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Information about:
John C. Frain

Personal Details | Affiliation | Works
This is information that was supplied by John Frain in registering through RePEc. If you are John C. Frain , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: John
Middle Name: C.
Last Name: Frain
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RePEc Short-ID: pfr62

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Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. John C. Frain, 2008. "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics, revised May 2008. [Downloadable!]

  2. John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008. [Downloadable!]

  3. John C. Frain, 2007. "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers tep0207, Trinity College Dublin, Department of Economics. [Downloadable!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2007-03-10 2008-05-24 Author is listed
  2. NEP-ORE: Operations Research (1) 2008-05-24 Author is listed
  3. NEP-RMG: Risk Management (1) 2008-06-13 Author is listed
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This page was last updated on 2008-6-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.