Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (Q1423024): Difference between revisions

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Latest revision as of 13:53, 6 June 2024

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Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors.
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    Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (English)
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    14 February 2004
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    Financial market
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    Scale mixture
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    Heteroskedasticity
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    Bessel function
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