Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
An alternative model for multivariate stable distributions
Includes bibliographical references (leaves 52-55).
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2014
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: An alternative model for multivariate stable distributions
- Aspects of non-central multivariate t distributions
- Distributions of certain test statistics in multivariate regression
- Bivariate and multivariate exponential extensions and distributions
- Separation of precious metal beta from a JSE multivariate model with macroeconomic variables
- Modelling of volatility of stock prices using GARCH models & its importance in portfolio construction
- Two approaches to modelling the volatility skew