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Year of publication
Subject
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Statistical distribution 8,627 Statistische Verteilung 8,611 Theorie 4,413 Theory 4,411 Schätztheorie 1,852 Estimation theory 1,850 Risikomaß 1,134 Risk measure 1,134 Estimation 1,118 Schätzung 1,117 Forecasting model 1,050 Prognoseverfahren 1,050 Wahrscheinlichkeitsrechnung 1,036 Probability theory 1,033 Capital income 978 Kapitaleinkommen 978 Volatility 918 Volatilität 918 Stochastischer Prozess 841 Stochastic process 839 Risiko 829 Risk 829 Portfolio selection 824 Portfolio-Management 824 Zeitreihenanalyse 672 Time series analysis 671 ARCH model 638 ARCH-Modell 638 Optionspreistheorie 583 Option pricing theory 581 Nichtparametrisches Verfahren 559 Nonparametric statistics 559 Risikomanagement 536 Risk management 532 Multivariate distribution 503 Multivariate Verteilung 502 Regressionsanalyse 496 Regression analysis 494 Börsenkurs 480 Share price 480
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Online availability
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Free 3,607 Undetermined 2,084 CC license 200
Type of publication
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Article 4,657 Book / Working Paper 4,013
Type of publication (narrower categories)
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Article in journal 4,331 Aufsatz in Zeitschrift 4,331 Graue Literatur 1,955 Non-commercial literature 1,955 Working Paper 1,950 Arbeitspapier 1,949 Aufsatz im Buch 260 Book section 260 Hochschulschrift 131 Thesis 103 Conference paper 47 Konferenzbeitrag 47 Collection of articles written by one author 25 Sammlung 25 Collection of articles of several authors 18 Sammelwerk 18 Lehrbuch 16 Textbook 14 Forschungsbericht 9 Amtsdruckschrift 8 Government document 8 Handbook 8 Handbuch 8 Bibliografie enthalten 7 Bibliography included 7 Systematic review 7 Übersichtsarbeit 7 Aufsatzsammlung 6 Konferenzschrift 5 Mikroform 5 Aufgabensammlung 4 Case study 4 Fallstudie 4 Conference proceedings 3 Statistik 3 research-article 3 Bibliografie 2 Dissertation u.a. Prüfungsschriften 2 Mehrbändiges Werk 2 Multi-volume publication 2
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Language
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English 8,504 German 112 Undetermined 29 Polish 5 Russian 5 Spanish 5 French 3 Italian 3 Danish 2 Czech 1 Croatian 1
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Author
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Dijk, Herman K. van 68 Fabozzi, Frank J. 51 Härdle, Wolfgang 47 Lucas, André 47 Račev, Svetlozar T. 47 Ravazzolo, Francesco 46 Mitchell, James 36 Einmahl, John H. J. 35 Paolella, Marc S. 35 Casarin, Roberto 30 Landsman, Zinoviy 30 Linton, Oliver 30 Nadarajah, Saralees 30 Hoogerheide, Lennart 29 Phillips, Peter C. B. 29 Opschoor, Anne 27 Kim, Young Shin 26 Griffiths, William E. 24 Koopman, Siem Jan 24 McAleer, Michael 24 Kotz, Samuel 23 Bollerslev, Tim 22 Furman, Edward 21 Grassi, Stefano 21 Fischer, Matthias 20 Perote, Javier 20 Segers, Johan 20 Stoja, Evarist 20 Diebold, Francis X. 19 Swanson, Norman R. 19 Vries, Casper G. de 19 Wu, Ximing 19 Aastveit, Knut Are 18 Corradi, Valentina 18 Dillenberger, David 18 Madan, Dilip B. 18 Ardia, David 17 Bianchi, Michele Leonardo 17 Bottazzi, Giulio 17 Fagiolo, Giorgio 17
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Institution
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National Bureau of Economic Research 47 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 22 Center for Economic Research <Tilburg> 7 London School of Economics and Political Science 7 Tilburg University, Center for Economic Research 6 Centre for Analytical Finance <Århus> 5 European University Institute / Department of Economics 5 Rutgers University / Department of Economics 4 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 4 Tilburg University, School of Economics and Management 4 University of California, San Diego / Department of Economics 4 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 3 Econometrisch Instituut <Rotterdam> 3 Federal Reserve Bank of Cleveland 3 Federal Reserve Bank of St. Louis 3 International Monetary Fund (IMF) 3 State University of New York at Albany / Department of Economics 3 University of California Davis / Department of Economics 3 University of Cambridge / Department of Applied Economics 3 University of Cambridge / Faculty of Economics 3 University of Canterbury / Dept. of Economics and Finance 3 University of York / Department of Economics and Related Studies 3 Boston College / Department of Economics 2 California Agricultural Experiment Station / Department of Agricultural and Resource Economics 2 Centre for Microdata Methods and Practice <London> 2 Chamber of Commerce of the United States of America 2 Deutsches Institut für Wirtschaftsforschung 2 European Central Bank 2 European Commission / Joint Research Centre 2 European Parliament 2 Federal Reserve Bank of Chicago 2 Federal Reserve Bank of New York 2 International Center for Financial Asset Management and Engineering 2 OECD 2 Robert Schuman Centre for Advanced Studies 2 Suntory-Toyota International Centre for Economics and Related Disciplines 2 Technische Universität Dresden 2 The Wharton Financial Institutions Center 2 Trinity College Dublin / Department of Economics 2 Umeå Universitet / Institutionen för Nationalekonomi 2
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Published in...
