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  1. 1
    A student's t filter for heavy tailed process and measurement noise
    Subjects: “...Student's t distribution...”
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  2. 2
    Volatility Modeling Using the Student's t Distribution
    by Heracleous, Maria S.
    Published 2014
    Subjects: “...Student's t distribution...”
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  3. 3
    Heavy-Tailed Innovations in the R Package stochvol
    by Kastner, Gregor
    Published 2015
    Subjects: “...Student's t distribution / data augmentation / EUR/CHF exchange rates...”
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  4. 4
    Applications of Skew Models Using Generalized Logistic Distribution
    Subjects: “...Student-t distribution...”
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  5. 5
    Power Birnbaum-Saunders Student t distribution
    Subjects: “...power Student t distribution...”
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  6. 6
    On modeling the volatility in speculative prices
    by Hou, Zhijie
    Published 2014
    Subjects: “...Student's t Distribution...”
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  7. 7
    A Robust SMC-PHD Filter for Multi-Target Tracking with Unknown Heavy-Tailed Measurement Noise
    by Yang Gong, Chen Cui
    Published 2021-05-01
    Subjects: “...student-t distribution...”
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    Article
  8. 8
    Estimation of geometric Brownian motion model with a t-distribution–based particle filter
    by Bridget Nkemnole, Olaide Abass
    Published 2019-02-01
    Subjects: “...student-t distribution...”
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  9. 9
    Applying Value at Risk (VaR) analysis to Brent Blend Oil prices
    by Ali Mohamed, Khadar
    Published 2011
    Subjects: “...Student t-distribution...”
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  10. 10
    Measurement Invariance, Entropy, and Probability
    by D. Eric Smith, Steven A. Frank
    Published 2010-02-01
    Subjects: “...Student’s distribution...”
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    Article
  11. 11
    A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets
    by Seong¡-Min Yoon, Sang-Hoon Kang
    Published 2007-06-01
    Subjects: “...Skewed Student-t Distribution...”
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    Article
  12. 12
    Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
    Subjects: “...multivariateStudent t distribution...”
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    Article
  13. 13
    Heavy-tailed modeling of CROBEX
    by Danijel Grahovac, Nenad Šuvak
    Published 2015-12-01
    Subjects: “...log-return; heavy-tailed distribution; Student’s distribution; diffusion process; geometric...”
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    Article
  14. 14
    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS
    by Mert Ural
    Published 2009-12-01
    Subjects: “...skewed student-t distribution...”
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    Article
  15. 15
    偏態預測:台灣加權指數報酬率之研究
    Subjects: “...skewed Student's t distribution...”
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  16. 16
    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS
    by Mert URAL
    Published 2009-12-01
    Subjects: “...skewed Student-t distribution...”
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    Article
  17. 17
    Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio
    by Ofe, Hosea, Okah, Peter
    Published 2011
    Subjects: “...Student T-Distribution...”
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  18. 18
    Kernel-risk-sensitive conjugate gradient algorithm with Student's-t distribution based random fourier features
    by Bi, D., Li, X., Li, Z., Tang, S., Tang, Y., Xie, X., Xie, Y.
    Published 2023
    Subjects: “...Student's t distribution...”
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    Article
  19. 19
    A heteroscedastic volatility model with Fama and French risk factors for portfolio returns in Japan
    by Wallin, Edvin, Chapman, Timothy
    Published 2021
    Subjects: “...Skewed student's t-distribution...”
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  20. 20
    A simple and trustworthy asymptotic t test in difference-in-differences regressions
    by Liu, C., Sun, Y.
    Published 2019
    Subjects: “...Student's t distribution...”
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    Article
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