Title of article :
Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors
Author/Authors :
Stergios B. Fotopoulos، نويسنده , , Venkata K. Jandhyala، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2004
Pages :
9
From page :
117
To page :
125
Keywords :
Scale mixture , Heteroskedasticity , Bessel function , Financial Market
Journal title :
Statistics and Probability Letters
Serial Year :
2004
Journal title :
Statistics and Probability Letters
Record number :
140227
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140227
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