All
Insurance / Mathematics & economics 225 Journal of econometrics 184 Discussion paper / Tinbergen Institute 128 Economics letters 94 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 92 Risks : open access journal 91 International journal of forecasting 87 International journal of theoretical and applied finance 70 Finance research letters 62 Econometric reviews 60 European journal of operational research : EJOR 59 Econometric theory 56 Applied economics 53 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 53 Journal of banking & finance 52 Journal of forecasting 51 Applied economics letters 49 Discussion paper / Center for Economic Research, Tilburg University 48 Quantitative finance 48 Working paper 48 The journal of operational risk 46 Economic modelling 43 Scandinavian actuarial journal 43 Working paper / National Bureau of Economic Research, Inc. 41 Computational economics 40 NBER Working Paper 40 NBER working paper series 40 Journal of applied econometrics 39 Working papers 39 CEMMAP working papers / Centre for Microdata Methods and Practice 38 Journal of empirical finance 37 Statistical papers 37 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 36 International review of financial analysis 35 The European journal of finance 35 Journal of the American Statistical Association : JASA 34 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 33 The econometrics journal 32 Journal of risk and financial management : JRFM 31 SFB 649 discussion paper 31
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Source
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ECONIS (ZBW) 8,624 RePEc 26 USB Cologne (EcoSocSci) 15 Other ZBW resources 4 EconStor 1
Showing 1 - 50 of 8,670
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Tail expectile-VaR estimation in the semiparametric Generalized Pareto model
Abbas, Yasser; Daouia, Abdelaati; Nemouchi, Boutheina; … - 2025
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Copula tensor count autoregressions for modeling multidimensional integer-valued time series
Armillotta, Mirko; Gorgi, Paolo; Lucas, André - 2025
This paper presents a novel copula-based autoregressive framework for multilayer arrays of integer-valued time series with tensor structure. It complements recent advances in tensor time series that predominantly focus on real-valued data and overlook the unique properties of integer-valued time...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195717
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Joint extreme Value-at-Rrisk and Expected Shortfall dynamics with a single integrated tail shape parameter
D'Innocenzo, Enzo; Lucas, André; Schwaab, Bernd; Zhang, Xin - 2025
We propose a robust semi-parametric framework for persistent time-varying extreme tail behavior, including extreme Value-at-Risk (VaR) and Expected Shortfall (ES). The framework builds on Extreme Value Theory and uses a conditional version of the Generalized Pareto Distribution (GPD) for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324099
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Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru; Yoshiba, Toshinao - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324226
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Tail sensitivity of US bank net interest margins : a Bayesian penalized quantile regression approach
Fritsch, Nicholas - 2025
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Propensity score in the tails and returns to education in Italy
Furno, Marilena; Caracciolo, Francesco - In: Economies : open access journal 13 (2025) 2, pp. 1-28
The propensity score defining the probability of completing a given degree of education - to balance covariates - and the Mincer equation is here estimated at various degrees of higher education. The novelty is in implementing propensity score and regression estimators together in a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210212
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Randomization and the robustness of linear contracts
Kambhampati, Ashwin; Peng, Bo; Tang, Zhihao Gavin; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210831
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The a priori procedure (APP) for estimating median under skew normal settings with applications in economics and finance
Hu, Liqun; Wang, Tonghui; Trafimow, David; Choy, S. T. Boris - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 144-158
Purpose - The authors' conclusions are based on mathematical derivations that are supported by computer simulations and three worked examples in applications of economics and finance. Finally, the authors provide a link to a computer program so that researchers can perform the analyses easily....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357557
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Quantum measurement trees, II : quantum observables as ortho-measurable functions and density matrices as ortho-probability measures
Hammond, Peter J. - 2025 - This version: 2025 April 7th
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015399633
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Commodity risk and forecastability of international stock returns : the role of oil returns skewness
Salisu, Afees A.; Gupta, Rangan - 2025
This study examines the out-of-sample predictability of expected skewness of oil price returns, which serves as a metric for global future risks, as we show statistically through the association with crises of different nature, for stock returns of 10 (8 advanced plus two emerging) countries...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358919
