Joint and conditional transformed t-mixture models with applications to financial and economic data
Year of publication: |
2009
|
---|---|
Authors: | Friedman, Craig ; Cao, Wenbo ; Huang, Jinggang ; Zhang, Yangyong |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 11.2008/09, 3, p. 25-54
|
Subject: | Modellierung | Scientific modelling | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Simulation |
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