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Student’s t mixture models for stock indices. A comparative study
A study comparing equity indices finds that a combination of three Student's t distributions best describes the log-returns of the indices.
Featured in No. 13 on 24 Aug 2023 · 5 days after release · 10 citations today · published in Physica A-statistical Mechanics and Its Applications
- Released
- 19 Aug 2023
- First featured
- No. 13 · 24 Aug 2023
- Citations (Semantic Scholar)
- 10
- Influential citations
- 0
- Published in
- Physica A-statistical Mechanics and Its Applications
- Shares when featured
- 10
- Identifier
- doi:10.1016/j.physa.2021.126143
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).