Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model |
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Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (English)
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6 May 2020
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Birnbaum-Saunders distribution
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finite mixture model
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normal mean-variance model
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risk measurement
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value-at-risk
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tail-value-at-risk
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