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Estimation of Multivariate Generalized Hyperbolic

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Estimation of Multivariate Generalized Hyperbolic Distributions uses a multi-cycle Expectation-Conditional Maximization algorithm to estimate parametes....read more
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Estimation of Multivariate Generalized Hyperbolic is a program that uses a multi-cycle Expectation-Conditional Maximization algorithm to estimate parametes. This code has been tested for a 15-dim MGHD PDF. Please take a look at the README for further...read more

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