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: 64.


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.


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'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.


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.


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)


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


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.


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.


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.


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.


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.


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 Skew-Normal Regression.


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.


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".


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


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

This list was generated on Sun Jul 27 20:06:15 2014 CEST.
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