Gaussian mixtures and financial returns (Q5040238)
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scientific article; zbMATH DE number 7599536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Gaussian mixtures and financial returns |
scientific article; zbMATH DE number 7599536 |
Statements
Gaussian mixtures and financial returns (English)
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11 October 2022
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Gaussian mixtures
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financial returns
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VaR
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CVaR
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0.7498564124107361
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0.7288717031478882
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0.7285289168357849
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0.7268531322479248
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