The multivariate tail-inflated normal distribution and its application in finance (Q5033962): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:54, 8 February 2024
scientific article; zbMATH DE number 7480666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multivariate tail-inflated normal distribution and its application in finance |
scientific article; zbMATH DE number 7480666 |
Statements
The multivariate tail-inflated normal distribution and its application in finance (English)
0 references
24 February 2022
0 references
elliptical distributions
0 references
financial applications
0 references
heavy-tailed distributions
0 references
maximum likelihood
0 references
scale mixtures
0 references
uniform distribution
0 references
