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  • Search: subject:"generalized lambda distribution"
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Year of publication
Subject
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generalized lambda distribution 12 Statistical distribution 7 Statistische Verteilung 7 Estimation theory 5 Schätztheorie 5 GMM 4 Generalized Lambda Distribution 4 Asymptotic efficiency 3 Generalized lambda distribution 3 Generalized lambda distribution (GLD) 3 Kurtosis 3 Outside rate 3 Resistance 3 Risk and Uncertainty 3 Skewness 3 Small-sample bias 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 Börsenkurs 2 Capital income 2 Crop Production/Industries 2 Financial Economics 2 Goodness-of-fit 2 Kapitaleinkommen 2 Maximum likelihood 2 Method of moments 2 Momentenmethode 2 Newton`s method 2 Nonlinear programming 2 Percentile matching estimates 2 Research Methods/ Statistical Methods 2 Share price 2
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Online availability
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Free 18 Undetermined 3 CC license 1
Type of publication
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Article 11 Book / Working Paper 11 Other 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 4 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2
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Language
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English 15 Undetermined 8
Author
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Bozic, Marin 4 Ng, Serena 4 Carling, Kenneth 3 Alagidede, Imhotep Paul 2 Fortenbery, T. Randall 2 Friebel, Ludvík 2 Friebelová, Jana 2 Gospodinov, Nikolaj 2 Gospodinov, Nikolay 2 Jeyasreedharan, Nagaratnam 2 Khounisiavash, Mohsen 2 Mosleh, Maryam 2 Movahedi, Mohammad Mehdi 2 Otadi, Mahmood 2 Owusu Junior, Peterson 2 Asquith, William H. 1 Chalabi, Yohan 1 Chifurira, Retius 1 Chinhamu, Knowledge 1 Gould, Brian W. 1 Newton, John 1 Palmitesta, Paola 1 Pekár, Juraj 1 Prendergast, Luke A. 1 Provasi, Corrado 1 Pčolár, Mário 1 Scott, David J 1 Staudte, Robert G. 1 Subramoney, Stephanie Danielle 1 Thraen, Cameron S. 1 Wuertz, Diethelm 1 Y. 1
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Institution
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Agricultural and Applied Economics Association - AAEA 2 Ekonomski Institut Zagreb 1 Federal Reserve Bank of Atlanta 1 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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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 Central European journal of operations research 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2004 1 International journal of finance & banking studies : JJFBS 1 Journal of Industrial Engineering International 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of economic inequality 1 Journal of industrial engineering international 1 MPRA Paper 1 Working Paper / Federal Reserve Bank of Atlanta 1 Working Paper Series / Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Working Papers / Ekonomski Institut Zagreb 1 Working paper / IFAU - Institute for Labour Market Policy Evaluation 1 Working papers 1
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Source
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RePEc 9 ECONIS (ZBW) 8 EconStor 4 BASE 2
Showing 1 - 10 of 23
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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
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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:
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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
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Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management
Pekár, Juraj; Pčolár, Mário - In: Central European journal of operations research 30 (2022) 2, pp. 699-731
Persistent link: https://www.econbiz.de/10013185423
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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
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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
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Aproximation with generalized lambda distribution using method of moments
Friebel, Ludvík; Friebelová, Jana - 2012
This article deals with practical problems of fitting empirical data with generalized lambda distribution. Given method …
Persistent link: https://www.econbiz.de/10011315915
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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
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When large n is not enough : distribution-free interval estimators for ratios of quantiles
Prendergast, Luke A.; Staudte, Robert G. - In: Journal of economic inequality 15 (2017) 3, pp. 277-293
Persistent link: https://www.econbiz.de/10011806621
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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
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