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subject:"Normal distribution"
~language:"eng"
~subject:"Gaussian distribution"
~subject:"Volatility"
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ECONIS (ZBW)
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1
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
-
2021
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...
Persistent link: https://www.econbiz.de/10012595666
Saved in:
2
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
3
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
-
2020
This paper describes a method for carrying out inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The parameters are...
Persistent link: https://www.econbiz.de/10012295262
Saved in:
4
Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun
;
Lin, Tse-Chun
;
Xiang, Vincent
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
5
,
pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
Saved in:
5
Hidden Markov Model using transaction patterns for ATM card fraud detection
Nkemnole, E. B.
;
Akinsete, A. A.
- In:
Theoretical and applied economics : GAER review
28
(
2021
)
4/629
,
pp. 51-70
Persistent link: https://www.econbiz.de/10013259025
Saved in:
6
Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties
Koloch, Grzegorz
-
2016
Persistent link: https://www.econbiz.de/10011662143
Saved in:
7
Non-normality in financial markets and the measurement of risk
Lau, Christian
-
2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
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8
Beyond the local mean-variance analysis in continuous time : the problem of non-normality
Aase, Knut K.
;
Lillestøl, Jostein
-
2015
Persistent link: https://www.econbiz.de/10010515222
Saved in:
9
Microeconomic origins of macroeconomic tail risks
Acemoglu, Daron
;
Ozdaglar, Asuman E.
;
Tahbaz-Salehi, Alireza
-
2015
Persistent link: https://www.econbiz.de/10011347414
Saved in:
10
Understanding the non-Gaussian distribution of revealed comparative advantage index and its alternatives
Liu, Bin
;
Gao, Jianbo
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012318720
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