Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
| Year of publication: |
2004
|
|---|---|
| Authors: | Lindemann, Andreas ; Dunis, Christian L. ; Lisboa, Paulo |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 23.2004, 8, p. 559-585
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