WestminsterResearch

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)
Research Community:University of Westminster > Westminster Business School
ID Code:2838
Deposited On:12 Dec 2006
Last Modified:01 Nov 2012 15:37

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