Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C16 - Specific Distributions"

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Number of items at this level: 66.

B

Babbs, Simon H and Johnson, Andrew E (1999): Severe Loss Probabilities in Portfolio Credit Risk Models.

Balakrishna, B S (2010): Alpha-root Processes for Derivatives pricing.

Barnett, William A. and Seck, Ousmane (2008): Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution.

Bassler, Kevin E. and McCauley, Joseph L. and Gunaratne, Gemunu H. (2006): Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets.

Bensalma, Ahmed (2013): Simple Fractional Dickey Fuller test. Published in: Procceding of 29th European Meeting of Statisticians : pp. 46-47.

Bernardi, Mauro (2012): Risk measures for Skew Normal mixtures.

Borak, Szymon and Misiorek, Adam and Weron, Rafal (2010): Models for Heavy-tailed Asset Returns.

Brusset, Xavier (2009): Properties of distributions with increasing failure rate.

C

Cakir, Murat (2005): Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz.

Cantillo, Andres (2011): The first statement of the formula for the Normal Curve.

Chalabi, Yohan and Scott, David J and Wuertz, Diethelm (2012): Flexible distribution modeling with the generalized lambda distribution.

Ciuiu, Daniel (2011): Homogeneity tests for Levy processes and applications. Published in: Romanian Journal of Mathematics and Computer Science , Vol. 1, (December 2011): pp. 37-50.

D

D'Elia, Enrico (1991): La quantificazione dei risultati dei sondaggi congiunturali: un confronto tra procedure. Published in: Rassegna dei lavori dell'ISCO No. n. 13 (June 1991): pp. 1-72.

Del Brio, Esther B. and Ñíguez, Trino-Manuel and Perote, Javier (2008): Multivariate Gram-Charlier Densities. Published in: Documentos de Trabajo FUNCAS, No. 381 (2008)

Dominique, C-René and Rivera-Solis, Luis Eduardo (2011): Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index. Forthcoming in: International Business and Management , Vol. Vol.3, No. No.2 (30. November 2011): pp. 1-13.

G

Gluschenko, Konstantin (2004): Nonlinearly testing for a unit root in the presence of a break in the mean.

González-Val, Rafael and Ramos, Arturo and Sanz, Fernando and Vera-Cabello, María (2013): Size Distributions for All Cities: Which One is Best?

González-Val, Rafael and Ramos, Arturo and Sanz-Gracia, Fernando (2010): Size Distributions for All Cities: Lognormal and q-exponential functions.

González-Val, Rafael and Ramos, Arturo and Sanz-Gracia, Fernando (2013): The accuracy of graphs to describe size distributions.

I

Idrovo Aguirre, Byron (2006): Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción No. 41 (10. April 2007)

J

Janczura, Joanna and Weron, Rafal (2011): Black swans or dragon kings? A simple test for deviations from the power law.

K

Kafri, Oded (2008): Sociological and Economic Inequality and the Second Law.

Kaizoji, Taisei (2010): Stock volatility in the periods of booms and stagnations. Published in: Science and Culture , Vol. 76, No. 9-10 : pp. 459-465.

Keel, Simon and Ardia, David (2009): Generalized Marginal Risk.

Kontek, Krzysztof (2010): Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments.

Kontek, Krzysztof (2010): Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments.

L

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): To the problem of evaluation of market risk of global equity index portfolio in global capital markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets.

M

Mailu, Stephen and Kuloba, Bernard and Ruto, Eric and Nyangena, Wilfred (2010): Effect of cropping policy on landowner reactions towards wildlife: a case of Naivasha area, Kenya.

Maldonado, Diego and Pazmiño, Mariela (2008): Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana. Published in: Cuestiones Económicas , Vol. 2, No. 2 (30. September 2008): pp. 5-75.

Mariam, Yohannes and Barre, Mike and Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors.

Mereuta, Cezar and Albu, Lucian-Liviu and Ciuiu, Daniel (2010): Classification of competitiveness types using copula. Published in: Non-Linear Modeling in Economics. Beyond Standard Economics. Editor: Lucian Liviu Albu, Ed. Expert, Bucharest. (March 2011): pp. 147-165.

