Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2012

Volume: 74

Issue: 4

Pages: 600-627

Authors (2)

Trino-Manuel Ñíguez (not in RePEc) Javier Perote (Universidad de Salamanca)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count