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  • Search: subject:"Double Poisson"
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Year of publication
Subject
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Double Poisson distribution 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Approximate restricted or residual maximum likelihood (approximate REML) 1 Asymmetric information 1 Asymmetrische Information 1 Börsenkurs 1 CAPM 1 Capital income 1 Chain-ladder technique 1 Cluster analysis 1 Clusteranalyse 1 Double Poisson 1 Estimation theory 1 Gamma 1 Generalized autoregressive score model 1 High-frequency data 1 Incurred but not reported (IBNR) claims 1 Instantaneous centralized moments of returns 1 Kapitaleinkommen 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Mispricing 1 Multivariate Count Data Models 1 Optimal portfolio 1 Over-dispersed Poisson model 1 Portfolio selection 1 Portfolio-Management 1 Prediction error 1 Preismanagement 1 Price clustering 1 Pricing strategy 1 Probability theory 1 Sarmanov Distributions 1 Schätztheorie 1 Share price 1 Statistical distribution 1 Statistische Verteilung 1
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Online availability
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Undetermined 4
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
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Buckley, Winston S. 1 Gao, Guangyuan 1 Holý, Vladimír 1 Long, Hongwei 1 Meng, Shengwang 1 Miravete, Eugenio J 1 Perera, Sandun 1 Shi, Yanlin 1 Tomanová, Petra 1
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Institution
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C.E.P.R. Discussion Papers 1
Published in...
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Quantitative finance 2 CEPR Discussion Papers 1 Insurance 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Modeling price clustering in high-frequency prices
Holý, Vladimír; Tomanová, Petra - In: Quantitative finance 22 (2022) 9, pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
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Dispersion modelling of outstanding claims with double Poisson regression models
Gao, Guangyuan; Meng, Shengwang; Shi, Yanlin - In: Insurance 101 (2021) 2, pp. 572-586
Persistent link: https://www.econbiz.de/10012793953
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m-Double Poisson Lévy markets
Buckley, Winston S.; Long, Hongwei; Perera, Sandun - In: Quantitative finance 20 (2020) 10, pp. 1663-1679
Persistent link: https://www.econbiz.de/10012295630
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Multivariate Sarmanov Count Data Models
Miravete, Eugenio J - C.E.P.R. Discussion Papers - 2009
considered strategic complements or substitutes. I show that a Sarmanov model with double Poisson marginals outperforms the …
Persistent link: https://www.econbiz.de/10008528538
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