Fitting Financial Returns Distributions: A Mixture Normality Approach (Q4561901)
From MaRDI portal
scientific article; zbMATH DE number 6993357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting Financial Returns Distributions: A Mixture Normality Approach |
scientific article; zbMATH DE number 6993357 |
Statements
Fitting Financial Returns Distributions: A Mixture Normality Approach (English)
0 references
13 December 2018
0 references
financial returns
0 references
probability distribution model
0 references
value-at-risk estimates
0 references
0 references
