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

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

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Item Type: Conference or Workshop Item (Paper)
Subjects: University of Westminster > Westminster Business School
SWORD Depositor: repository@westminster.ac.uk
Depositing User: repository@westminster.ac.uk
Date Deposited: 30 Jun 2006
Last Modified: 18 Mar 2016 16:44
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/2275

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