Mishra, SK (2010): Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters.

Mishra, SK (2010): Temporal changes in the parameters of statistical distribution of journal impact factor.

Mishra, SK (2010): A note on empirical sample distribution of journal impact factors in major discipline groups.

P

Pan, Chi-Hung and Emura, Takeshi (2014): Corrections to: Multivariate normal distribution approaches for dependently truncated data. Forthcoming in: Statistical Papers

Panait, Iulian and Constantinescu, Alexandru (2012): Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012. Forthcoming in: Journal of Applied Quantitative Methods No. 3 (2012)

Parrinello, Sergio and Fujimoto, Takao (1995): The transfer of statistical equilibrium from physics to economics.

Peeters, H.M.M. (1989): Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score.

Puente-Ajovin, Miguel and Ramos, Arturo (2014): On the parametric description of the French, German, Italian and Spanish city size distributions.

R

REY, Serge (2005): Convergence réelle et convergence nominale dans les Pays de la région MENA. Published in: , Vol. FEMISE, (November 2005): pp. 195-249.

Rafael, González-Val (2010): Deviations from Zipf’s Law for American cities: an empirical examination.

Ramos, Arturo and Sanz-Gracia, Fernando and González-Val, Rafael (2014): On the parametric description of US city size distribution: New empirical evidence.

Razzak, Weshah (2012): Predicting Instability. Published in: Applied Economics , Vol. 45, (2013): pp. 3305-3315.

Rendón, Stephanie (2013): Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN.

Rosenthal, Dale W.R. (2012): Approximating correlated defaults.

Rubio, Francisco Javier and Steel, Mark F. J. (2014): Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations.

S

Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency.

Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency.

Scalas, Enrico and Kim, Kyungsik (2006): The art of fitting financial time series with Levy stable distributions.

Scott, David J and Würtz, Diethelm and Dong, Christine and Tran, Thanh Tam (2009): Moments of the generalized hyperbolic distribution.

Serbanescu, Luminita and Bengescu, Marcela and Dumitru, Mihaela Iuliana (2008): Methods of Measuring the Students’ Results Obtained in the Teaching-Learning Process. Published in: MIBES 2008 Proceedings (2008): pp. 406-417.

Sergio, Da Silva and Raul, Matsushita and Eliza, Silveira (2013): Hidden power law patterns in the top European football leagues.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2007): Practical Volatility Modeling for Financial Market Risk Management.

Shutes, Karl and Adcock, Chris (2013): Regularized Extended Skew-Normal Regression.

Shutes, Karl and Adcock, Chris (2013): Regularized Skew-Normal Regression.

T

Teneng, Dean (2013): A note on NIG-Levy process in asset price modeling: case of Estonian companies.

Trandafir, Romica and Ciuiu, Daniel and Drobot, Radu (2010): The utilization of copula in hidrology. Published in: Scientific Journal Mathematical Modeling in Civil Engineering No. 2 BIS (June 2011): pp. 12-20.

Tsagris, Michail and Beneki, Christina and Hassani, Hossein (2013): On the Folded Normal Distribution. Published in: Mathematics , Vol. 2, No. 1 (14. February 2014): pp. 12-28.

W

Wang, Hung-Jen (2002): Heteroscedasticity and non-monotonic efficiency effects of a stochastic frontier model. Published in: Journal of Productivity Analysis , Vol. 3, No. 18 (2002): pp. 241-253.

Wang, Hung-Jen and Ho, Chia-Wen (2009): Estimating fixed-effect panel stochastic frontier models by model transformation. Published in: Journal of Econometrics , Vol. 2, No. 157 (August 2010): pp. 286-296.

Weron, Rafal (1996): Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables".

Y

Yashkir, Yuriy and Yashkir, Olga (2013): Overnight Index Rate: Model, Calibration, and Simulation.

Ö

Öller, L-E and Stockhammar, P (2009): On the Probability Distribution of Economic Growth.

This list was generated on Wed Oct 22 20:06:33 2014 CEST.
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