Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450)
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scientific article; zbMATH DE number 5909204
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| English | Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model |
scientific article; zbMATH DE number 5909204 |
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Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (English)
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17 June 2011
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conditional leptokurtic distribution
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mixture distribution
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multi-modality
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nonlinear time series model
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0.8445724
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0.84421724
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0.82121384
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0.8180686
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0.8136654
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