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. - Department of Economics, ISSN 0305-9049. - Vol. 74.2012, 4, p. 600-627
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| Publisher: |
Department of Economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011031949