A Student t-mixture autoregressive model with applications to heavy-tailed financial data

Title
A Student t-mixture autoregressive model with applications to heavy-tailed financial data
Authors
Keywords
-
Journal
BIOMETRIKA
Volume 96, Issue 3, Pages 751-760
Publisher
Oxford University Press (OUP)
Online
2009-08-21
DOI
10.1093/biomet/asp031

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