Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model |
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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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