Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting
| Year of publication: |
2010
|
|---|---|
| Authors: | Carvalho, Alexandre ; Skoulakis, Georgios |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 29.2010, 5, p. 642-688
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