Approximation of asymmetric multivariate return distributions (Q1929152)
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scientific article; zbMATH DE number 6122398
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| English | Approximation of asymmetric multivariate return distributions |
scientific article; zbMATH DE number 6122398 |
Statements
Approximation of asymmetric multivariate return distributions (English)
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7 January 2013
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Edgeworth expansion
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series approximation
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asymmetric dependence
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tail risk
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mixture of the Gamma distributions
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Laguerre polynomials
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0.791198194026947
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0.7588221430778503
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0.7486198544502258
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0.7484861016273499
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0.746685266494751
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