The multivariate tail-inflated normal distribution and its application in finance (Q5033962)
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scientific article; zbMATH DE number 7480666
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| English | The multivariate tail-inflated normal distribution and its application in finance |
scientific article; zbMATH DE number 7480666 |
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The multivariate tail-inflated normal distribution and its application in finance (English)
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24 February 2022
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elliptical distributions
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financial applications
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heavy-tailed distributions
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maximum likelihood
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scale mixtures
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uniform distribution
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