Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns

  1. León-Camacho, B.
  2. Mora-Valencia, A.
  3. Perote, J.
Journal:
Engineering Economist

ISSN: 1547-2701,  0013-791X

Year of publication: 2022

Volume: 67

Issue: 3

Pages: 218-233

Type: Article

DOI: 10.1080/0013791X.2022.2078023 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus