Forecasting heavy-tailed densities with Positive Edgeworth and Gram-Charlier expansions
- Ñíguez, T.-M.
- Perote, J.
ISSN: 0305-9049, 1468-0084
Année de publication: 2012
Volumen: 74
Número: 4
Pages: 600-627
Type: Article
Revue:
Oxford Bulletin of Economics and Statistics