Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (Q1423024)
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scientific article; zbMATH DE number 2041506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. |
scientific article; zbMATH DE number 2041506 |
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Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (English)
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14 February 2004
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Financial market
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Scale mixture
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Heteroskedasticity
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Bessel function
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