A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE |
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A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (English)
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11 August 2010
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asset pricing model
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multivariate normal mean-variance mixture
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univariate subordination
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Lévy processes
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generalized hyperbolic distribution
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