Work

Normal inverse Gaussian autoregressive model using EM algorithm

Year: 2021

Type: article

Source: International Journal of Advances in Engineering Sciences and Applied Mathematics

DOI: 10.1007/s12572-021-00303-y

Authors: Monika S. Dhull, Arun Kumar

Institution: Indian Institute of Technology Ropar

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Ministry of Education, India

OpenAlex ID: W3169823617

FWCI: 0.6

Cites: 32

Cited by: 4

Related to: 10