A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE |
scientific article |
Statements
A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (English)
0 references
11 August 2010
0 references
asset pricing model
0 references
multivariate normal mean-variance mixture
0 references
univariate subordination
0 references
Lévy processes
0 references
generalized hyperbolic distribution
0 references
