Search Results - subject:"Normal Distribution"

Too many skew normal distributions? : the practitioner's perspective

Charemza, Wojciech; Vela, Carlos Díaz; Makarova, … - 2013

Persistent link: https://www.econbiz.de/10009743710

Using intraday statistics for the estimation of the return variance

Reschenhofer, Erhard - In: Journal of finance and investment analysis 2 (2013) 2, pp. 1-13

This paper proposes new estimators for the daily return variance which are based on common intraday statistics (opening, high, low, and closing prices). These estimators utilize information contained in products of absolute values of uncorrelated intraday statistics. An empirical study of nine...

Persistent link: https://www.econbiz.de/10009746033

Developing TOPSIS method using statistical normalization for selecting knowledge management strategies

Zadeh Sarraf, Amin; Mohaghar, Ali; Bazargani, Hossein - In: Journal of industrial engineering and management : JIEM 6 (2013) 4, pp. 860-875

' opinion. The normal distribution considered the most prominent probability distribution in statistics is used to normalize …, there are some assumptions that might affect the accuracy of the approach such as normal distribution of sample and … solution, opinions of all managers is gathered and normalized by using standard normal distribution and central limit theorem. …

Persistent link: https://www.econbiz.de/10011903105

Estimating the size of an object captured with error

Hamedović, Safet; Benšić, Mirta; Sabo, Kristian; … - In: Central European journal of operations research : CEJOR … 26 (2018) 3, pp. 771-781

Persistent link: https://www.econbiz.de/10011898552

Correlation as probability : applications of Sheppard's formula to financial assets

Giner, Javier; Mendoza Aguilar, Judit; Morini-Marrero, … - In: Quantitative finance 18 (2018) 5, pp. 777-787

Persistent link: https://www.econbiz.de/10011907938

Statistical analysis of photovoltaic and wind power generation

Noor 'Adilah Ibrahim - In: The journal of energy markets 11 (2018) 3, pp. 43-69

Persistent link: https://www.econbiz.de/10012001927

Panel data stochastic frontier model with determinants of persistent and transient inefficiency

Lai, Hung-pin; Kumbhakar, Subal - In: European journal of operational research : EJOR 271 (2018) 2, pp. 746-755

Persistent link: https://www.econbiz.de/10011890405

Precise formulae for Bravo coefficients

Nadarajah, Saralees; Pogány, Tibor K. - In: Operations research letters 46 (2018) 2, pp. 189-192

Persistent link: https://www.econbiz.de/10011824877

An efficient adaptive real coded genetic algorithm to solve the portfolio choice problem under cumulative prospect theory

Gong, Chao; Xu, Chunhui; Wang, Ji - In: Computational economics 52 (2018) 1, pp. 227-252

Persistent link: https://www.econbiz.de/10012052931

A new closed-form formula for pricing European options under a skew Brownian motion

Zhu, Song-Ping; He, Xin-Jiang - In: The European journal of finance 24 (2018) 10/12, pp. 1063-1074

Persistent link: https://www.econbiz.de/10012244440