"Graphical Models in Heavy-tailed Markets" by Jose Vinicius de M. Cardoso 

É excelente ver um brasileiro nessa posição, parabéns e obrigado pela aula

thanks sir , great intro , yet have done the same experiment but with NIG instead of student-t distribution , or there are math-based restrictions which can't help you reach the same conclusions ? secondly why student- t only and not skewed student-t distribution ? your feedback is highly appreciated

using which python / r library pls ?