Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions
Trino-Manuel Ñiguez and Javier Perote
| Year of publication: |
2012
|
|---|---|
| Authors: | Ñíguez, Trino-Manuel ; Perote, Javier |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 74.2012, 4, p. 600-627
|
| Subject: | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010219893