Search Results - subject:"Index parameter"

SenGupta, Ashis; Roy, Moumita - In: Journal of Risk and Financial Management 12 (2019) 4, pp. 1-28

The aim of this article is to obtain a simple and efficient estimator of the index parameter of symmetric stable …

Persistent link: https://www.econbiz.de/10012611212

SenGupta, Ashis; Roy, Moumita - In: Journal of risk and financial management : JRFM 12 (2019) 4/171, pp. 1-28

The aim of this article is to obtain a simple and efficient estimator of the index parameter of symmetric stable …

Persistent link: https://www.econbiz.de/10012171408

Lu, Zudi; Tjøstheim, Dag; Yao, Qiwei - London School of Economics (LSE) - 2007

�cally we have shown that the estimator for the global index parameter is root-n consistent without imposing, as a prerequisite …

Persistent link: https://www.econbiz.de/10011126363

Wong, Heung; Zhang, Riquan; Leung, Bartholomew; Huang, … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 297-308

index parameter of the VCSIM have not been very well developed, due partially to the complexity of the models. To this end …

Persistent link: https://www.econbiz.de/10011056383