Mixtures of t-distributions for finance and forecasting (2008)

First Author: Giacomini R
Attributed to:  The Centre for Microdata Methods and Practice (CEMMAP) funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2008.01.004

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2008.01.004

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 1