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A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data

Aymeric Thibault 1 Pascal Bondon 1
1 L2S - Laboratoire des signaux et systèmes
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Conference papers
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https://hal-centralesupelec.archives-ouvertes.fr/hal-01578369
Contributor : Pascal Bondon <>
Submitted on : Tuesday, August 29, 2017 - 10:16:19 AM
Last modification on : Wednesday, September 16, 2020 - 4:46:34 PM

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CENTRALESUPELEC | CNRS | L2S | SUP_LSS | SUP_SIGNAUX | UNIV-PARIS-SACLAY

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Aymeric Thibault, Pascal Bondon. A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data. 25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/EUSIPCO.2017.8081378⟩. ⟨hal-01578369⟩

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