Fitting Financial Returns Distributions: A Mixture Normality Approach (Q4561901)
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scientific article; zbMATH DE number 6993357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting Financial Returns Distributions: A Mixture Normality Approach |
scientific article; zbMATH DE number 6993357 |
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Fitting Financial Returns Distributions: A Mixture Normality Approach (English)
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13 December 2018
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financial returns
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probability distribution model
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value-at-risk estimates
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