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"Normal mixture method for stock daily returns over different sub-periods."

Liyan Han, Hanhuan Yan, Chengli Zheng (2019)

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DOI: 10.1080/03610918.2017.1383423

access: closed

type: Journal Article

metadata version: 2022-04-09

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Liyan Han, Hanhuan Yan, Chengli Zheng:
Normal mixture method for stock daily returns over different sub-periods. Commun. Stat. Simul. Comput. 48(2): 447-457 (2019)

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