Cross moments of extreme observai ions from a multtvariate lognormal distribution (Q4386462)
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scientific article; zbMATH DE number 1146527
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| 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)
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26 April 1998
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correlation coefficient
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hedging effectiveness
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order statistics
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futures markets
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0.8343228101730347
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0.7629854083061218
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0.7315770387649536
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0.730889618396759
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