precipitation data at the Sooke Reservoir in British Columbia, Canada, for evidence of climate change. We fit probability density … functions (PDFs) to the data and find evidence of a structural break in the data generating process by using the Andrews …

density functions from currency option prices. We first compare five existing methods commonly employed to recover risk …-neutral density functions from option prices. Specifically, we compare the methods introduced by Shimko (1993), Madan and Milne (1994 …

example. Keywords: Cyclical data; strong and weak dependence; spectral density functions; Whittle estimator; bootstrap … their correspond- ing spectral density functions captured well both the peak and the behaviour at the high frequencies of …

This paper presents a set of probability density functions for EURIBOR outturns in three months’ time, estimated from … the statistical moments of these option-implied probability density functions are documented until April 2010. Particular … attention is given to how these probability density functions, and their associated summary statistics, reacted to the unfolding …

fluctuations. In this work, Probability Density Functions (PDFs) are proposed to fit the wind speed fluctuations distributions in …

. For this purpose, it extends the estimation of risk-neutral probability density functions up to tick frequency. In …