Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations
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Publication:6578138
DOI10.1002/ASMB.2525MaRDI QIDQ6578138
S. B. Fotopoulos, Alex Paparas, V. K. Jandhyala
Publication date: 25 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
kurtosisMCECM algorithmnon-Gaussianconditional lawsmultivariate generalized hyperbolic distributionnormal subordination
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