Cross moments of extreme observai ions from a multtvariate lognormal distribution (Q4386462): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Moments of ordered bivariate log-normal distributions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A property of coefficients of variation for ordered bivariate log-normal variables / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution / rank | |||
Normal rank | |||
Latest revision as of 12:23, 28 May 2024
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
