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A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data

Aymeric Thibault, Pascal Bondon. A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data. In 25th European Signal Processing Conference, EUSIPCO 2017, Kos, Greece, August 28 - September 2, 2017. pages 1100-1104, IEEE, 2017. [doi]

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