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The multivariate mixture dynamics model: shifted dynamics and correlation skew

Crossref DOI link: https://doi.org/10.1007/s10479-019-03239-6

Published Online: 2019-04-26

Published Print: 2021-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Brigo, Damiano https://orcid.org/0000-0003-1636-8654
Pisani, Camilla

Rapisarda, Francesco
Funding

Funding for this research was provided by:

Imperial College London
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Text and Data Mining valid from 2019-04-26

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Article History

First Online: 26 April 2019