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Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de
;
Skoulakis, Georgios
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
Saved in:
2
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting
Carvalho, Alexandre
;
Skoulakis, Georgios
- In:
Econometric reviews
29
(
2010
)
5
,
pp. 642-688
Persistent link: https://www.econbiz.de/10008637976
Saved in:
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