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  • Search: subject:"density functions"
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Year of publication
Subject
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density functions 17 Theorie 9 Theory 8 Statistical distribution 7 Statistische Verteilung 7 Probability theory 6 Wahrscheinlichkeitsrechnung 6 copulas 5 dependence structures 5 distribution functions 5 Probability Density Functions 4 probability density functions 4 Differences of random variables 3 Option Pricing 3 Options 3 agglomeration 3 characteristic function 3 income distribution 3 inequality 3 market expectations 3 quotient of random variables 3 subgroup decompositions 3 uniform distribution 3 Agriculture 2 Analytic Approximations 2 Asian Options 2 Convergence 2 Copulas 2 Corn 2 Crop yield 2 Crops 2 Cyclical data 2 Degenerate Diffusion Processes 2 Einkommensverteilung 2 Federal crop insurance 2 Financial Crisis 2 Financial Market 2 Financial market 2 Finanzmarkt 2 Income distribution 2
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Online availability
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Free 31 Undetermined 13
Type of publication
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Article 28 Book / Working Paper 24
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 8 Article 4 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 29 Undetermined 22 Spanish 1
Author
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Wong, Wing Keung 5 Ewerhart, Christian 4 Ly, Sal 4 Ly, Sel 4 Pho, Kim-Hung 4 Serena, Marco 4 Gutiérrez, Puigvert 3 Jenkins, Stephen P. 3 Maria, Josep 3 Vergote, Olivier 3 Cooper, Joseph 2 Dalla, Violetta 2 Foschi, Paolo 2 Hidalgo, Javier 2 Langemeier, Michael 2 Olkhov, Victor 2 Pagliarani, Stefano 2 Pascucci, Andrea 2 Puigvert Gutiérrez, Josep Maria 2 Schnitkey, Gary 2 Van Kerm, Philippe 2 Zulauf, Carl 2 de Vincent-Humphreys, Rupert 2 Ailawadi, Satish 1 Arekar, Kirti 1 Awwad, Belal 1 Boussabaine, A. Halim 1 Bracale, Antonio 1 Calif, Rudy 1 Caramia, Pierluigi 1 Carpinelli, Guido 1 Chávez, Tania 1 Court, Richard S. 1 De Vincent-Humphreys, Rupert 1 Diemer, George 1 Dore, Mohammed 1 Ebert, Udo 1 Fazio, Anna Rita Di 1 Ferruzzi, Gabriella 1 Galindo, Anna 1
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Institution
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Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 European Central Bank 2 Bank of England 1 Departament d'Economia Aplicada, Universitat Autònoma de Barcelona 1 HEC Paris (École des Hautes Études Commerciales) 1 Institute for the Study of Labor (IZA) 1 London School of Economics (LSE) 1 Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD) 1 Society for Computational Economics - SCE 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 University of Bonn, Germany 1
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Published in...
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Working Paper 3 Agricultural Finance Review 2 ECB Working Paper 2 IZA Discussion Papers 2 Quaderni di Dipartimento 2 Working Paper Series / European Central Bank 2 50th Congress of the European Regional Science Association: "Sustainable Regional Growth and Development in the Creative Knowledge Economy", 19-23 August 2010, Jönköping, Sweden 1 Applied Energy 1 Applied economics 1 Atlantic Economic Journal 1 Bank of England working papers 1 Computing in Economics and Finance 2005 1 Construction Management and Economics 1 Discussion Paper Serie A 1 Economía Mexicana NUEVA ÉPOCA 1 Energies 1 Eurasian Economic Review 1 Eurasian economic review : a journal of the Eurasia Business and Economics Society 1 IRISS Working Paper Series 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 Journal of Agricultural and Applied Economics 1 Journal of Banking & Finance 1 Journal of Economic Inequality 1 Journal of Risk and Financial Management 1 Journal of Statistical and Econometric Methods 1 Journal of mathematical finance 1 Journal of risk and financial management : JRFM 1 LSE Research Online Documents on Economics 1 Les Cahiers de Recherche 1 Mathematics of operations research 1 Papers in Regional Science 1 Physica A: Statistical Mechanics and its Applications 1 Renewable Energy 1 Revue d'économie industrielle 1 Risks 1 Risks : open access journal 1 STICERD - Econometrics Paper Series 1 Swiss Journal of Economics and Statistics (SJES) 1 The journal of prediction markets 1
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Source
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RePEc 28 EconStor 12 ECONIS (ZBW) 11 Other ZBW resources 1
Showing 41 - 50 of 52
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A quantitative mirror on the Euribor market using implied probability density functions
Puigvert-Gutiérrez, Josep Maria; De Vincent-Humphreys, … - In: Eurasian economic review : a journal of the Eurasia … 2 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010340001
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Accounting for Income Distribution Trends : A Density Function Decomposition Approach
Jenkins, Stephen P.; van Kerm, Philippe - 2004
This paper develops methods for decomposing changes in the income distribution using subgroup decompositions of the income density function. Overall changes are related to changes in subgroup shares and changes in subgroup densities, where the latter are broken down further using elementary...
