A note on the absolute moments of the bivariate normal distribution

被引：0

作者：

Haas, Markus ^{[1
]}

机构：

[1] Univ Kiel, Inst Quantitat Business & Econ Res QBER, Kiel, Germany

来源：

ECONOMICS BULLETIN | 2018年 / 38卷 / 01期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A short and simple calculation of the expected absolute value of the product of two correlated zero-mean normal variables is provided.

引用

页码：650 / +

页数：8

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