Julie Young is an experienced financial writer and editor. She specializes in financial analysis in capital planning and investment management. Eric's career includes extensive work in both public and ...

We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, moment generating functions, law of large numbers, ...

During the Oxford Conference of the Econometric Society in 1936, Ragnar Frisch proposed a problem of characterization of distributions based on the property of linear regression of one linear function ...

We develop an approach to approximate the multivariate distribution of time-aggregated stock returns in the generalized autoregressive conditional heteroscedasticity (GARCH) context. The approach ...

Continuous Variable: can take on any value between two specified values. Obtained by measuring. Covariance: a measure of the direction of the linear relationship between two variables. Discrete ...