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"A multimodal asymmetric exponential power distribution: Application to ..."

Aymeric Thibault, Pascal Bondon (2017)

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DOI: 10.23919/EUSIPCO.2017.8081378

access: closed

type: Conference or Workshop Paper

metadata version: 2020-10-25

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Aymeric Thibault, Pascal Bondon:
A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data. EUSIPCO 2017: 1100-1104

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