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Modern View
CHARACTERISTIC FUNCTION
(3)
answer(s).
Srl
Item
1
ID:
332427
Crude oil prices: Trends and forecast
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Fourier transform
;
Characteristic function
;
Crude oil prices
;
density forecast
;
Esscher transforms
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2
ID:
332418
Crude oil prices:Trends and forecast
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Monetary policy
;
Inverse problem
;
Esscher transform
;
Characteristic function
;
Crude oil prices
;
density forecast
Export
3
ID:
317074
Recent dynamics of crude oil prices
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Option pricing
;
Crude oil
;
Characteristic function
;
Cumulants
;
Fourier inversion
;
Jump-diffusion
;
Kurtosis
;
skewness
;
Varuabce- gamma distribution
Export