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Power laws in socio-economics
Schulz-Gebhard, Jan; Weber, Jan David - 2025
Power laws are pervasive in economics and social sciences, particularly in the upper tails of distributions such as wealth, income, firm size, and city populations. Their scale-free property makes them a universal framework to understand phenomena spanning several orders of magnitude. This...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333277
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On survival estimation of Lomax distribution under adaptive progressive type-II censoring
Sharma, Hemani; Kumar, Parmil - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 51-67
The main objective of the research described in the article is to study the maximum likelihood (ML) estimation and the Bayesian approach for parameter estimation of the Lomax distribution. Additionally, the study aims to determine the approximate intervals for the parameters and the survival...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338333
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Type I heavy-tailed family of generalized Burr III distributions : properties, actuarial measures, regression and applications
Nkomo, Wilbert; Oluyede, Broderick; Chipepa, Fastel - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 93-115
This study introduces a new family of distributions (FoD) called type I heavy-tailed odd Burr III-G (TI-HT-OBIII-G) distribution. Several statistical properties of the family are derived along with actuarial risk measures. The maximum likelihood estimation (MLE) approach is adopted in the...
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Fat-tailed DSGE models : a survey and new results
Dave, Chetan; Sorge, Marco M. - 2025
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Clustering extreme value indices in large panels
Wang, Chenhui; Cai, Juan Juan; Lin, Yicong; Schaumburg, … - 2025
We analyze a large panel of units grouped by shared extreme value indices (EVIs) and aim to identify these unknown groups. To achieve this, we order the Hill estimates of individual EVIs and segment them by minimizing the total squared distance between each estimate and its corresponding group...
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Measuring productivity dispersion : a parametric approach using the Lévy alpha-stable distribution
Yang, Jangho; Heinrich, Torsten; Winkler, Julian; … - In: Industrial and corporate change 34 (2025) 1, pp. 79-117
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Volatility estimation through stochastic processes : evidence from cryptocurrencies
Harasheh, Murad; Bouteska, Ahmed - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359903
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Taming data-driven probability distributions
Baruník, Jozef; Hanus, Luboš - In: Journal of forecasting 44 (2025) 2, pp. 676-691
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Regime-switching density forecasts using economists' scenarios
Moramarco, Graziano - In: Journal of forecasting 44 (2025) 2, pp. 833-845
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Spread regression, skewness regression, and kurtosis regression with an application to the US wage structure
Chen, Qiang; Xiao, Zhijie - 2025
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Belief shocks and implications of expectations about growth-at-risk
Boeck, Maximilian; Pfarrhofer, Michael - 2025
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A new two-component hybrid model for highly right-skewed data : estimation algorithm and application to finance and rainfall data
Osatohanmwen, Patrick - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372920
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Portfolio tail risk forecasting for international financial assets : a GARCH-MIDAS-R-Vine copula model
Yao, Yinhong; Chen, Xiuwen; Chen, Zhensong - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374390
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Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions
Yamazaki, Akira - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372650
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Mutual fund style drift measured using higher moments and its cash flow incentive
Chen, Qi; Wang, Peng; Yang, Dong - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372664
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Uncertainty, skewness, and the business cycle through the MIDAS lens
Castelnuovo, Efrem; Mori, Lorenzo - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372718
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A RGARCH-CARR-SK model : a new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
Liu, Junjie; Zhou, Qingnan; Chen, Zhenlong - 2025
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Normal-beta exponential stochastic frontier model : maximum simulated likelihood approach
Nigusie, Misgan Desale - In: Portuguese economic journal 23 (2024) 3, pp. 489-504
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189398
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Capital income jumps and wealth distribution
Benhabib, Jess; Cui, Wei; Miao, Jianjun - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 1-51
Compared to the distributions of earnings, the distributions of wealth in the US and many other countries are strikingly concentrated on the top and skewed to the right. To explain the income and wealth inequality, we provide a tractable heterogeneous‐agent model with incomplete markets in...
