Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559)
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scientific article; zbMATH DE number 7469613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions |
scientific article; zbMATH DE number 7469613 |
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Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (English)
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4 February 2022
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market microstructure model
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scale mixtures of normal distributions
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heavy tail
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outlier
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Markov chain Monte Carlo
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