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Publications by N. Shchestyuk

Student-Like Models for Risky Asset With Dependence

Stochastic Analysis and Applications

Applied Mathematics

English

Related publications

Risky Arbitrage, Asset Prices, and Externalities

Economic Theory

English

Models for Heavy-Tailed Asset Returns

English

Solving Asset Pricing Models With Stochastic Volatility

SSRN Electronic Journal

English

DSGE Models With Student-tErrors

Econometric Reviews

English

Risky Business: Prospective Applicability of Models

Cardiovascular Medicine

English

Assessing Misspecified Asset Pricing Models With Empirical Likelihood Estimators

SSRN Electronic Journal

English

Like-With-Like Preference and Sexual Mixing Models

Mathematical Biosciences

Molecular Biology

Applied Mathematics

Biological Sciences

English

Alternative Models of Uncertain Commodity Prices for Use With Modern Asset Pricing Methods

English

Comparison of Mean Variance Like Strategies for Optimal Asset Allocation Problems

International Journal of Theoretical and Applied Finance

English