Persistent link: https://www.econbiz.de/10010276944
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A Study of Implied Risk-Neutral Density Functions in the Norwegian Option Market
Syrdal, Stig Arild - 2002
-neutral density functions. The study shows that there is a high level of uncertainty surrounding the implied density functions … estimates sensitive to the tails of the implied density functions. The small range of actively traded strike prices is probably …
Persistent link: https://www.econbiz.de/10012143601
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Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000
Mandler, Martin - In: Swiss Journal of Economics and Statistics (SJES) 138 (2002) II, pp. 165-189
In recent years various different techniques to uncover the information on market expectations contained in option prices have been developed. This paper applies the technique of fitting a mixture of lognormal densities to LIFFE Euribor futures options to estimate the risk-neutral implied...
Persistent link: https://www.econbiz.de/10005148731
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Estructura metropolitana y funciones de densidad residencial. El caso de la región metropolitana de Barcelona
Muñiz, Ivan; Galindo, Anna - Departament d'Economia Aplicada, Universitat Autònoma … - 2001
La relación que se establece entre el nivel de densidad residencial y la accesibilidad al lugar de empleo en el interior de una área urbana parece ser más compleja que la supuesta en el Modelo de Ciudad Monocéntrica. Las estimaciones de funciones de densidad residencial más simples,...
Persistent link: https://www.econbiz.de/10005562450
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Accounting for income distribution trends: A density function decomposition approach
Jenkins, Stephen; Kerm, Philippe - In: Journal of Economic Inequality 3 (2005) 1, pp. 43-61
This paper develops methods for decomposing changes in the income distribution using subgroup decompositions of the income density function. Overall changes are related to changes in subgroup shares and changes in subgroup densities, where the latter are broken down further using elementary...
Persistent link: https://www.econbiz.de/10005542982
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Accounting for Income Distribution Trends: A Density Function Decomposition Approach
Jenkins, Stephen P.; Van Kerm, Philippe - Institute for the Study of Labor (IZA) - 2004
This paper develops methods for decomposing changes in the income distribution using subgroup decompositions of the income density function. Overall changes are related to changes in subgroup shares and changes in subgroup densities, where the latter are broken down further using elementary...
Persistent link: https://www.econbiz.de/10005762087
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Accounting for income distribution trends: A density function decomposition approach
Jenkins, Stephen P.; Van Kerm, Philippe - Luxembourg Institute of Socio-Economic Research … - 2004
This paper develops methods for decomposing changes in the income distribution using subgroup decompositions of the income density function. Overall changes are related to changes in subgroup shares and changes in subgroup densities, where the latter are broken down further using elementary...
Persistent link: https://www.econbiz.de/10005796637
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Probability distributions of facilities management costs for whole life cycle costing in acute care NHS hospital buildings
Kirkham, Richard; Boussabaine, A. Halim; Awwad, Belal - In: Construction Management and Economics 20 (2002) 3, pp. 251-261
Whole life cycle costing (WLCC) can provide a valuable insight into the economic efficiency of National Health Service (NHS) acute care hospital buildings. The costs of the facilities management function form an integral part of that process. However, the nature of facilities management cost...
Persistent link: https://www.econbiz.de/10005482597
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research notes and comments: Regional density functions and growth patterns in major plains of China, 1982-1990
Wang, Fahui - In: Papers in Regional Science 80 (2001) 2, pp. 231-240
This research analyzes the spatial patterns of regional development in China through the change of population density … functions from 1982 to 1990, using several online digital data sets. To minimize the influence of physical environment on …
Persistent link: https://www.econbiz.de/10005612814
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