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    • Compound distributions for financial returns 

      Afuecheta, Emmanuel; Semeyutin, Artur; Chan, Stephen; Nadarajah, Saralees; Ruiz, Diego Andrés Pérez (PLOS, 2020)
      In this paper, we propose six Student’s t based compound distributions where the scale parameter is randomized using functional forms of the half normal, Fréchet, Lomax, Burr III, inverse gamma and generalized gamma ...