Amanote Research

Amanote Research

    RegisterSign In

Moments Expansion Densities for Quantifying Financial Risk

North American Journal of Economics and Finance - United States
doi 10.1016/j.najef.2017.06.002
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

November 1, 2017

Authors
Trino-Manuel ÑíguezJavier Perote
Publisher

Elsevier BV


Related search

Expansion in Moments and Disordered Systems

Le Journal de Physique Colloques
1974English

Quantifying Non-Ergodicity of Anomalous Diffusion With Higher Order Moments

Scientific Reports
Multidisciplinary
2017English

Evaluation of Densities and Distributions via Hermite and Generalized Laguerre Series Employing High-Order Expansion Coefficients Determined Recursively via Moments or Cumulants

1985English

A Macroeconomic Framework for Quantifying Systemic Risk

2014English

Varenicline: Quantifying the Risk

CMAJ
Medicine
2011English

Robust Estimation of Risk‐neutral Moments

Journal of Futures Markets
ManagementFinanceBusinessEconomicsAccountingEconometrics
2019English

Blockchain Analytics for Intraday Financial Risk Modeling

SSRN Electronic Journal
2019English

Quantifying Risk Factors for Human Brucellosis in Rural Northern Tanzania

PLoS ONE
Multidisciplinary
2010English

Risk Scoring for Non-Bank Financial Institutions

English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy