Leave a Comment / Non-Gaussianity, Publications / By Luis Seco New families of distributions fitting L-moments for modeling financial data
Leave a Comment / Non-Gaussianity, Publications / By Luis Seco A theoretical comparison between moments and L-moments
Leave a Comment / Non-Gaussianity, Publications / By Luis Seco Stable distribution: A survey on simulation and calibration methodologies
Leave a Comment / Non-Gaussianity, Publications / By Luis Seco Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
Leave a Comment / Non-Gaussianity, Publications / By Luis Seco Nongaussian Multivariate Simulations in Mark-to-Future calculations
Leave a Comment / Non-Gaussianity, Publications / By Luis Seco Applications of descriptive measures in Risk Management