Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies

  1. Jiménez, I.
  2. Mora-Valencia, A.
  3. Perote, J.
Journal:
Risk Management

ISSN: 1743-4637,  1460-3799

Year of publication: 2022

Volume: 24

Issue: 1

Pages: 81-99

Type: Article

DOI: 10.1057/S41283-021-00084-5 GOOGLE SCHOLAR

Sustainable development goals