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Multivariate dynamic mixed-frequency density pooling for financial forecasting
VirbickaitÄ—, AudronÄ—, (2025)
Multivariate Distributions for Financial Returns
Madan, Dilip B., (2020)
Interplay between distributional and temporal dependence : an empirical study with high-frequency asset returns
Bingham, Nick H., (2006)
Univariate stable distributions : models for heavy tailed data
Nolan, John P., (2020)
A graphical diagnostic for heavy tailed data
Multivariate Stable Densities as Functions of One Dimensional Projections
Abdul-Hamid, Husein, (1998)