| Normal mixture method for stock daily returns over different sub-periods | |
| Han, Liyan; Yan, Hanhuan*; Zheng, Chengli | |
| 刊名 | Communications in Statistics: Simulation and Computation
 |
| 2019 | |
| 卷号 | 48期号:2页码:447-457 |
| 关键词 | Bull and bear markets Different components Normal mixture model Stock daily returns |
| ISSN号 | 0361-0918 |
| DOI | 10.1080/03610918.2017.1383423 |
| URL标识 | 查看原文 |
| WOS记录号 | WOS:000462854800009 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5152265 |
| 专题 | 华中师范大学 |
| 作者单位 | 1.[Yan, Hanhuan 2.Han, Liyan] Beihang Univ, Sch Econ & Management, 37 Xueyuan Rd, Beijing, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Han, Liyan,Yan, Hanhuan*,Zheng, Chengli. Normal mixture method for stock daily returns over different sub-periods[J]. Communications in Statistics: Simulation and Computation,2019,48(2):447-457. |
| APA | Han, Liyan,Yan, Hanhuan*,&Zheng, Chengli.(2019).Normal mixture method for stock daily returns over different sub-periods.Communications in Statistics: Simulation and Computation,48(2),447-457. |
| MLA | Han, Liyan,et al."Normal mixture method for stock daily returns over different sub-periods".Communications in Statistics: Simulation and Computation 48.2(2019):447-457. |
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