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MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS - MaRDI portal

MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008)

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scientific article; zbMATH DE number 7303458
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MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS
scientific article; zbMATH DE number 7303458

    Statements

    title
    MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (English)
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    author
    Dilip B. Madan
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    publication date
    29 January 2021
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    zbMATH Keywords
    bilateral gamma
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    multivariate variance gamma
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    empirical characteristic function
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    skewness via cumulants
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    62H05
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    zbMATH DE Number
    7303458
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    OpenAlex ID
    W3081004916
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