# 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

**Wikidata**: [openalex:W2891503643](https://www.wikidata.org/wiki/openalex:W2891503643)  
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