Fitting Financial Returns Distributions: A Mixture Normality Approach
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Publication:4561901
DOI10.1007/978-3-319-02499-8_7zbMath1418.91608OpenAlexW27394301MaRDI QIDQ4561901
Riccardo Bramante, Diego Zappa
Publication date: 13 December 2018
Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_7
Uses Software
Cites Work
- The Pricing of Options and Corporate Liabilities
- Statistics and Data Analysis for Financial Engineering
- Nonparametric Risk Management With Generalized Hyperbolic Distributions
- Empirical properties of asset returns: stylized facts and statistical issues
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Statistical Inference
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