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In this study I briefly illustrate application of the Gaussian mixtures toapproximate empirical distributions of financial indices (DAX, Dow Jones,Nikkei, RTSI, S&P 500). The resulting distributions illustrate very highquality of approximation as evaluated by Kolmogorov-Smirnov test. This impliesfurther study of application of the Gaussian mixtures to approximate empiricaldistributions of financial indices.

An Application of the EM-algorithm to Approximate Empirical Distributions of Financial Indices with the Gaussian Mixtures