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⟩