Pages that link to "Item:Q543450"
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The following pages link to Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450):
Displaying 4 items.
- On a constrained mixture vector autoregressive model (Q2227405) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- A Student t-mixture autoregressive model with applications to heavy-tailed financial data (Q3399084) (← links)
- Application of autoregressive tail-index model to China's stock market (Q5880056) (← links)
