Non-linear mixture models for cross-sectional financial log returns (Q5485060)
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scientific article; zbMATH DE number 5050364
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| English | Non-linear mixture models for cross-sectional financial log returns |
scientific article; zbMATH DE number 5050364 |
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Non-linear mixture models for cross-sectional financial log returns (English)
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28 August 2006
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generalized inverse Gaussian family
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nonlinear mixed model
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scale mixture
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heteroscedastic models
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tables
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0.809034526348114
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0.7565937042236328
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0.7407143712043762
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0.7318745255470276
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