Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies
- Jiménez, I.
- Mora-Valencia, A.
- Perote, J.
ISSN: 1743-4637, 1460-3799
Argitalpen urtea: 2022
Alea: 24
Zenbakia: 1
Orrialdeak: 81-99
Mota: Artikulua
Aldizkaria:
Risk Management