Publications

Type of Publication: Article in Journal

Student's t mixture models for stock indices. A comparative study

Author(s):
Massing, T.; Ramos, A.
Title of Journal:
Physica A: Statistical Mechanics and its Applications
Publication Date:
2021
Digital Object Identifier (DOI):
doi:10.1016/j.physa.2021.126143
Citation:
Download BibTeX