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  • Search: subject:"Compound normal"
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Compound normal 1 Expected utility 1 Forecasting 1 Gram-Charlier 1 Mean squared error 1 Non-normality 1 Simulation 1 Spherical 1 Stochastic volatility 1 elliptical and generalized t-distributions Conditional and marginal distributions Compound normal distributions Quadratic forms 1
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Undetermined 2
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Article 2
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Arellano-Valle, Reinaldo B. 1 Bolfarine, Heleno 1 Christodoulakis, George 1 Satchell, Stephen 1
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Econometric Reviews 1 Statistics & Probability Letters 1
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RePEc 2
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Forecast Evaluation in the Presence of Unobserved Volatility
Christodoulakis, George; Satchell, Stephen - In: Econometric Reviews 23 (2005) 3, pp. 175-198
structures such as the Compound Normal and the Gram-Charlier classes of distributions. We argue that evaluation problems are …
Persistent link: https://www.econbiz.de/10009228498
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On some characterizations of the t-distribution
Arellano-Valle, Reinaldo B.; Bolfarine, Heleno - In: Statistics & Probability Letters 25 (1995) 1, pp. 79-85
characterization of the t distribution within the subclass of the compound normal distributions (or scale mixture of normal …
Persistent link: https://www.econbiz.de/10005259100
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