The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey
Year of publication: |
2009-09
|
---|---|
Authors: | Xu, Dinghai |
Institutions: | Department of Economics, University of Waterloo |
Subject: | Mixtures of Normal | Maximum Likelihood | Moment Generating Function | Characteristic Function | Switching Regression Model | (G) ARCH Model | Stochastic Volatility Model | Autoregressive Conditional Duration Model | Stochastic Duration Model | Value at Risk |
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