Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (Q1423024): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:17, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. |
scientific article |
Statements
Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (English)
0 references
14 February 2004
0 references
Financial market
0 references
Scale mixture
0 references
Heteroskedasticity
0 references
Bessel function
0 references