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20142020
most citedChanges to the extreme and erratic behaviour of cryptocurrencies during COVID-19

79 citations · 133 across the 5 of their papers we have counts for

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stat.ME2015★ 6 cited

An ECM algorithm for Skewed Multivariate Variance Gamma Distribution in Normal Mean-Variance Representation

Thanakorn Nitithumbundit, Jennifer S. K. Chan

Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) appr…