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What moves the tail? : The determinants of the option-implied probability density function of the DAX index

Glatzer, Ernst; Scheicher, Martin - In: The journal of futures markets 25 (2005) 6, pp. 515-536

Persistent link: https://www.econbiz.de/10002846386

Asymptotic distribution theory for nonparametric entropy measures of serial dependence

Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901

Persistent link: https://www.econbiz.de/10002876743

Computational methods for measuring the difference of empirical distributions

Poe, Gregory L.; Cullen, Kelly L.; Loomis, John B. - In: American journal of agricultural economics 87 (2005) 2, pp. 353-365

Persistent link: https://www.econbiz.de/10002877165

Statistical methods for eliciting probability distributions

Garthwaite, Paul H.; Kadane, Joseph B.; O'Hagan, Anthony - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 680-700

Persistent link: https://www.econbiz.de/10002932572

Critical values for an F-test for cointegration in a multivariate model

Kanioura, Athina; Turner, Paul - In: Applied economics 37 (2005) 3, pp. 265-270

Persistent link: https://www.econbiz.de/10002546515

Determinants of industrial location : an application for Catalan municipalities

Arauzo-Carod, Josep Maria - In: Papers in regional science : the journal of the … 84 (2005) 1, pp. 105-119

Persistent link: https://www.econbiz.de/10003041200

Normalisierende Transformation für verallgemeinerte Ordnungsstatistiken und ihre Anwendung bei der Maximum-Likelihood-Schätzung

Pahl, Claudia - 2005

Persistent link: https://www.econbiz.de/10003042065

A re-examination of Sharpe's ratio for log-normal prices

Knight, John L.; Satchell, Stephen - In: Applied mathematical finance 12 (2005) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10002727068

Testing for a Santa Claus effect in growth cycles

Giles, David E. A. - In: Economics letters 87 (2005) 3, pp. 421-426

Persistent link: https://www.econbiz.de/10002857156

Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states

Castrén, Olli (contributor) - 2005

methods to incorporate risk in the markets’ probability distribution function and find that the role of the time-varying risk … density forecast is a good forecast of the true probability distribution then the estimated probability will be uniformly …

Persistent link: https://www.econbiz.de/10002814277

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