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Testing for stochastic monotonicity

Lee, Sokbae (contributor); Linton, Oliver (contributor); … - 2008

intergenerational income mobility. -- Distribution function ; Extreme Value Theory ; Gaussian Process ; Monotonicity …

Persistent link: https://www.econbiz.de/10003739710

Dispersion of growth paths of macroeconomic models in thermodynamic limits : two-parameter Poisson-Dirichlet models

Aoki, Masanao - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 3-13

Persistent link: https://www.econbiz.de/10003715648

Modelling and optimizing imperfect maintenance of coatings on steel structures

Nicolai, R. P. (contributor); Frenk, Johannes G. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003652390

On the tail probabilities of aggregated lognormal random fields with small noise

Liu, Xiaoou; Liu, Jingchen; Xu, Gongjun - In: Mathematics of operations research 41 (2016) 1, pp. 236-246

Persistent link: https://www.econbiz.de/10011448360

The empirical performance of option based densities of foreign exchange

Craig, Ben R.; Keller, Joachim G. - 2002

Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...

Persistent link: https://www.econbiz.de/10011431367