Time Series Mixtures of Generalized<i>t</i>Experts: ML Estimation and an Application to Stock Return Density Forecasting (Q3063861)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Series Mixtures of Generalized<i>t</i>Experts: ML Estimation and an Application to Stock Return Density Forecasting |
scientific article |
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Time Series Mixtures of Generalized<i>t</i>Experts: ML Estimation and an Application to Stock Return Density Forecasting (English)
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15 December 2010
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conditional density forecast
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generalized \(t\) distribution
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heavy tail distributions
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maximum likelihood estimation
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mixtures-of-experts
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nonlinear time series
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