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Chinese firm dynamics and the role of ownership type : a conditional estimation approach of the Asymmetric Exponential Power (AEP) density

Duschl, Matthias; Peng, Shi-Shu - 2014

This paper investigates the impact of ownership type on the entire growth rate distributional mass of Chinese firms, using a conditional estimation approach of the Asymmetric Exponential Power (AEP) density that goes beyond simple location-shift analysis. We first find a Chinese growth puzzle,...

Persistent link: https://www.econbiz.de/10010436766

Testing densities with financial data : an empirical comparison of the Edgeworth-Sargan density to the student's t

Mauleón Torres, Ignacio; Perote, Javier - In: The European journal of finance 6 (2000) 2, pp. 225-239

Persistent link: https://www.econbiz.de/10001519395

A quantile regression neural network approach to estimating the conditional density of multiperiod returns

Taylor, James W. - In: Journal of forecasting 19 (2000) 4, pp. 299-311

Persistent link: https://www.econbiz.de/10001504631

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2000

Persistent link: https://www.econbiz.de/10001534272

Estimating state-price densities from derivative prices : parametric and nonparametric methods

Guidolin, Massimo - 1999

Persistent link: https://www.econbiz.de/10001446623

Option-based tests of interest rate diffusion functions

Rosenberg, Joshua V. - 1999

Persistent link: https://www.econbiz.de/10001447927

Die Shannonsche Entropie als Risikomass : Zusammenhang mit der physikalischen Entropie und Kritikpunkte

Weber, Frithjof - 1999

Persistent link: https://www.econbiz.de/10001456173

Conditional forecasts in dynamic multivariate models

Waggoner, Daniel F.; Zha, Tao - In: The review of economics and statistics 81 (1999) 4, pp. 639-651

Persistent link: https://www.econbiz.de/10001437383

Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model

Ané, Thierry - In: The journal of futures markets 19 (1999) 7, pp. 735-758

Persistent link: https://www.econbiz.de/10001443345

Quantifiying the half-life of deviations from PPP : the role of economic priors

Kilian, Lutz; Zha, Tao - 1999

Persistent link: https://www.econbiz.de/10001444610

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