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  • Search: subject:"Conditional leptokurtic distribution"
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Conditional leptokurtic distribution 1 Mixture distribution 1 Multi-modality 1 Nonlinear time series model 1
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Wong, C.S. 1
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Mathematics and Computers in Simulation (MATCOM) 1
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Modeling Hong Kong’s stock index with the Student t-mixture autoregressive model
Wong, C.S. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 7, pp. 1334-1343
-modal. The use of Student t-distributed errors in each component of the model allows for conditional leptokurtic distribution …
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