Saddlepoint Approximations for the Doubly Noncentral t Distribution
Year of publication: |
2006-09-01
|
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Authors: | Broda, Simon ; Paolella, Marc S. |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Ökonometrie | econometrics | GARCH-Prozess | t-Verteilung |
Extent: | 310272 bytes 18 p. application/pdf |
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Series: | Working Paper ; 304 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Econometrics ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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