Pages that link to "Item:Q5027559"
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The following pages link to Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559):
Displaying 5 items.
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions (Q2828698) (← links)
- A Student t-mixture autoregressive model with applications to heavy-tailed financial data (Q3399084) (← links)
- A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series (Q3571989) (← links)
