Pages that link to "Item:Q2447407"
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The following pages link to Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407):
Displaying 10 items.
- Unfolded GARCH models (Q1657508) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- The valid regions of Gram-Charlier densities with high-order cumulants (Q2075942) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
- An algorithm to estimate the vertices of a tetrahedron from uniform random points inside (Q2413457) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- Gram-Charlier densities. (Q5958096) (← links)
- Further exploration into the valid regions of Gram-Charlier densities (Q6136567) (← links)
- Asymptotic expansions for market risk assessment: evidence in energy and commodity indices (Q6601932) (← links)
