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  • Search: subject:"probability density function"
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Year of publication
Subject
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probability density function 49 probability 24 Probability density function 23 equation 23 probability density 23 statistics 20 equations 19 Economic models 17 Statistical distribution 17 Statistische Verteilung 17 Dichte <Stochastik> 15 Theorie 15 Theory 15 covariance 14 probabilities 14 standard deviation 14 correlation 13 normal distribution 13 probability distribution 13 Probability theory 12 Wahrscheinlichkeitsrechnung 12 random variable 12 time series 12 computation 11 econometrics 11 skewness 11 survey 11 Optionspreistheorie 10 Schätzung 10 calibration 10 forecasting 10 Option pricing theory 9 correlations 9 cumulative distribution function 9 logarithm 9 statistic 9 stochastic processes 9 integral 8 kurtosis 8 stochastic process 8
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Online availability
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Free 44 Undetermined 41
Type of publication
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Article 57 Book / Working Paper 47 Journal 2
Type of publication (narrower categories)
All
Article in journal 15 Aufsatz in Zeitschrift 15 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Aufsatz im Buch 2 Book section 2 Hochschulschrift 2 Article 1 Dissertation u.a. Prüfungsschriften 1 Lehrbuch 1 Monografische Reihe 1 Textbook 1 Thesis 1
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Language
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English 52 Undetermined 48 German 6
Author
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Krichene, Noureddine 4 Capuano, Christian 2 Chan-Lau, Jorge A. 2 Chang, Tian-Pau 2 Chen, Pai-Hsun 2 Ciccarelli, Matteo 2 Friebel, Ludvík 2 Friebelová, Jana 2 Giacomini, Raffaella 2 Gottschling, Andreas 2 Holbrook, Neil J. 2 Häfke, Christian 2 ISAIC-MANIU, Alexandru 2 Kocar, Ilhan 2 Lesage-Landry, Antoine 2 Li, Feng 2 Lin, Tsung-Chi 2 Liu, Feng-Jiao 2 Locht, Nicole van de 2 McAneney, John 2 Nadarajah, Saralees 2 Norets, Andriy 2 Pelenis, Justinas 2 Perkins, Sarah E. 2 Pitman, Andy J. 2 Rebucci, Alessandro 2 Todorov, Todor 2 White, Halbert 2 Xie, Min 2 Xu, Wei 2 Xu, Yong 2 Yang, Jun 2 Zhai, Qingqing 2 Zhao, Yu 2 Adam, Pasrun 1 Albadi, M.H. 1 Alentorn, Amadeo 1 Angle, John 1 Arimitsu, N. 1 Arimitsu, T. 1
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Institution
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International Monetary Fund (IMF) 24 International Monetary Fund 2 Society for Computational Economics - SCE 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Tilburg University, Center for Economic Research 1
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Published in...
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IMF Working Papers 23 Physica A: Statistical Mechanics and its Applications 11 Energy 4 IHS economics series : working paper 2 Informatica Economica 2 International Journal of Global Environmental Issues 2 Les cahiers du GERAD 2 Logistics 2 MPRA Paper 2 Reihe Ökonomie 2 Renewable Energy 2 Acta Universitatis Bohemiae Meridionales 1 Advances in Complex Systems (ACS) 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Angewandte Statistik und Ökonometrie 1 Annals of the Institute of Statistical Mathematics 1 Applied Energy 1 Arbeiten zur angewandten Statistik 1 Business Systems Research 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Computational economics 1 Computing in Economics and Finance 2001 1 Computing in Economics and Finance 2005 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energies 1 Environmental economics and policy studies 1 European Journal of Operational Research 1 European journal of industrial engineering : EJIE 1 European journal of operational research : EJOR 1 Gabler research 1 IMF Staff Country Reports 1 Insurance / Mathematics & economics 1 International Journal of Global Energy Issues 1 International Journal of Information Technology & Decision Making (IJITDM) 1 International Journal of Operations Research and Information Systems (IJORIS) 1
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Source
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RePEc 68 ECONIS (ZBW) 30 USB Cologne (EcoSocSci) 5 BASE 1 EconStor 1 Other ZBW resources 1
Showing 81 - 90 of 106
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Informationsgewinnung aus Optionspreisen : Eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole - 2009
Persistent link: https://www.econbiz.de/10008828262
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The study on a stochastic system with non-Gaussian noise and Gaussian colored noise
Zhang, Huiqing; Xu, Wei; Xu, Yong - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 6, pp. 781-788
stationary probability density function and mean first-passage time are presented. Also we explore the effects of correlation …
Persistent link: https://www.econbiz.de/10010872031
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Variable-order fractional differential operators in anomalous diffusion modeling
Sun, HongGuang; Chen, Wen; Chen, YangQuan - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 21, pp. 4586-4592
The purpose of this paper is to offer a unified discussion of variable-order differential operators in anomalous diffusion modeling. The characteristics of the new models, in contrast to constant-order fractional diffusion models, change with time, space, concentration or other independent...
