The multivariate tail-inflated normal distribution and its application in finance

22 June 2020

Papers citing "The multivariate tail-inflated normal distribution and its application in finance"

2 / 2 papers shown

Title
The generalized hyperbolic family and automatic model selection through the multiple-choice LASSO L. Bagnato A. Farcomeni A. Punzo 13 3 0 14 Jun 2023
Unconstrained representation of orthogonal matrices with application to common principle components L. Bagnato A. Punzo CML 11 12 0 03 Jun 2019