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Laplace random variables with application to price indices

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  • Saralees Nadarajah

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  • Saralees Nadarajah, 2009. "Laplace random variables with application to price indices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(3), pages 345-369, September.
    • Handle: RePEc:spr:alstar:v:93:y:2009:i:3:p:345-369
    DOI: 10.1007/s10182-009-0108-3
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    References listed on IDEAS

    as
    1. Linden, Mikael, 2001. "A Model for Stock Return Distribution," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 159-169, April.
    2. Hadri, Kaddour, 1996. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 285-290.
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    Cited by:

    1. Sajid Ali & Muhammad Aslam & Mohsin Ali, 2014. "Heterogeneous data analysis using a mixture of Laplace models with conjugate priors," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(12), pages 2619-2636, December.

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