Mixture Models and Modelling Volatility of Returns – A Study on Gaussian and Heterogeneous Heavy Tail Mixtures
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Published:2022-12-17
Issue:4/2022
Volume:56
Page:5-20
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ISSN:0424-267X
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Container-title:ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
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language:
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Short-container-title:ECECSR
Author:
IMRAN NASIR,MUHAMMAD SHERAZ,SILVIA DEDU
Publisher
Bucharest University of Economic Studies
Subject
Applied Mathematics,Computer Science Applications,Economics and Econometrics