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  • Search: subject:"Shape parameter"
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Year of publication
Subject
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Shape parameter 11 Statistical distribution 3 Statistische Verteilung 3 shape parameter 3 Asymmetric Laplace distribution 2 Bias 2 Estimation theory 2 Exponentially weighted moving average (EWMA) 2 F distribution 2 Heavy-tailed distribution 2 Market structure 2 Monte Carlo simulation 2 Parametric bootstrap 2 Power-law behavior 2 Radial basis functions 2 Schätztheorie 2 Skewed EWMA 2 Skewness and heavy tails 2 Theorie 2 Theory 2 Time-varying shape parameter 2 Tourism industry 2 Value-at-risk (VaR) 2 Vol-of-Vol 2 Volatility 2 Volatilität 2 Weibull distribution 2 forecasting 2 heavy tails 2 realized kernel 2 score-driven dynamics 2 time-varying shape-parameter 2 ARCH model 1 ARCH-Modell 1 Analysis 1 Asymptotic test 1 Beta distribution 1 CUSUM 1 Capital income 1 Compounded poisson process 1
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Online availability
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Undetermined 14 Free 3
Type of publication
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Article 17 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Aufsatz im Buch 1 Book section 1 Graue Literatur 1 Non-commercial literature 1
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Language
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Undetermined 14 English 7
Author
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Huang, Hai 2 Lu, Zudi 2 Lucas, André 2 Opschoor, Anne 2 Provenzano, Davide 2 Abu-Dayyeh, Walid 1 Alva, José Villaseñor 1 Assrhani, Aissa 1 Cirillo, Pasquale 1 Galkate, R. 1 Gerlach, Richard 1 Ghosh, N. 1 Giribone, Pier Giuseppe 1 Golbabai, A. 1 González, Eduardo Gutiérrez 1 Guo, Xu 1 Huang, Ping-Huang 1 Huerta, Humberto Vaquera 1 Hwang, Tea-Yuan 1 Hüsler, Jürg 1 Ibrahim, Kamarulzaman 1 Jaiswal, R. 1 Joshi, Harshada 1 Kao, Lie-Jane 1 Kumar, Rakesh 1 Lee, Cheng F. 1 Ligato, Simone 1 Lohani, A. 1 Nasiru, Suleman 1 Niu, Cuizhen 1 Panteleeva, Olga 1 Papastathopoulos, Ioannis 1 Park, Jeong-Soo 1 Saeedi, A. 1 Saxena, Sharad 1 Singh, Housila 1 Takagi, Yoshiji 1 Tawn, Jonathan A. 1 Thomas, T. 1 Tseng, Hsiao-Chiao 1
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Institution
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Business School, University of Sydney 2
Published in...
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Statistical Papers / Springer 3 Statistics & Probability Letters 2 Working Papers / Business School, University of Sydney 2 Annals of the Institute of Statistical Mathematics 1 Computational Statistics 1 Computational economics 1 Discussion paper / Tinbergen Institute 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2 1 International journal of financial engineering 1 International journal of productivity and quality management : IJPQM 1 Mathematics and Computers in Simulation (MATCOM) 1 Metrika 1 Physica A: Statistical Mechanics and its Applications 1 Tinbergen Institute Discussion Paper 1 Water Resources Management 1
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Source
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RePEc 14 ECONIS (ZBW) 6 EconStor 1
Showing 21 - 21 of 21
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On New Moment Estimation of Parameters of the Gamma Distribution Using its Characterization
Hwang, Tea-Yuan; Huang, Ping-Huang - In: Annals of the Institute of Statistical Mathematics 54 (2002) 4, pp. 840-847
Persistent link: https://www.econbiz.de/10005395611
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