Cross moments of extreme observai ions from a multtvariate lognormal distribution (Q4386462)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cross moments of extreme observai ions from a multtvariate lognormal distribution |
scientific article; zbMATH DE number 1146527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross moments of extreme observai ions from a multtvariate lognormal distribution |
scientific article; zbMATH DE number 1146527 |
Statements
Cross moments of extreme observai ions from a multtvariate lognormal distribution (English)
0 references
26 April 1998
0 references
correlation coefficient
0 references
hedging effectiveness
0 references
order statistics
0 references
futures markets
0 references