Search Results - subject:"Skewed Distribution"

Share to scare : technology sharing in the absence of strong intellectual property rights

Jansen, Jos - 2023

Persistent link: https://www.econbiz.de/10014281995

The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model

Boukai, Benzion - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-18

the Black-Scholes modeling in such instances, which involves negatively skewed distribution, is further illustrated by its … positively skewed distribution. In all, utilizing the Generalized Gamma distributions as possible RNDs for direct option … model. Indeed, this distribution is especially useful in situations in which the spot's price follows a negatively skewed …

Persistent link: https://www.econbiz.de/10014332439

The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model

Boukai, Benzion - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-18

Persistent link: https://www.econbiz.de/10013273577

Skewed logistic distribution for statistical temperature post-processing in mountainous areas

Gebetsberger, Manuel; Stauffer, Reto; Mayr, Georg J.; … - 2018

Non-homogeneous post-processing is often used to improve the predictive performance of probabilistic ensemble forecasts. A common quantity to develop, test, and demonstrate new methods is the near-surface air temperature frequently assumed to follow a Gaussian response distribution. However,...

Persistent link: https://www.econbiz.de/10011930743

Skewed logistic distribution for statistical temperature post-processing in mountainous areas

Gebetsberger, Manuel; Stauffer, Reto; Mayr, Georg. J.; … - 2018

Persistent link: https://www.econbiz.de/10011847486

Strategic disclosure of demand information by duopolists: Theory and experiment

Jansen, Jos; Pollak, Andreas - 2015

We study the strategic disclosure of demand information and product-market strategies of duopolists. In a setting where both firms receive information with some probability, we show that firms selectively disclose information in equilibrium in order to influence their competitor´s...

Persistent link: https://www.econbiz.de/10011348185

Strategic disclosure of demand information by duopolists : theory and experiment

Jansen, Jos; Pollak, Andreas - 2015

Persistent link: https://www.econbiz.de/10011301237

Strategic Disclosure of Demand Information by Duopolists: Theory and Experiment

Jansen, Jos; Pollak, Andreas - School of Economics and Management, University of Aarhus - 2014

We study the strategic disclosure of demand information and product-market strategies of duopolists. In a setting where firms may fail to receive information, we show that firms selectively disclose information in equilibrium in order to influence their competitor’s product-market strategy....

Persistent link: https://www.econbiz.de/10010892064

Strategic Disclosure of Demand Information by Duopolists: Theory and Experiment

Jansen, Jos; Pollak, Andreas - Staatswissenschaftliches Seminar, Wirtschafts- und … - 2014

Persistent link: https://www.econbiz.de/10010905833

The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index

Shen, Xi; Chokethaworn, Kanchana; Chaiboonsri, Chukiat - In: The Empirical Econometrics and Quantitative Economics … 2 (2013) 4, pp. 53-53

This paper used different copula-based GARCH models (Copula-GARCH model and Copula-GJR-GARCH model) to analyze the dependence structure among gold price, stock price index of gold mining companies and Shanghai Composite Index in China. The empirical results found that the suitable margins were...

Persistent link: https://www.econbiz.de/10010765555