Gram-Charlier densities.

DOI10.1016/S0165-1889(99)00082-2zbMath1056.91512OpenAlexW2036000511MaRDI QIDQ5958096

Publication date: 3 March 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00082-2

zbMATH Keywords

risk neutral densities normal density

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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