Algorithm AS 269: Higher-Order Cornish Fisher Expansion
Evaluates the application of the Cornish-Fosher expansion for the numerical determination of distributions. Algorithm; Structure; Accuracy; Limitations.
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1992
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/108 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |
| id |
sg-smu-ink.soe_research-1107 |
|---|---|
| record_format |
dspace |
| spelling |
sg-smu-ink.soe_research-11072010-09-23T05:48:03Z Algorithm AS 269: Higher-Order Cornish Fisher Expansion Lee, Y. S. LIN, Ting Kwong Evaluates the application of the Cornish-Fosher expansion for the numerical determination of distributions. Algorithm; Structure; Accuracy; Limitations. 1992-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/108 info:doi/10.2307/2347649 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics |
| institution |
Singapore Management University |
| building |
SMU Libraries |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
SMU Libraries |
| collection |
InK@SMU |
| language |
English |
| topic |
Econometrics |
| spellingShingle |
Econometrics Lee, Y. S. LIN, Ting Kwong Algorithm AS 269: Higher-Order Cornish Fisher Expansion |
| description |
Evaluates the application of the Cornish-Fosher expansion for the numerical determination of distributions. Algorithm; Structure; Accuracy; Limitations. |
| format |
text |
| author |
Lee, Y. S. LIN, Ting Kwong |
| author_facet |
Lee, Y. S. LIN, Ting Kwong |
| author_sort |
Lee, Y. S. |
| title |
Algorithm AS 269: Higher-Order Cornish Fisher Expansion |
| title_short |
Algorithm AS 269: Higher-Order Cornish Fisher Expansion |
| title_full |
Algorithm AS 269: Higher-Order Cornish Fisher Expansion |
| title_fullStr |
Algorithm AS 269: Higher-Order Cornish Fisher Expansion |
| title_full_unstemmed |
Algorithm AS 269: Higher-Order Cornish Fisher Expansion |
| title_sort |
algorithm as 269: higher-order cornish fisher expansion |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1992 |
| url |
https://ink.library.smu.edu.sg/soe_research/108 |
| _version_ |
1770569025528528896 |