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Likelihood-based Risk Estimation for Variance-Gamma Models. (2017). Santi, Flavio ; Bee, Marco ; Dickson, Maria Michela.
In: DEM Working Papers.
RePEc:trn:utwprg:2017/03.

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  1. Modeling right-skewed financial data streams: A likelihood inference based on the generalized Birnbaum–Saunders mixture model. (2020). Jamalizadeh, Ahad ; Bekker, Andriette ; Hashemi, Farzane ; Naderi, Mehrdad.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300783.

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