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  1. Li, Tao [Author]; Desmond, Anthony F. [Author]; Stengos, Thanasēs [Author]

    Dimension reduction via penalized GLMs for non-Gaussian response : application to stock market volatility

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 12 vom: Dez., Artikel-ID 583, Seite 1-26

  2. Konzou, Essomanda [Author] ; Université de Lorraine [Contributor]; Université de Lomé (Togo) [Contributor]; Koudou, Angelo Efoevi [Contributor]; Gneyou, Kossi Essona [Contributor]

    Lois gaussiennes inverses (généralisées), lois de Kummer et méthode de Stein ; Generalized inverse Gaussian distributions, Kummer distributions and Stein’s method

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    theses.fr, 2020-11-18

  3. Serrano Bautista, Ramona [Author]; Mata Mata, Leovardo [Author]

    A conditional heteroscedastic VaR approach with alternative distributions = Un enfoque del VaR heterocedástico condicional con distribuciones alternativas

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    2020

    Published in: EconoQuantum ; 17(2020), 2, Seite 81-98

  4. Contreras-Valdez, Mario Ivan [Author]; Sahu, Sonal [Author]; Núñez-Mora, José Antonio [Author]; Santillán Salgado, Roberto Joaquín [Author]

    Value-at-Risk effectiveness : a high-frequency data approach with semi-heavy tails

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    2024

    Published in: Risks ; 12(2024), 3 vom: März, Artikel-ID 50, Seite 1-23

  5. Bărbos, Andrei-Cristian [Author] ; Bordeaux [Contributor]; Giovannelli, Jean-François [Contributor]; Caron, François [Contributor]

    Efficient high-dimension gaussian sampling based on matrix splitting : application to bayesian Inversion ; Échantillonnage gaussien en grande dimension basé sur le principe du matrix splitting. : application à l’inversion bayésienne

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    theses.fr, 2018-01-10

  6. Lu, Yang [Author]; Zhang, Jinggong [Author]; Zhu, Wenjun [Author]

    Cyber Risk Modeling : A Discrete Multivariate Count Process Approach

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    [S.l.]: SSRN, 2022

    Published in: Nanyang Business School Research Paper ; No. 21-36

  7. Ramírez-García, Alfredo [Author]; Saucedo, Eduardo [Author]

    Hedging electricity price volatility applying seasonal and trend decomposition = Cobertura de volatilidad del precio de la electricidad aplicando la descomposición estacional y de tendencia

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    2022

    Published in: Análisis económico ; 37(2022), 94 vom: Jan./Apr., Seite 143-166

  8. Tzougas, George [Author]; Jeong, Himchan [Author]

    An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

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    2021

    Published in: Risks ; 9(2021), 1/19 vom: Jan., Seite 1-17