Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions (Q6649141)
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scientific article; zbMATH DE number 7954597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions |
scientific article; zbMATH DE number 7954597 |
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Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions (English)
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5 December 2024
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shape mixtures
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scale mixtures
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EM-type algorithm
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multivariate distributions
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stock markets
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