{"title":"实现蒙特卡罗模拟:相关、偏态和峰度","authors":"Stuart A. McCrary","doi":"10.2139/ssrn.2665147","DOIUrl":null,"url":null,"abstract":"This manuscript is program documentation for various Monte Carlo models involving multiple correlated variables, skewed distributions, kurtotic distributions, or combinations of correlation, skew, and kurtosis.","PeriodicalId":364869,"journal":{"name":"ERN: Simulation Methods (Topic)","volume":"123 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Implementing a Monte Carlo Simulation: Correlation, Skew, and Kurtosis\",\"authors\":\"Stuart A. McCrary\",\"doi\":\"10.2139/ssrn.2665147\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This manuscript is program documentation for various Monte Carlo models involving multiple correlated variables, skewed distributions, kurtotic distributions, or combinations of correlation, skew, and kurtosis.\",\"PeriodicalId\":364869,\"journal\":{\"name\":\"ERN: Simulation Methods (Topic)\",\"volume\":\"123 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2015-09-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Simulation Methods (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2665147\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Simulation Methods (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2665147","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Implementing a Monte Carlo Simulation: Correlation, Skew, and Kurtosis
This manuscript is program documentation for various Monte Carlo models involving multiple correlated variables, skewed distributions, kurtotic distributions, or combinations of correlation, skew, and kurtosis.