Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C46 - Specific Distributions; Specific Statistics"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | Language
Jump to: A | B | C | D | E | F | G | H | I | K | L | M | N | P | Q | S | T | V | W | Y
Number of items at this level: 54.

A

Albu, Lucian-Liviu and Georgescu, George (1987): L’amortissement et l’autofinancement du processus d’investissement. Published in: Revue Roumaine des Sciences Sociales, Série des Sciences Économiques , Vol. 31, No. 1 (June 1987): pp. 77-85.

Alfarano, Simone and Milakovic, Mishael and Raddant, Matthias (2011): A Note on institutional hierarchy and volatility in financial markets.

B

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

Bouye, Eric and Durlleman, Valdo and Nikeghbali, Ashkan and Riboulet, Gaël and Roncalli, Thierry (2000): Copulas for finance.

Burnecki, Krzysztof and Janczura, Joanna and Weron, Rafal (2010): Building Loss Models.

Burnecki, Krzysztof and Misiorek, Adam and Weron, Rafal (2010): Loss Distributions.

C

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

Casas, Isabel and Gao, Jiti (2006): Econometric estimation in long-range dependent volatility models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (November 2008): pp. 72-83.

Ciuiu, Daniel (2007): Gordon and Newell queueing networks and copulas. Published in: Yugoslav Journal of Operations Research , Vol. 19, No. 1 (July 2009): pp. 101-112.

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.

Dasgupta, Madhuchhanda and Mishra, SK (2004): Least absolute deviation estimation of linear econometric models: A literature review.

E

Emura, Takeshi and Lin, Yi-Shuan (2013): A comparison of normal approximation rules for attribute control charts. Forthcoming in: Quality and Reliability Engineering International

F

Freeman, Alan (1998): The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh. Published in: Bellofiore, R (ed) Marxian Economics: a Reappraisal, Volume 2, pp139-162. Basingstoke: McMillan. ISBN 0 333 64411 5 (1998): pp. 139-162.

G

Gottlieb, Daniel and Kushnir, Leonid (2006): Social Policy Targeting and Binary Information Transfer between Surveys.

H

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2014): Testing Spatial Causality in Cross-section Data.

I

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm

Isaic-Maniu, Alexandru and Dragan, Irina-Maria (2009): The Risk of Operational Incidents in Banking Institutions. Published in: Reliability: Theory & Applications , Vol. 1, No. 1(16) (15. March 2010): pp. 72-84.

K

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

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

Larrosa, Juan MC (2005): A Latent Budget Analysis Approach to Classification: Examples from Economics.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange 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.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.

Lyziak, Tomasz (2011): Non-positive scaling factor in probability quantification methods: deriving consumer inflation perceptions and expectations in the whole euro area and Ireland.

M

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 (1999): Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries.

Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada.

Mazzeu, Joao and Otuki, Thiago and Da Silva, Sergio (2011): The canonical econophysics approach to the flash crash of May 6, 2010. Published in: Applied Mathematical Sciences , Vol. 28, No. 5 (2011): pp. 1373-1389.

Mendoza-Velázquez, Alfonso and Galvanovskis, Evalds (2009): Introducing the GED-Copula with an application to Financial Contagion in Latin America.

Mercik, Szymon and Weron, Rafal (2002): Origins of scaling in FX markets.

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.

Mohamed, Issam A.W. (2011): Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan.

Mohamed, Issam A.W. (2011): Introduction to the Macroeconomic Structure of Yemen.

Mongay, Jorge (2011): Variables en la facilidad de hacer negocios en China. Un estudio comparativo internacional a traves del informe "Doing Business".

N

Nguefack-Tsague, Georges and Dapi N., Léonie (2011): Multidimensional Nature of Undernutrition: A Statistical Approach. Published in: Journal of Medicine and Medical Sciences , Vol. 2, No. 2 (14. February 2011): pp. 690-695.

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)

Parker, Thomas (2012): A comparison of alternative approaches to supremum-norm goodness of fit tests with estimated parameters.

Pillai N., Vijayamohanan (2008): In Quest of the Distributional Properties of Reliability Rate.

Prada, Sergio I and Gonzalez, Claudia and Borton, Joshua and Fernandes-Huessy, Johannes and Holden, Craig and Hair, Elizabeth and Mulcahy, Tim (2011): Avoiding disclosure of individually identifiable health information: a literature review. Published in: SAGE Open (14. December 2011): pp. 1-16.

Q

Qayyum, Abdul and Nawaz, Faisal (2010): Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan.

S

Schneider, Stefan and Schneider, Stefan (2010): Power Spot Price Models with negative Prices.

Serbanescu, Luminita (2008): The traditional teaching-learning method versus multimedia technology. Using the Wilcoxon test and the Gauss repartition. Published in: Annals of Faculty of Economics , Vol. 4, No. 1 (2008): pp. 1526-1531.

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

Simonsen, Ingve and Weron, Rafal and Mo, Birger (2004): Structure and stylized facts of a deregulated power market.

Sinha, Pankaj and Jayaraman, Prabha (2009): Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions.

Sinha, Pankaj and Jayaraman, Prabha (2009): Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions.

T

Teneng, Dean (2012): Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian.

V

Valdez, Emiliano A. (2009): On the Distortion of a Copula and its Margins.

W

Weron, Rafal (2009): Forecasting wholesale electricity prices: A review of time series models. Published in: Financial Markets: Principles of Modelling, Forecasting and Decision-Making , Vol. FindEc, (2009): pp. 71-82.

Weron, Rafal and Misiorek, Adam (2007): Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? Published in: Prace Naukowe Akademii Ekonomicznej we Wroclawiu , Vol. 1076, (2007): pp. 472-480.

Y

Yashkir, Olga and Yashkir, Yuriy (2003): Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates. Published in: Quantitative Finance , Vol. 3, (15. May 2003): pp. 195-200.

This list was generated on Fri Jul 25 20:08:30 2014 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.