Joint and conditional transformed t-mixture models with applications to financial and economic data
Craig Friedman; Wenbo Cao; Jinggang Huang; Yangyong Zhang
| Year of publication: |
2009
|
|---|---|
| Authors: | Friedman, Craig ; Cao, Wenbo ; Huang, Jinggang ; Zhang, Yangyong |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 11.2008/09, 3, p. 25-54
|
| Subject: | Modellierung | Scientific modelling | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003844346