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
Année de publication: 2022
Volumen: 24
Número: 1
Pages: 81-99
Type: Article
ISSN: 1743-4637, 1460-3799
Année de publication: 2022
Volumen: 24
Número: 1
Pages: 81-99
Type: Article