Forecasting heavy-tailed densities with positive Edgeworth-Sargan and Gram-Charlier expansion

Perote, Javier and Níguez, Trino Manuel (2005) Forecasting heavy-tailed densities with positive Edgeworth-Sargan and Gram-Charlier expansion. In: XIII Forum of Finance, Nov 2005, Madrid, Spain. (Submitted)

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Item Type: Conference or Workshop Item (Paper)
Subjects: University of Westminster > Westminster Business School
Depositing User: Miss Nina Watts
Date Deposited: 12 Dec 2006
Last Modified: 01 Nov 2012 15:37
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/2838

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