Search Results - subject:"Asymmetric Exponential Power"

Maximum likelihood estimation of the symmetric and asymmetric exponential power distribution

Bottazzi, Giulio; Secchi, Angelo - 2008

We introduce a new 5-parameter family of distributions, the Asymmetric Exponential Power (AEP), able to cope with …

Persistent link: https://www.econbiz.de/10010328554

Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions

Duschl, Matthias - Volkswirtschaft Abteilung, Fachbereich … - 2014

evolutionary dimension of regional resilience. Therefore, the flexible Asymmetric Exponential Power (AEP) density is fitted to firm …

Persistent link: https://www.econbiz.de/10011141153

Financial constraints and firm dynamics

Bottazzi, Giulio; Secchi, Angelo; Tamagni, Federico - In: Small Business Economics 42 (2014) 1, pp. 99-116

This study analyzes the effect of financial constraints (FCs) on firm dynamics. We measure FCs with an official credit rating, which captures availability and cost of external resources. We find that FCs undermine average firm growth, induce anti-correlation in growth patterns and reduce the...

Persistent link: https://www.econbiz.de/10010865475

Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R

Asquith, William H. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 955-970

-parameter Asymmetric Exponential Power (AEP4) distribution are studied using the R environment for statistical computing. The …

Persistent link: https://www.econbiz.de/10011056475

Financial constraints and firm dynamics

Bottazzi, Giulio; Secchi, Angelo; Tamagni, Federico - In: Small business economics : an entrepreneurship journal 42 (2014) 1, pp. 99-116

Persistent link: https://www.econbiz.de/10010255581

Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model

Bei, Xinyue; Yang, Yanjia; Li, Liuling; Mizrach, Bruce … - In: Theoretical economics letters 4 (2014) 9, pp. 748-759

Persistent link: https://www.econbiz.de/10010531254

Testing the CAPM theory based on a new model for Fama-French 25 portfolio returns

Li, Liuling; Gan, Quan; Zhuo, Ziyue; Mizrach, Bruce Marshall - In: Theoretical economics letters 4 (2014) 8, pp. 666-680

Persistent link: https://www.econbiz.de/10010531308

On the distributional properties of household consumption expenditures: The case of Italy

Fagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; … - 2007

-conditioned) consumption distributions are not log-normal. Rather, their logs can be invariably characterized by asymmetric exponential-power …

Persistent link: https://www.econbiz.de/10010328408

On the distributional properties of household consumption expenditures. The case of Italy.

Fagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; … - Laboratory of Economics and Management (LEM), Scuola … - 2007

-conditioned) consumption distributions are not log-normal. Rather, their logs can be invariably characterized by asymmetric exponential-power …’s Law applied to permanent income and marginal utility. Keywords: Consumption, Asymmetric Exponential-Power Distribution … normal but can be satisfactorily approx- imated by asymmetric exponential-power densities. This family of distributions …

Persistent link: https://www.econbiz.de/10005650092

Maximum Likelihood Estimation of the Symmetric and Asymmetric Exponential Power Distribution

Bottazzi, Giulio; Secchi, Angelo - Laboratory of Economics and Management (LEM), Scuola … - 2006

We introduce a new 5-parameter family of distributions, the Asymmetric Exponential Power (AEP), able to cope with … Symmetric and Asymmetric Exponential Power Distribution ∗ Giulio Bottazzi† Angelo Secchi 04 December 2008 Abstract We introduce … a new 5-parameter family of distributions, the Asymmetric Exponential Power (AEP), able to cope with asymmetries and …

Persistent link: https://www.econbiz.de/10005481648