Search Results - subject:"Normal mixture"

Adoption of warm season grasses by beef cattle producers in the Fescue Belt

Ren, Yongwang; Lambert, Dayton M.; Clark, Christopher David - In: Journal of agricultural and resource economics : JARE ; … 47 (2022) 1, pp. 190-208

Persistent link: https://www.econbiz.de/10012990443

Coherent risk measures and normal mixture distributions with applications in portfolio optimization

Shi, Xiang; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012652709

Dynamic linkage between the Chinese and global stock markets : a normal mixture approach

Wan, Li; Han, Liyan; Xu, Yang; Matousek, Roman - In: Emerging markets review 49 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013272858

Measuring public inflation perceptions and expectations in the UK

Murasawa, Yasutomo - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 315-344

Persistent link: https://www.econbiz.de/10012253216

Selecting between student and normal mixture distributions

Fukuda, Kosei - In: Applied economics letters 27 (2020) 7, pp. 549-554

Persistent link: https://www.econbiz.de/10012205726

Regime changes in uncertainty channel between inflation and output growth

Chung, Sang-Kuck - In: Journal of economic research 25 (2020) 2, pp. 125-154

Persistent link: https://www.econbiz.de/10013454631

What do data on millions of US workers reveal about life-cycle earnings risk?

Guvenen, Fatih; Karahan, Fatih; Ozkan, Serdar; Song, Jae - 2015

We study the evolution of individual labor earnings over the life cycle, using a large panel data set of earnings histories drawn from U.S. administrative records. Using fully nonparametric methods, our analysis reaches two broad conclusions. First, earnings shocks display substantial deviations...

Persistent link: https://www.econbiz.de/10010482953

Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility

Hodoshima, Jiro; Yamawake, Toshiyuki - In: Finance research letters 28 (2019), pp. 74-81

Persistent link: https://www.econbiz.de/10012388014

What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?

Guvenen, Fatih; Karahan, Fatih; Ozkan, Serdar; Song, Jae - Federal Reserve Bank of Minneapolis - 2015

We study the evolution of individual labor earnings over the life cycle using a large panel data set of earnings histories drawn from U.S. administrative records. Using fully nonparametric methods, our analysis reaches two broad conclusions. First, earnings shocks display substantial deviations...

Persistent link: https://www.econbiz.de/10011152609

Dynamic link between oil prices and exchange rates : a non-linear approach

Xu, Yang; Han, Liyan; Wan, Li; Yin, Libo - In: Energy economics 84 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012183369