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Search: subject:"Mixture of Distributions"
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Mixture of distributions
13
mixture of distributions
10
Volatility
9
Estimation
7
Schätzung
7
Trading volume
6
Volatilität
5
mixture of distributions hypothesis
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finite mixture of distributions
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Mixture of Distributions
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continuous-time models
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high-frequency data
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income distribution
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jumps
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leverage and volatility feedback effects
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realized volatilities
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volatility signature plots
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Malá, Ivana
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RePEc
28
ECONIS (ZBW)
13
BASE
1
EconStor
1
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41
A Note on Minimax
Mixture
of
Distributions
Free Procedure for Inventory Model with Variable Lead Time
Wu, Jong-Wuu
;
Lee, Wen-Chuan
;
Tsai, Hui-Yin
- In:
Quality & Quantity: International Journal of Methodology
36
(
2002
)
3
,
pp. 311-323
Persistent link: https://www.econbiz.de/10009396094
Saved in:
42
Estimation of the scale matrix of a multivariate t-model under entropy loss
Joarder, Anwar
;
Ali, Mir
- In:
Metrika
46
(
1997
)
1
,
pp. 21-32
Persistent link: https://www.econbiz.de/10005155835
Saved in:
43
Is Trading Imbalance a Better Explanatory Factor in the Volatility Process? Intraday and Daily Evidence from E-mini S&P 500 Index Futures and Information-Based Hypotheses
Chen, An-Sing
;
Gao, Hui-Jyuan
;
Leung, Mark
-
College of Business, University of Texas-San Antonio
support the existence of asymmetric information hypothesis at all intervals. On the other hand,
mixture
of
distributions
and …
Persistent link: https://www.econbiz.de/10005237029
Saved in:
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