Tue, 01. Jun. 2021 Schwarzbach, Marco
Paper "Student's t mixture models for stock indices. A comparative study"
The paper "Student's t mixture models for stock indices. A comparative study" by Dr. Till Massing and Dr. Arturo Ramos was accepted for the internationally peer-reviewed journal Physica A: Statistical Mechanics and its Applications. The publication can be viewed here.
German Science Foundation (DFG) funds project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen”
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