Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (Q3436007)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables |
scientific article |
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Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (English)
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8 May 2007
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characteristic function
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financial log returns
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generalized hyperbolic models
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generalized inverse Gaussian distribution
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nonlinear regression
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