Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process (Q6125018)
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scientific article; zbMATH DE number 7830453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process |
scientific article; zbMATH DE number 7830453 |
Statements
Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process (English)
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11 April 2024
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autoregressive conditional duration model
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Gaussian mixture model
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generalized Pareto distribution
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marked self-exciting point process
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peaks over threshold model
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