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20192023
most citedAsymmetric Laplace scale mixtures for the distribution of cryptocurrency returns

1 citations · 2 across the 4 of their papers we have counts for

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stat.ME2020

The multivariate tail-inflated normal distribution and its application in finance

Antonio Punzo, Luca Bagnato

This paper introduces the multivariate tail-inflated normal (MTIN) distribution, an elliptical heavy-tails generalization of the multivariate normal (MN). The MTIN belongs to the f…