Title of article

Gram–Charlier densities

Author/Authors

Eric Jondeau، نويسنده , , Michael Rockinger، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2001

Pages

27

From page

1457

To page

1483

Keywords

Hermite expansion , Risk-neutral density , GARCH model , Semi-nonparametric estimation

Journal title

Journal of Economic Dynamics and Control

Serial Year

2001

Journal title

Journal of Economic Dynamics and Control

Record number

237964