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