Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407)
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scientific article; zbMATH DE number 6288454
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| English | Gram-Charlier densities: maximum likelihood versus the method of moments |
scientific article; zbMATH DE number 6288454 |
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Gram-Charlier densities: maximum likelihood versus the method of moments (English)
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25 April 2014
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semi-nonparametric method
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maximum likelihood
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method of moments
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financial returns density
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value at risk
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0.8608573079109192
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0.7761873006820679
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0.7733145356178284
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0.7719541192054749
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