Persistent link: https://www.econbiz.de/10010591291
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Wind modelling based on wind input data conditions using Weibull distribution
Prasad, R.D.; Bansal, R.C.; Sauturaga, M. - In: International Journal of Global Energy Issues 32 (2009) 3, pp. 227-240
Weibull distribution can be used to model the wind speed distribution at a particular site and hence, it can help in wind resource assessment (WRA) of a site. By calculating the shape (k) and scale (c) parameters for Weibull distribution, the wind speed frequency curve for a site can be made....
Persistent link: https://www.econbiz.de/10008755313
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Informationsgewinnung aus Optionspreisen : eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003823547
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Informationsgewinnung aus Optionspreisen : Eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de - 2009
Grundlagen der Optionspreistheorie -- Extrahierung der risikoneutralen Wahrscheinlichkeitsdichtefunktion -- Anwendungsgebiete risikoneutraler Wahrscheinlichkeitsdichtefunktionen -- Empirische Untersuchungen -- Zusammenfassung und Schlussfolgerungen.
Persistent link: https://www.econbiz.de/10014015223
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Distributions of the product and ratio of Maxwell and Rayleigh random variables
Shakil, M.; Kibria, B. Golam; Chang, Kuang-Chao - In: Statistical Papers 49 (2008) 4, pp. 729-747
Persistent link: https://www.econbiz.de/10008533795
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Probability distribution function and multiscaling properties in the Korean stock market
Lee, Kyoung Eun; Lee, Jae Woo - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 65-70
We consider the probability distribution function (pdf) and the multiscaling properties of the index and the traded volume in the Korean stock market. We observed the power law of the pdf at the fat tail region for the return, volatility, the traded volume, and changes of the traded volume. We...
Persistent link: https://www.econbiz.de/10010871852
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Ability of global climate models at a regional scale over Australia
Perkins, Sarah E.; Pitman, Andy J.; Holbrook, Neil J.; … - In: International Journal of Global Environmental Issues 7 (2007) 4, pp. 275-287
We evaluate the coupled climate models used in the fourth assessment report of the Intergovernmental Panel on Climate Change (IPCC). Our evaluation is focused on twelve regions of Australia for the daily simulation of precipitation, minimum temperature and maximum temperature. We base our...
Persistent link: https://www.econbiz.de/10005754008
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Ability of global climate models at a regional scale over Australia
Perkins, Sarah E.; Pitman, Andy J.; Holbrook, Neil J.; … - In: International Journal of Global Environmental Issues 7 (2007) 4, pp. 275-287
We evaluate the coupled climate models used in the fourth assessment report of the Intergovernmental Panel on Climate Change (IPCC). Our evaluation is focused on twelve regions of Australia for the daily simulation of precipitation, minimum temperature and maximum temperature. We base our...
Persistent link: https://www.econbiz.de/10008461302
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