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Laplace random variables with application to price indices

Nadarajah, Saralees - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 3, pp. 345-369

Persistent link: https://www.econbiz.de/10003888674

Distribution properties and estimation of the ratio of independent Weilbull random variables

Nadarajah, Saralees - In: Advances in statistical analysis : AStA ; a journal of … 94 (2010) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10008669456

Pearson type VII ratio distribution

Nadarajah, Saralees - In: Empirical economics : a journal of the Institute for … 37 (2009) 1, pp. 219-229

Persistent link: https://www.econbiz.de/10003868535

Estimation of models for stock returns

Nadarajah, Saralees; Hitchen, Thomas - In: Computational economics 64 (2024) 6, pp. 3577-3616

Persistent link: https://www.econbiz.de/10015144254

Is the wealth of the Forbes 400 lists really Pareto distributed?

Chan, Stephen; Chu, Jeffrey; Nadarajah, Saralees - In: Economics letters 152 (2017), pp. 9-14

Persistent link: https://www.econbiz.de/10011800764

A statistical analysis of global economies using time varying copulas

Afuecheta, Emmanuel; Nadarajah, Saralees; Chan, Stephen - In: Computational economics 58 (2021) 4, pp. 1167-1194

Persistent link: https://www.econbiz.de/10012697904

Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis

Afuecheta, Emmanuel; Okorie, Idika E.; Nadarajah, Saralees - In: Computational economics 63 (2024) 1, pp. 271-304

Persistent link: https://www.econbiz.de/10014472109

Better models for Gibrat's data

Nadarajah, Saralees; Afuecheta, Emmanuel - In: Empirical economics : a quarterly journal of the … 62 (2022) 4, pp. 2057-2067

Persistent link: https://www.econbiz.de/10013197264

Estimation of finite population parameters with several realizations

Espejo, M.; Pineda, M.; Nadarajah, S. - In: Statistical Papers 44 (2003) 2, pp. 267-278

Persistent link: https://www.econbiz.de/10004970887

An alternative inverse Gaussian distribution

Nadarajah, Saralees - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 5, pp. 1721-1729

An alternative inverse Gaussian distribution expressed in terms of the Bessel function is introduced. Both theoretical and empirical motivation is provided. Various particular cases and expressions for moments are derived. Estimation procedures by the method of moments and the method of maximum...

Persistent link: https://www.econbiz.de/10010870676