Mixtures of \(t\)-distributions for finance and forecasting (Q292151): Difference between revisions

@@ Property / author @@
-Halbert White
@@ Property / author: Halbert White / rank @@
-Normal rank
@@ Property / author @@
+Halbert White
@@ Property / author: Halbert White / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 62G07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6592103
@@ Property / zbMATH DE Number: 6592103 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ARMA-GARCH models
@@ Property / zbMATH Keywords: ARMA-GARCH models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+neural networks
@@ Property / zbMATH Keywords: neural networks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric density estimation
@@ Property / zbMATH Keywords: nonparametric density estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecast accuracy
@@ Property / zbMATH Keywords: forecast accuracy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+option pricing
@@ Property / zbMATH Keywords: option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk-neutral density
@@ Property / zbMATH Keywords: risk-neutral density / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.01.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2071562723
@@ Property / OpenAlex ID: W2071562723 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to hypergeometric functions for economists
+Normal rank
@@ Property / cites work @@
+DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
+Normal rank
@@ Property / cites work @@
+Representations of the central and non-central <i>t</i> distributions
+Normal rank
@@ Property / cites work @@
+A test for independence based on the correlation dimension
+Normal rank
@@ Property / cites work @@
+Q5824493
@@ Property / cites work: Q5824493 / rank @@
+Normal rank
@@ Property / cites work @@
+Artificial neural networks: an econometric perspective<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+Q4002884
@@ Property / cites work: Q4002884 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5556830
@@ Property / cites work: Q5556830 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5508372
@@ Property / cites work: Q5508372 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5814045
@@ Property / cites work: Q5814045 / rank @@
+Normal rank
@@ Property / cites work @@
+THE PROBABLE ERROR OF A MEAN
@@ Property / cites work: THE PROBABLE ERROR OF A MEAN / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382647
@@ Property / cites work: Q4382647 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:292151