Generating daily changes in market variables using a multivariate mixture of normal distributions.

Jin Wang Generating daily changes in market variables using a multivariate mixture of normal distributions. 283-289 2001 conf/wsc/2001 WSC https://doi.org/10.1109/WSC.2001.977286 https://doi.ieeecomputersociety.org/10.1109/WSC.2001.977286 http://dl.acm.org/citation.cfm?id=564164 db/conf/wsc/wsc2001.html#Wang01