Search Results - subject:"Asymmetric Exponential Power Distribution"

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

In this paper we explore the statistical properties of the distributions of consumption expenditures for a large sample of Italian households in the period 1989-2004. Goodness-of-fit tests show that household aggregate (and age-conditioned) consumption distributions are not log-normal. Rather,...

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

’s Law applied to permanent income and marginal utility. Keywords: Consumption, Asymmetric Exponential-Power Distribution …{256. Bottazzi, G. and A. Secchi (2006b), \Maximum Likelihood Estimation of the Symmetric and Asymmetric Exponential Power … Distribution", Working Paper 2006/19, Laboratory of Economics and Management (LEM), Sant’Anna School of Advanced Studies, Pisa …

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

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

Fagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; … - In: Empirical Economics 38 (2010) 3, pp. 717-741

Persistent link: https://www.econbiz.de/10008515522