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

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.

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

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.

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.

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

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.

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.

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

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.

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

T

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.

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".

Ö

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