikano	Estimation of Shape Parameter of GGD Function by Negentropy Matching.	Neural Process. Lett.	2005	DBLP DOI BibTeX RDF	GGD, negentropy, shape parameter estimation, kurtosis, moment matching