MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008)
From MaRDI portal
scientific article; zbMATH DE number 7303458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS |
scientific article; zbMATH DE number 7303458 |
Statements
MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (English)
0 references
29 January 2021
0 references
bilateral gamma
0 references
multivariate variance gamma
0 references
empirical characteristic function
0 references
skewness via cumulants
0 references
0 references
