Search Results - subject:"Generalized lambda distribution"

On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns

Owusu Junior, Peterson; Jeyasreedharan, Nagaratnam; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-20

In this paper, we investigate the goodness-of-fit of the flexible four-parameter generalized Lambda Distribution (GLD …

Persistent link: https://www.econbiz.de/10015074104

On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns

Owusu Junior, Peterson; Jeyasreedharan, Nagaratnam; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

In this paper, we investigate the goodness-of-fit of the flexible four-parameter generalized Lambda Distribution (GLD …

Persistent link: https://www.econbiz.de/10013426215

Value at risk estimation using GAS models with heavy tailed distributions for cryptocurrencies

Subramoney, Stephanie Danielle; Chinhamu, Knowledge; … - In: International journal of finance & banking studies : JJFBS 10 (2021) 4, pp. 40-54

Persistent link: https://www.econbiz.de/10012653269

Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management

Pekár, Juraj; Pčolár, Mário - In: Central European journal of operations research 30 (2022) 2, pp. 699-731

Persistent link: https://www.econbiz.de/10013185423

A new statistical method for design and analyses of component tolerance

Movahedi, Mohammad Mehdi; Khounisiavash, Mohsen; Otadi, … - In: Journal of Industrial Engineering International 13 (2017) 1, pp. 59-66

is unknown, a new statistical method will be employed to design tolerance. In this paper, we use generalized lambda … distribution for design and analyses component tolerance. We use percentile method (PM) to estimate the distribution parameters …

Persistent link: https://www.econbiz.de/10011773032

A new statistical method for design and analyses of component tolerance

Movahedi, Mohammad Mehdi; Khounisiavash, Mohsen; Otadi, … - In: Journal of industrial engineering international 13 (2017) 1, pp. 59-66

Persistent link: https://www.econbiz.de/10011563760

Minimum distance estimation of possibly non-invertible moving average models

Gospodinov, Nikolay; Ng, Serena - 2013

This paper considers estimation of moving average (MA) models with non-Gaussian errors. Information in higher-order cumulants allows identification of the parameters without imposing invertibility. By allowing for an unbounded parameter space, the generalized method of moments estimator of the...

Persistent link: https://www.econbiz.de/10010397701

Minimum distance estimation of possibly non-invertible moving average models

Gospodinov, Nikolay; Ng, Serena - Federal Reserve Bank of Atlanta - 2013

Persistent link: https://www.econbiz.de/10010732472

Minimum distance estimation of possibly non-invertible moving average models

Gospodinov, Nikolaj; Ng, Serena - 2013

Persistent link: https://www.econbiz.de/10010201380

An asymmetry-steepness parameterization of the generalized lambda distribution

Chalabi, Yohan; Y.; Scott, David J; Wuertz, Diethelm - Volkswirtschaftliche Fakultät, … - 2012

The generalized lambda distribution (GLD) is a versatile distribution that can accommodate a wide range of shapes …

Persistent link: https://www.econbiz.de/10011114175