In this paper, we propose a multivariate market model with returns assumed to follow a multivariate normal tempered … stable distribution. This distribution, defined by a mixture of the multivariate normal distribution and the tempered stable …

In this paper, we propose a multivariate market model with returns assumed to follow a multivariate normal tempered … stable distribution. This distribution, defined by a mixture of the multivariate normal distribution and the tempered stable …

Multivariate Normal Distribution is used to select different attributes of different security entities for developing the proposed …

simple “least-squares estimation/multivariate normal simulation” procedure produces an efficient parameters estimator. There … a multivariate normal linear regression. Disentangling the iterative procedure and its convergence conditions, we show …