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| Markus Haas |
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| ''A note on the absolute moments of the bivariate normal distribution'' |
| ( 2018, Vol. 38 No.1 ) |
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| A short and simple calculation of the expected absolute value of the product of two correlated zero-mean normal variables is provided. |
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| Keywords: multivariate GARCH, moments, multivariate normal distribution |
JEL: C4 - Econometric and Statistical Methods: Special Topics
C3 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions |
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| Manuscript Received : Jun 21 2017 | | Manuscript Accepted : Mar 23 2018 |
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