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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Latest revision as of 03:10, 12 July 2024

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Mixtures of \(t\)-distributions for finance and forecasting
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    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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