OpenAlex | Matrix variate generalized asymmetric Laplace distributions

Matrix variate generalized asymmetric Laplace distributions

Work

Year: 2023

Type: article

Source: Theory of Probability and Mathematical Statistics

Authors Tomasz J. Kozubowski, Stepan Mazur, Krzysztof Podgórski

Institutions University of Nevada, Reno, Linnaeus University, Lund University

Cites: 36

Cited by: 1

Related to: 10

FWCI: 0.491

Citation percentile (by year/subfield): 57.88

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed