Luca Bagnato
- Asymmetric Laplace scale mixtures for the distribution of cryptocurrency returns
2022/09/26 by Antonio Punzo, Punzo, Antonio, Luca Bagnato +1 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Statistical Distribution Estimation and Applications #Stochastic processes and statistical mechanics
- The multivariate tail-inflated normal distribution and its application\n in finance
2020/06/22 by Antonio Punzo, Luca Bagnato, Punzo, Antonio +1 · 1 citation
Computer Science · Environmental Science · Mathematics · #62H05 #62P05 #Applications (stat.AP) #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #G.3 #Hydrology and Drought Analysis #Methodology (stat.ME) #Statistical Distribution Estimation and Applications