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Molina, G.
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Gzyl, H.
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Ter Horst, E.
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Density estimation
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Subject:
Returns
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Artículo
Year:
2020
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21
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Title:
A model-free, non-parametric method for density determination, with application to asset returns
Author:
Gzyl, H.
/
Ter Horst, E.
/
Molina, G.
Language:
Inglés
Repository:
21
Subject:
Density estimation
/
Returns
/
Percent error
/
Laplace transform
/
Maximum entropy
/
Fractional moments
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