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Non-linear properties of conditional returns under scale mixtures.

Stergios B. FotopoulosVenkata K. JandhyalaKim-Heng Chen
Published in: Comput. Stat. Data Anal. (2007)
Keyphrases
  • mixture model
  • structural properties
  • artificial intelligence
  • multiresolution
  • database
  • real world
  • knowledge base
  • multi agent
  • description logics
  • desirable properties