Pages that link to "Item:Q391911"
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The following pages link to Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911):
Displaying 4 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations (Q5044660) (← links)
- A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
