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Hidden Markov Graphical Models with Generalized Hyperbolic Distributions: A Financial Analysis on Commodities and Green Energy Indexes

Conference Paper
Publication Date:
2025
Iris type:
4.1 Contributo in Atti di convegno
List of contributors:
Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Authors of the University:
MERLO LUCA
Handle:
https://iris.unilink.it/handle/20.500.14085/40274
Book title:
Methodological and Applied Statistics and Demography IV
Published in:
ITALIAN STATISTICAL SOCIETY SERIES ON ADVANCES IN STATISTICS
Series
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