Multivariate higher-order moments in finance
We derive a set of results of a statistical nature. We provide closed-form expressions to calculate the multivariate truncated moments of several distributions. The first major contribution of this research is a formula to calculate moments of an arbitrary order of the lower truncated multivariate s...
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University of Reading
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.602398 |