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Communications in Statistics - Theory and Methods
Volumn 25, Issue 8, 1996, Pages 1903-1916
A property of coefficients of variation for ordered bivariate log-normal variables
Author keywords

Bivariate log normal distribution; Coefficient of variation; Order statistics
Indexed keywords

EID: 0347214588     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831792     Document Type: Article
Times cited : (4)
References (3)
  • 1
    • 84977729725 scopus 로고
    • Optimal hedging in futures markets with multiple delivery specifications
    • Kamara, A. and A. Siegel (1987). "Optimal hedging in futures markets with multiple delivery specifications," Journal of Finance 42: 1007-1021.
    • (1987) Journal of Finance , vol.42 , pp. 1007-1021
    • Kamara, A.1    Siegel, A.2
  • 2
    • 38249041823 scopus 로고
    • Moments of ordered bivariate log-normal distributions
    • Lien, D.D. (1986). "Moments of ordered bivariate log-normal distributions," Economics Letters 20: 45-47.
    • (1986) Economics Letters , vol.20 , pp. 45-47
    • Lien, D.D.1
  • 3
    • 84978555313 scopus 로고
    • The inventory effect in commodity futures markets: An empirical study
    • Lien, D.D. (1987). "The inventory effect in commodity futures markets: An empirical study," Journal of Futures Markets 7: 637-652.
    • (1987) Journal of Futures Markets , vol.7 , pp. 637-652
    • Lien, D.D.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.