Mixtures of \(t\)-distributions for finance and forecasting (Q292151): Difference between revisions
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Property / author: Halbert White / rank | |||
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Property / author: Halbert White / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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Property / Mathematics Subject Classification ID: 62G07 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / zbMATH DE Number: 6592103 / rank | |||
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ARMA-GARCH models | |||
Property / zbMATH Keywords: ARMA-GARCH models / rank | |||
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neural networks | |||
Property / zbMATH Keywords: neural networks / rank | |||
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nonparametric density estimation | |||
Property / zbMATH Keywords: nonparametric density estimation / rank | |||
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forecast accuracy | |||
Property / zbMATH Keywords: forecast accuracy / rank | |||
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option pricing | |||
Property / zbMATH Keywords: option pricing / rank | |||
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risk-neutral density | |||
Property / zbMATH Keywords: risk-neutral density / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2008.01.004 / rank | |||
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Property / OpenAlex ID: W2071562723 / rank | |||
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Property / cites work | |||
Property / cites work: An introduction to hypergeometric functions for economists / rank | |||
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Property / cites work: DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 04:10, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Mixtures of \(t\)-distributions for finance and forecasting |
scientific article |
Statements
Mixtures of \(t\)-distributions for finance and forecasting (English)
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10 June 2016
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ARMA-GARCH models
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neural networks
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nonparametric density estimation
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forecast accuracy
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option pricing
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risk-neutral density
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