Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series

Research article (Journal of Financial Econometrics, 2018) · cited 32× · AI/ML
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Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series

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Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series. Retrieved May 24, 2026, from https://4ort.xyz/entity/hidden-markov-and-semi-markov-models-with-multivariate-leptokurtic-normal-components-for-robust-modeling-of-daily-return
MLA “Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/hidden-markov-and-semi-markov-models-with-multivariate-leptokurtic-normal-components-for-robust-modeling-of-daily-return.
BibTeX @misc{4ortxyz_hidden-markov-and-semi-markov-models-with-multivariate-leptokurtic-normal-components-for-robust-modeling-of-daily-return_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series}}, year = {2026}, url = {https://4ort.xyz/entity/hidden-markov-and-semi-markov-models-with-multivariate-leptokurtic-normal-components-for-robust-modeling-of-daily-return}, note = {Accessed: 2026-05-24}}
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