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Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry and dependence
2015 Faliva, Mario; Zoia, Maria; Poti', Valerio
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
2015 Bagnato, Luca; Poti', Valerio; Zoia, Maria
Data di pubblicazione | Titolo | Autore(i) | File |
---|---|---|---|
1-gen-2015 | Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry and dependence | Faliva, Mario; Zoia, Maria; Poti', Valerio | |
1-gen-2015 | The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns | Bagnato, Luca; Poti', Valerio; Zoia, Maria |