Conclave 发表于 2025-3-28 18:31:41
Ursachen der Umbauerscheinungen,eturns. Stable distributions possess several properties which make plausible their application in the field of finance — heavy tails, excess kurtosis, domains of attraction. Unfortunately working with stable laws is very much obstructed by the lack of closed-form expressions for probability density连接 发表于 2025-3-28 20:57:51
http://reply.papertrans.cn/43/4211/421079/421079_42.png苦涩 发表于 2025-3-29 00:44:45
http://reply.papertrans.cn/43/4211/421079/421079_43.pngSubstitution 发表于 2025-3-29 06:26:19
http://reply.papertrans.cn/43/4211/421079/421079_44.pngjet-lag 发表于 2025-3-29 08:57:41
http://reply.papertrans.cn/43/4211/421079/421079_45.pngchondromalacia 发表于 2025-3-29 15:27:20
http://reply.papertrans.cn/43/4211/421079/421079_46.png干涉 发表于 2025-3-29 18:44:13
http://reply.papertrans.cn/43/4211/421079/421079_47.pngNeolithic 发表于 2025-3-29 20:05:37
Bootstrap Unit Root Tests for Heavy-Tailed Time Series,ing simulated data. Applications to financial time series are also presented. Two different bootstrap methods and the subsampling approach are compared. Conclusions on the optimal bootstrap parameters, the range of applicability, and the performance of the tests are presented.enlist 发表于 2025-3-30 03:09:23
http://reply.papertrans.cn/43/4211/421079/421079_49.pngFlatter 发表于 2025-3-30 05:40:55
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