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  • Search: subject:"Asymmetric Exponential Power"
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Year of publication
Subject
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Statistische Verteilung 9 Statistical distribution 7 Theorie 6 Asymmetric exponential power distribution 5 Firm growth 5 Theory 5 Asymmetric Exponential Power 3 Consumption 3 EGARCH 3 Financial constraints 3 Firm size distribution 3 Standardized Standard Asymmetric Exponential Power Distribution (SSAEPD) 3 Unternehmenswachstum 3 asymmetric exponential power 3 evolutionary perspective 3 fat tails 3 firm growth 3 growth rates distributions 3 regional resilience 3 ARCH model 2 ARCH-Modell 2 Asymmetric Exponential-Power Distribution 2 Börsenkurs 2 CAPM 2 China 2 Credit ratings 2 Electricity prices 2 Exponential Power 2 Gibrat's Law 2 Income Distribution 2 Log-Normal Distribution 2 Maximum Likelihood estimation 2 Measurement 2 Messung 2 Normal Inverse Gaussian 2 Risikomaß 2 Risk measure 2 Share price 2 goodness-of-fit 2 Aktienindex 1
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Online availability
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Free 9 Undetermined 8
Type of publication
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Article 11 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 5 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 16 Undetermined 5
Author
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Bottazzi, Giulio 5 Secchi, Angelo 5 Li, Liuling 4 Alessi, Lucia 3 Barigozzi, Matteo 3 Capasso, Marco 3 Duschl, Matthias 3 Fagiolo, Giorgio 3 Tamagni, Federico 3 Mizrach, Bruce Marshall 2 Sapio, Sandro 2 Asquith, William H. 1 Bei, Xinyue 1 Chen, Huiqiong 1 Chen, Zhang 1 Gan, Quan 1 Li, Helong 1 Mathew, Nanditha 1 Mu, Yang 1 Wagan, Zulfiqar Ali 1 Wang, Wenjun 1 Wu, Shu 1 Yang, Xianzi 1 Yang, Yanjia 1 Yang, Yu 1 Zhou, Wentao 1 Zhu, Qingyu 1 Zhuo, Ziyue 1
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Institution
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Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 3 Dipartimento di Economia e Management, Università degli Studi di Pisa 1 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 1
Published in...
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LEM Papers Series 3 LEM Working Paper Series 3 Journal of mathematical finance 2 Theoretical economics letters 2 Working Papers on Innovation and Space 2 Computational Statistics & Data Analysis 1 Discussion Papers / Dipartimento di Economia e Management, Università degli Studi di Pisa 1 Empirical Economics 1 International journal of finance & economics : IJFE 1 Journal of evolutionary economics : JEE 1 Small Business Economics 1 Small business economics : an entrepreneurship journal 1 The journal of risk model validation 1 Working papers in innovation and space 1
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Source
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ECONIS (ZBW) 9 RePEc 8 EconStor 4
Showing 1 - 10 of 21
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Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu; Chen, Huiqiong; Li, Helong - In: The journal of risk model validation 17 (2023) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
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A new risk measurement method for China's carbon market
Yang, Xianzi; Chen, Zhang; Yang, Yu; Wang, Wenjun; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1280-1290
Persistent link: https://www.econbiz.de/10012815040
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Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions
Duschl, Matthias - 2014
dimension of regional resilience. Therefore, the flexible Asymmetric Exponential Power (AEP) density is fitted to firm data for …
Persistent link: https://www.econbiz.de/10011291825
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Regional resilience and fat tails : a stochastic analysis of firm growth rate distributions of German regions
Duschl, Matthias - 2014
dimension of regional resilience. Therefore, the flexible Asymmetric Exponential Power (AEP) density is fitted to firm data for …
Persistent link: https://www.econbiz.de/10011303754
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Drivers of firm growth : micro-evidence from Indian manufacturing
Mathew, Nanditha - In: Journal of evolutionary economics : JEE 27 (2017) 3, pp. 585-611
Persistent link: https://www.econbiz.de/10011893845
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Analysis of the sector of software & computer services with a new Carhart 4-factor model
Li, Liuling; Zhu, Qingyu; Mu, Yang - In: Journal of mathematical finance 7 (2017) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011658220
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A new Fama-French 5-factor model based on SSAEPD error and GARCH-type volatility
Zhou, Wentao; Li, Liuling - In: Journal of mathematical finance 6 (2016) 5, pp. 711-727
Persistent link: https://www.econbiz.de/10011657593
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Modelling the distribution of day-ahead electricity returns: A comparison
Sapio, Sandro - 2010
-stable, Normal Inverse Gaussian (NIG), Exponential Power (EP), and Asymmetric Exponential Power (AEP), and comparing their goodness …
Persistent link: https://www.econbiz.de/10010328417
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Financial Constraints and Firm Dynamics
Bottazzi, Giulio; Secchi, Angelo; Tamagni, Federico - Dipartimento di Economia e Management, Università … - 2010
The ability of firms to access external financial resources represents a key factor in- fluencing several dimensions of firms’ dynamics. However, while recent qualitative evidence suggests the existence of heterogeneous and asymmetric reactions of firms to financing constraints (FC) problems,...
Persistent link: https://www.econbiz.de/10008539674
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Cover Image
Modelling the distribution of day-ahead electricity returns: a comparison
Sapio, Sandro - Laboratory of Economics and Management (LEM), Scuola … - 2009
-stable, Normal Inverse Gaussian (NIG), Exponential Power (EP), and Asymmetric Exponential Power (AEP), and comparing their goodness …
Persistent link: https://www.econbiz.de/10008512425
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