Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions

Níguez, Trino Manuel and Perote, Javier (2005) Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions. In: XXX Symposium of the Economic Analysis, Dec 2005, Murcia, Spain. (Submitted)

Full text not available from this repository.
Item Type: Conference or Workshop Item (Paper)
Subjects: University of Westminster > Westminster Business School
Depositing User: Miss Nina Watts
Date Deposited: 30 Jun 2006
Last Modified: 01 Nov 2012 15:38
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/2275

Actions (login required)

Edit Item (Repository staff only) Edit Item (Repository staff only)