Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138)
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scientific article; zbMATH DE number 7886537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations |
scientific article; zbMATH DE number 7886537 |
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Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (English)
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25 July 2024
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conditional laws
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kurtosis
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MCECM algorithm
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multivariate generalized hyperbolic distribution
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non-Gaussian
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normal subordination
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