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Relative size distribution of business firms : a QRSE approach
Sündal, Doğuhan - In: Economic modelling 140 (2024), pp. 1-20
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Analysis of Indian foreign exchange markets : a multifractal detrended fluctuation analysis (mfdfa) approach
Datta, Radhika Prosad - In: International journal of empirical economics 3 (2024) 3, pp. 1-27
The objectives of this paper are to analyse the presence of multifractality in daily exchange rates of the US dollar (USD), British Pound (GBP), Euro (EUR), and Japanese Yen (JPY) relative to the Indian Rupee (INR) for a specific period (1999-2018) and to investigate the source of the observed...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194278
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A heuristic for fat-tailed stock market returns
Welch, Ivo - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 18-26
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195218
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Asymmetric auctions with discretely distributed valuations
Ceesay, Muhammed; Doni, Nicola; Menicucci, Domenico - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196580
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Tales of tails : sales distribution and the role of retail channels in the German book market
Lüke, Daniel - 2024
This paper examines the sales distribution and genre composition of the German book market across different retail channels - e-commerce, chain stores, and independent bookstores - over the period 2011-2018. Utilizing a unique dataset comprising weekly sales data of approximately 50,000...
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Option-implied physical distributions
McGee, Richard; Post, Thierry; Potì, Valerio - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015197980
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Drivers of firm-level tail dependence : a machine learning approach
Conlon, Thomas; Cotter, John; Ropotos, Ioannis - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015197988
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Dynamic kernel models
Vallarino, Pierluigi - 2024
This paper introduces the family of Dynamic Kernel models. These models approximate the predictive density function of a time series through a weighted average of kernel densities possessing a dynamic bandwidth. A general specification is presented and several particular models are studied in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015175638
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Quantile combination : an application to US GDP growth forecasts
Aastveit, Knut Are; Ellen, Saskia ter; Mantoan, Giulia - 2024
We propose an easy-to-implement framework for combining quantile forecasts, applied to forecasting GDP growth. Using quantile regressions, our combination scheme assigns weights to individual forecasts from different indicators based on quantile scores. Previous studies suggest distributional...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324242
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Selected reinsurance models
Heilpern, Stanisław - In: Central European journal of economic modelling and … 16 (2024) 2, pp. 95-124
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326080
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A new generalized family of Weibull-exponentiated half logistic-G distribution with applications
Moakofi, Thatayaone; Oluyede, Broderick; Puoetsile, Agolame - In: Central European journal of economic modelling and … 16 (2024) 2, pp. 125-189
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326089
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Risk loving and fat tails in the wealth distribution
Araújo, Aloisio Pessoa de; Gama, Juan Pablo; Kehoe, … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210373
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Modeling dynamic higher-order comoments for portfolio selection based on copula approach
Wang, Yanfeng; Ke, Rui; Yang, Dong - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-13
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015271380
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The relationship between inflation and the distribution of relative price changes
Hornstein, Andreas; Ruge-Murcia, Francisco; Wolman, … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015188294
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Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
Bae, Taehan; Miljkovic, Tatjana - In: Insurance : mathematics and economics 117 (2024), pp. 182-195
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066975
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Comparing and quantifying tail dependence
Siburg, Karl Friedrich; Strothmann, Christopher; Weiß, … - In: Insurance : mathematics and economics 118 (2024), pp. 95-103
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015067023
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Constructing density forecasts from quantile regressions : multimodality in macrofinancial dynamics
Mitchell, James; Poon, Aubrey; Zhu, Dan - In: Journal of applied econometrics 39 (2024) 5, pp. 790-812
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015156775
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Scaling and measurement error sensitivity of scoring rules for distribution forecasts
Kleen, Onno - In: Journal of applied econometrics 39 (2024) 5, pp. 833-849
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Testing for differences in survey-based density expectations : a compositional data approach
Dovern, Jonas; Glas, Alexander; Kenny, Geoff - In: Journal of applied econometrics 39 (2024) 6, pp. 1104-1122
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015156822
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Generalized Weibull distributions
Sharma, Mansi; Stern, Steven - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015163029
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Closed-form approximations for basket option pricing under normal tempered stable Lévy model
Hu, Dongdong; Sayit, Hasanjan; Yao, Jing; Zhong, Qifeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-22
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