A nonparametric test of the mixture-of-distributions model
From MaRDI portal
Publication:4647259
DOI10.1088/1469-7688/3/3/304zbMath1408.62190MaRDI QIDQ4647259
Wai Mun Fong, Wesley Fabrice Lab-Sane
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/3/3/304
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)