Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
Year of publication: |
2008-06
|
---|---|
Authors: | Hillier, Grant ; Kan, Raymond ; Wang, Xiaolu |
Institutions: | Centre for Microdata Methods and Practice (CEMMAP) |
-
A hierarchical Archimedean copula for portfolio credit risk modelling
Puzanova, Natalia, (2011)
-
Broda, Simon A., (2014)
-
Extreme value theory as a theoretical background for power law behavior
Alfarano, Simone, (2010)
- More ...
-
Computationally efficient recursions for top-order invariant polynomials with applications
Hillier, Grant, (2008)
-
Computationally efficient recursions for top-order invariant polynomials with applications
Hillier, Grant, (2008)
-
Hillier, Grant, (2008)
- More ...