Gram–Charlier densities: a multivariate approach (Q3650967)

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Gram–Charlier densities: a multivariate approach
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    Statements

    title
    Gram–Charlier densities: a multivariate approach (English)
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    author
    Esther B. Del Brio
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    Trino-Manuel Ñíguez
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    Javier Perote
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    publication date
    7 December 2009
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    zbMATH Keywords
    empirical finance
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    econometrics of financial markets
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    financial assets
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    VaR
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    62G07
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    zbMATH DE Number
    5643223
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