Mixtures of t-distributions for finance and forecasting
Work
Year: 2008
Type: article
Source: Journal of Econometrics
Institutions University College London, Cemmap, UCLA Health, Deutsche Bank (United Kingdom), Institut für Höhere Studien - Institute for Advanced Studies (IHS) +2 more
Cites: 29
Cited by: 30
Related to: 10
FWCI: 4.008
Citation percentile (by year/subfield): 92.83
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green