Dynamic selection of Gram-Charlier expansions with risk targets : an application to cryptocurrencies
Inés Jiménez, Andrés Mora-Valencia, Javier Perote
| Year of publication: |
2022
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|---|---|
| Authors: | Jiménez, Inés ; Mora-Valencia, Andrés ; Perote, Javier |
| Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 24.2022, 1, p. 81-99
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| Subject: | Frequency functions | Gram-Charlier series | Cumulative distribution function | Backtesting | Cryptocurrencies | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-021-00084-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013163633