EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"generalized lambda distribution"
Narrow search

Narrow search

Year of publication
Subject
All
generalized lambda distribution 12 Statistical distribution 4 Statistische Verteilung 4 Estimation theory 3 GMM 3 Generalized Lambda Distribution 3 Generalized lambda distribution (GLD) 3 Risk and Uncertainty 3 Schätztheorie 3 arbitrage pricing model 3 identification 3 non-Gaussian errors 3 non-invertibility 3 options on futures 3 simulation-based estimation 3 skewness 3 theory of storage 3 Agribusiness 2 Agricultural Finance 2 Asymptotic efficiency 2 Crop Production/Industries 2 Financial Economics 2 Goodness-of-fit 2 Kurtosis 2 Maximum likelihood 2 Newton`s method 2 Nonlinear programming 2 Outside rate 2 Percentile matching estimates 2 Research Methods/ Statistical Methods 2 Resistance 2 Skewness 2 Small-sample bias 2 Tolerancing 2 entry point 2 estimation 2 fitting 2 higher moments 2 highfrequency 2 moment 2
more ... less ...
Online availability
All
Free 18 CC license 1
Type of publication
All
Book / Working Paper 10 Article 7 Other 1
Type of publication (narrower categories)
All
Working Paper 4 Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2
more ... less ...
Language
All
English 11 Undetermined 7
Author
All
Bozic, Marin 4 Ng, Serena 3 Alagidede, Imhotep Paul 2 Carling, Kenneth 2 Fortenbery, T. Randall 2 Friebel, Ludvík 2 Friebelová, Jana 2 Gospodinov, Nikolay 2 Jeyasreedharan, Nagaratnam 2 Khounisiavash, Mohsen 2 Mosleh, Maryam 2 Movahedi, Mohammad Mehdi 2 Otadi, Mahmood 2 Owusu Junior, Peterson 2 Chalabi, Yohan 1 Chifurira, Retius 1 Chinhamu, Knowledge 1 Gospodinov, Nikolaj 1 Gould, Brian W. 1 Newton, John 1 Palmitesta, Paola 1 Provasi, Corrado 1 Scott, David J 1 Subramoney, Stephanie Danielle 1 Thraen, Cameron S. 1 Wuertz, Diethelm 1 Y. 1
more ... less ...
Institution
All
Agricultural and Applied Economics Association - AAEA 2 Ekonomski Institut Zagreb 1 Federal Reserve Bank of Atlanta 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Working Paper 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 1 Acta Universitatis Bohemiae Meridionales 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computing in Economics and Finance 2004 1 International journal of finance & banking studies : JJFBS 1 Journal of Industrial Engineering International 1 Journal of industrial engineering international 1 MPRA Paper 1 Working Paper / Federal Reserve Bank of Atlanta 1 Working Papers / Ekonomski Institut Zagreb 1 Working paper / IFAU - Institute for Labour Market Policy Evaluation 1 Working papers / Federal Reserve Bank of Atlanta 1
more ... less ...
Source
All
RePEc 7 ECONIS (ZBW) 5 EconStor 4 BASE 2
Showing 1 - 10 of 18
Cover Image
On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns
Owusu Junior, Peterson; Jeyasreedharan, Nagaratnam; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-20
In this paper, we investigate the goodness-of-fit of the flexible four-parameter generalized Lambda Distribution (GLD …
Persistent link: https://www.econbiz.de/10015074104
Saved in:
Cover Image
On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns
Owusu Junior, Peterson; Jeyasreedharan, Nagaratnam; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20
In this paper, we investigate the goodness-of-fit of the flexible four-parameter generalized Lambda Distribution (GLD …
Persistent link: https://www.econbiz.de/10013426215
Saved in:
Cover Image
Value at risk estimation using GAS models with heavy tailed distributions for cryptocurrencies
Subramoney, Stephanie Danielle; Chinhamu, Knowledge; … - In: International journal of finance & banking studies : JJFBS 10 (2021) 4, pp. 40-54
Persistent link: https://www.econbiz.de/10012653269
Saved in:
Cover Image
A new statistical method for design and analyses of component tolerance
Movahedi, Mohammad Mehdi; Khounisiavash, Mohsen; Otadi, … - In: Journal of Industrial Engineering International 13 (2017) 1, pp. 59-66
is unknown, a new statistical method will be employed to design tolerance. In this paper, we use generalized lambda … distribution for design and analyses component tolerance. We use percentile method (PM) to estimate the distribution parameters …
Persistent link: https://www.econbiz.de/10011773032
Saved in:
Cover Image
A new statistical method for design and analyses of component tolerance
Movahedi, Mohammad Mehdi; Khounisiavash, Mohsen; Otadi, … - In: Journal of industrial engineering international 13 (2017) 1, pp. 59-66
is unknown, a new statistical method will be employed to design tolerance. In this paper, we use generalized lambda … distribution for design and analyses component tolerance. We use percentile method (PM) to estimate the distribution parameters …
Persistent link: https://www.econbiz.de/10011563760
Saved in:
Cover Image
Minimum distance estimation of possibly non-invertible moving average models
Gospodinov, Nikolay; Ng, Serena - 2013
This paper considers estimation of moving average (MA) models with non-Gaussian errors. Information in higher-order cumulants allows identification of the parameters without imposing invertibility. By allowing for an unbounded parameter space, the generalized method of moments estimator of the...
Persistent link: https://www.econbiz.de/10010397701
Saved in:
Cover Image
Minimum distance estimation of possibly non-invertible moving average models
Gospodinov, Nikolay; Ng, Serena - Federal Reserve Bank of Atlanta - 2013
This paper considers estimation of moving average (MA) models with non-Gaussian errors. Information in higher-order cumulants allows identification of the parameters without imposing invertibility. By allowing for an unbounded parameter space, the generalized method of moments estimator of the...
Persistent link: https://www.econbiz.de/10010732472
Saved in:
Cover Image
Minimum distance estimation of possibly non-invertible moving average models
Gospodinov, Nikolaj; Ng, Serena - 2013
This paper considers estimation of moving average (MA) models with non-Gaussian errors. Information in higher-order cumulants allows identification of the parameters without imposing invertibility. By allowing for an unbounded parameter space, the generalized method of moments estimator of the...
Persistent link: https://www.econbiz.de/10010201380
Saved in:
Cover Image
An asymmetry-steepness parameterization of the generalized lambda distribution
Chalabi, Yohan; Y.; Scott, David J; Wuertz, Diethelm - Volkswirtschaftliche Fakultät, … - 2012
The generalized lambda distribution (GLD) is a versatile distribution that can accommodate a wide range of shapes …
Persistent link: https://www.econbiz.de/10011114175
Saved in:
Cover Image
Livestock Gross Margin Insurance for Dairy: Designing Margin Insurance Contracts to Account for Tail Dependence Risk
Bozic, Marin; Newton, John; Thraen, Cameron S.; Gould, … - Agricultural and Applied Economics Association - AAEA - 2012
Livestock Gross Margin Insurance for Dairy Cattle (LGM-Dairy) is a recently introduced tool for protecting average income over feed cost margins in milk production. In this paper we examine the assumptions underpinning the rating method used to determine premiums charged for LGM-Dairy insurance...
Persistent link: https://www.econbiz.de/10010881190
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...