Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (Q3436007)
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scientific article; zbMATH DE number 5150065
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| English | Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables |
scientific article; zbMATH DE number 5150065 |
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Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (English)
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8 May 2007
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characteristic function
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financial log returns
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generalized hyperbolic models
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generalized inverse Gaussian distribution
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nonlinear regression
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0.8008812665939331
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0.7546321153640747
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0.7266596555709839
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0.7209181189537048
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