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

Perote, J. and Níguez, T. M. (2005) Forecasting heavy-tailed densities with positive Edgeworth-Sargan and Gram-Charlier expansion. In: XIII Forum of Finance, Nov 2005, Madrid, 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: 12 Dec 2006
Last Modified: 18 Mar 2016 15:57
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/2838

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