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Revision as of 18:18, 20 February 2024
scientific article; zbMATH DE number 5050364
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English | Non-linear mixture models for cross-sectional financial log returns |
scientific article; zbMATH DE number 5050364 |
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Non-linear mixture models for cross-sectional financial log returns (English)
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28 August 2006
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generalized inverse Gaussian family
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nonlinear mixed model
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scale mixture
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heteroscedastic models
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tables
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