Non-linear mixture models for cross-sectional financial log returns
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Publication:5485060
DOI10.1080/10629360600565319zbMath1112.62122MaRDI QIDQ5485060
Yan Sun, Venkata K. Jandhyala, Stergios B. Fotopoulos
Publication date: 28 August 2006
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360600565319
tables; scale mixture; heteroscedastic models; nonlinear mixed model; generalized inverse Gaussian family
62H12: Estimation in multivariate analysis
62P05: Applications of statistics to actuarial sciences and financial mathematics
62J99: Linear inference, regression
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