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

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

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.

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.

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.

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.

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.

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.