Forecasting Heavy‐Tailed Densities with Positive Edgeworth and Gram‐Charlier Expansions*
| 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 2151595. - Vol. 74.2012, 4, p. 600-628
|