Dynamic selection of Gram-Charlier expansions with risk targets : an application to cryptocurrencies
Inés Jiménez, Andrés Mora-Valencia, Javier Perote
| Year of publication: |
2022
|
|---|---|
| Authors: | Jiménez, Inés ; Mora-Valencia, Andrés ; Perote, Javier |
| Subject: | Frequency functions | Gram-Charlier series | Cumulative distribution function | Backtesting | Cryptocurrencies | Virtuelle Währung | Virtual currency | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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