Showing 1 - 10 of 92,381
observations on the underlying asset price or derivative securities' prices. Both parametric and nonparametric methods are …
Persistent link: https://www.econbiz.de/10013144021
Persistent link: https://www.econbiz.de/10011543236
Persistent link: https://www.econbiz.de/10001446623
Persistent link: https://www.econbiz.de/10011422491
Persistent link: https://www.econbiz.de/10011498799
This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null of symmetry and is consistent under the alternative. A...
Persistent link: https://www.econbiz.de/10011506402
We propose a quantification of the p-p plot that assigns equal weight to all distances between the respective distributions: the surface between the p-p plot and the diagonal. This surface is labelled the Harmonic Weighted Mass (HWM) index. We introduce the diagonal-deviation (d-d) plot that...
Persistent link: https://www.econbiz.de/10011377121
Persistent link: https://www.econbiz.de/10012121230
Persistent link: https://www.econbiz.de/10011661982
Persistent link: https://www.econbiz.de/10010497148