## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C4: Econometric and Statistical Methods: Special Topics

/ / /

**C46: Specific Distributions**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Beyond dimension two: A test for higher-order tail risk**

*by*Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie

**Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors**

*by*JIN SEO CHO & PETER C.B. PHILLIPS

**New Distribution Theory for the Estimation of Structural Break Point in Mean**

*by*Jiang Liang & Wang Xiaohu & Jun Yu

**Fuzzy models in regional statistics**

*by*Sunanta, Owat & Viertl, Reinhard

**Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?**

*by*Barnett, William & Aghababa, Hajar

**Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution**

*by*Fernández-Morales, Antonio

**Informational Performance, Competitive Capital-Market Scaling, and the Frequency Distribution of Tobin’s Q**

*by*Paulo dos Santos & Ellis Scharfenaker

**Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?**

*by*William Barnett & Hajar Aghababa

**Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality**

*by*Jenkins, Stephen P.

**Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors**

*by*Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh

**Beyond Inequality: A Novel Measure of Skewness and its Properties**

*by*Walter Kraemer & Holger Dette

**Pareto models, top incomes, and recent trends in UK income inequality**

*by*Stephen P Jenkins

**A Bayesian Look at American Academic Wages: The Case of Michigan State University**

*by*Majda Benzidia & Michel Lubrano

**Robust estimation of the Pareto tail index: a Monte Carlo analysis**

*by*Michal Brzezinski

**Testing for competitive balance**

*by*Lee Scyoc & M. Kevin McGee

**Pricing of average value options versus European options with stochastic interest rate**

*by*Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios

**Volatility capital buffer to prevent the breach of the Solvency II capital requirements**

*by*Zoltán Zubor

**On a Class of Statistical Distance Measures for Sales Distribution: Theory, Simulation and Calibration**

*by*Tianhao Wu

**A Flexible Link Function for Discrete-Time Duration Models**

*by*Wolfgang Hess & Gerhard Tutz & Jan Gertheiss

**Diversity of firm sizes, complexity, and industry structure in the Chinese economy**

*by*Heinrich, Torsten & Dai, Shuanping

**Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?**

*by*Arnold, Ivo J.M. & Soederhuizen, Beau

**Climate normals and weather normalization for utility regulation**

*by*Won, Seoung Joun & Wang, X. Henry & Warren, Henry E.

**Dynamic conditional correlation multiplicative error processes**

*by*Bodnar, Taras & Hautsch, Nikolaus

**The large-sample distribution of the maximum Sharpe ratio with and without short sales**

*by*Maller, Ross & Roberts, Steven & Tourky, Rabee

**Identifying Consumers’Profiles Concerning Residential Lighting**

*by*Titus Felix FURTUNĂ & Adriana REVEIU & Marian DÂRDALĂ & Ion SMEUREANU

**Testing heteroskedastic time series for normality**

*by*Demetrescu, Matei & Kruse, Robinson

**The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece**

*by*Bach, Stefan & Thiemann, Andreas & Zucco, Aline

**We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"**

*by*YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

**Testing Linearity Using Power Transforms of Regressors**

*by*YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

**Estimating occupational mobility with covariates**

*by*Jørgen Modalsli

**The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective**

*by*Chris van Heerden

**Dezvoltarea economica endogena la nivel regional. Cazul Romaniei**

*by*Zaman, Gheorghe & Georgescu, George & Goschin, Zizi & Antonescu, Daniela & Popa, Florina

**Economic stratification - The remedy and demise of humanity**

*by*Merce, Cristian Calin & Merce, Emilian & Mihai, Mihaela

**Quantum strategy creation by interlocking interconnecting directors in boards of directors in modern organizations at time of globalization**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**An improvement over the normal distribution for log-growth rates of city sizes: Empirical evidence for France, Germany, Italy and Spain**

*by*Puente-Ajovin, Miguel & Ramos, Arturo

**Log-growth distributions of US city sizes and non-Lévy processes**

*by*Ramos, Arturo

**Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US**

*by*Ramos, Arturo

**Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia**

*by*Bassetti, Thomas & Caruso, Raul & Cortes, Darwin

**US city size distribution revisited: Theory and empirical evidence**

*by*Ramos, Arturo & Sanz-Gracia, Fernando

**Flexible statistical models: Methods for the ordering and comparison of theoretical distributions**

*by*Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios

**The “wrong skewness” problem: a re-specification of Stochastic Frontiers**

*by*Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo

**Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications**

*by*Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul

**Statistical analysis of business cycle fluctuations in Poland before and after the crisis**

*by*Lukasz Lenart & Blazej Mazur & Mateusz Pipien

**Shapley Allocation, Diversification and Services in Operational Risk**

*by*Peter Mitic & Bertrand K. Hassani

**Inequality, mobility and the financial accumulation process: A computational economic analysis**

*by*Yuri Biondi & Simone Righi

**Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma**

*by*Wojciech Charemza & Carlos Díaz & Svetlana Makarova

**Conditional Systemic Risk with Penalized Copula**

*by*Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück

**Learning About Consumer Uncertainty from Qualitative Surveys: As Uncertain As Ever**

*by*Pinto, Santiago & Sarte, Pierre-Daniel G. & Sharp, Robert

**The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece**

*by*Stefan Bach & Andreas Thiemann & Aline Zucco

**Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia**

*by*Thomas Bassetti & Raul Caruso & Darwin Cortes

**Is a normal copula the right copula?**

*by*Amengual, Dante & Sentana, Enrique

**Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia**

*by*Thomas Bassetti & Raul Caruso & Darwin Cortés

**The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers**

*by*Graziella Bonanno & Domenico De Giovanni & Filippo Domma

**A Comparative Analysis of Gibrat’s and Zipf’s Law on Urban Population**

*by*M. Modica & A. Reggiani & P. Nijkamp

**Non-Negativity, Zero Lower Bound and Affine Interest Rate Models**

*by*Roussellet, Guillaume

**A Brief Analysis Of Seasonality in the Romanian Car Market**

*by*Gheorghe Savoiu & Victor Iorga Siman & Constantin Manea

**Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo**

*by*Climent Hernández, José A. & Venegas Martínez, Francisco & Ortiz Arango, Francisco

**Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA**

*by*Łukasz Lenart & Mateusz Pipień

**Vícerozměrný pravděpodobnostní model rozdělení příjmů českých domácností**

*by*Ivana Malá

**Statistical Study on the Need for a Preliminary Assessment of the Effectiveness of the Implementation Process of ERP-Systems in Bulgarian SMEs**

*by*Natalia Futekova & Vladimir Monov

**Migration Processes in European Cities: A Spatio-Temporal Analysis Using Different Spatial Weights Matrices/Procesos migratorios entre ciudades europeas: Un análisis espacio-temporal usando diferentes matrices de pesos**

*by*ANTCZAK, EL?BIETA & LEWANDOWSKA-GWARDA, KAROLINA

**Effects of Higher Education on the Unconditional Distribution of Financial Literacy**

*by*Zhi-fang Su & Yujen Hsiao & Mei-Yuan Chen

**The instability of the Pearson correlation coefficient in the presence of coincidental outliers**

*by*Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga

**Liquidity and resolution of uncertainty in the European carbon futures market**

*by*Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher

**Predictability of price movements in deregulated electricity markets**

*by*Uritskaya, Olga Y. & Uritsky, Vadim M.

**A Quadratic Kalman Filter**

*by*Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume

**Testing linearity using power transforms of regressors**

*by*Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B.

**Estimating occupational mobility with covariates**

*by*Modalsli, Jørgen

**Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries**

*by*Lukasz Lenart

**Changes in the spatial pattern of net earnings: Evidence from Serbia**

*by*Uglješa Stankov & Vanja Dragićević

**Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality**

*by*Charles I. Jones

**Income Distribution in Urban China: An Overlooked Data Inconsistency Issue**

*by*Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan

**La cópula GED bivariada. Una aplicación en entornos de crisis**

*by*Mendoza, Alfonso. & Galvanovskis, Evalds.

**Estimating the Impact of Alternative Multiple Imputation Methods on Longitudinal Wealth Data**

*by*Grabka, Markus & Westermeier, Christian

**Spatial Typology of the Ageing Process in the European Union on the Level NUTS 2 Regions**

*by*Ivan ?otkovskÃ½

**Does the EU have homogeneous urban structure area? The role of agglomeration and the impact of shocks on urban structure**

*by*Marco Modica

**Power laws in citation distributions: Evidence from Scopus**

*by*Michał Brzeziński

**Empirical modeling of the impact factor distribution**

*by*Michał Brzeziński

**Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory**

*by*David E. Giles & Qinlu Chen

**Comparing Distributional Policy Parameters between Populations with Different Outcome Structures**

*by*Strittmatter, Anthony

**Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process**

*by*Aman Ullah & Yong Bao & Yun Wang

**A new approach to the unconditional measurement of default risk**

*by*Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López

**Where Gibrat meets Zipf: Scale and Scope of French Firms**

*by*MArco Bee & Massimo Riccaboni & Stefano Schiavo

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

**On Bias in the Estimation of Structural Break Points**

*by*Liang Jiang & Xiaohu Wang & Jun Yu

**Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions**

*by*Matthias Duschl

**Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy**

*by*Heinrich, Torsten & Dai, Shuanping

**Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0**

*by*Goodwin, Roger L

**Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0**

*by*Goodwin, Roger L

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Rescue costs and financial risk**

*by*Estrada, Fernando

**Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform**

*by*Golmohammadpoor Azar, Kamran

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Testing Spatial Causality in Cross-section Data**

*by*Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

**Estimating Stable Factor Models By Indirect Inference**

*by*Giorgio Calzolari & Roxana Halbleib

**Correcting wealth survey data for the missing rich: The case of Austria**

*by*Paul Eckerstorfer & Johannes Halak & Jakob Kapeller & Bernhard Schütz & Florian Springholz & Rafael Wildauer

**Search Costs, Information Exchange and Sales Concentration in the Digital Music Industry**

*by*Nestor Duch-Brown & Bertin Martens

**Beyond dimension two: A test for higher-order tail risk**

*by*Carsten Bormann & Melanie Schienle & Julia Schaumburg &

**Estimating Individual Mahalanobis Distance in High-Dimensional Data**

*by*Dai, Deliang & Holgersson, Thomas & Karlsson, Peter

**High-dimensional CLTs for individual Mahalanobis distances**

*by*Holgersson, Thomas & Dai, Deliang

**Exploring Network Behavior Using Cluster Analysis**

*by*Rong Rong & Daniel Houser

**Scale-free tails in Colombian financial indexes: a primer**

*by*Carlos León

**A Cross Matrix for Modeling Open Innovation in Production Management**

*by*Gratiela Boca

**Optimizing Waste Costs in Production Management**

*by*Dinu Daraba

**Benford's Law, Families of Distributions and a Test Basis**

*by*John Morrow

**A Quadratic Kalman Filter**

*by*Monfort, A. & Renne, J.-P. & Roussellet, G.

**Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective**

*by*Michele Leonardo Bianchi

**Calibrating the Italian smile with time-varying volatility and heavy-tailed models**

*by*Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev

**Business concentration through the eyes of the HHI**

*by*George Djolov

**Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research**

*by*Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU

**A skew test on financial returns in the Colombian market**

*by*Marisol Valencia & Alejandro Bedoya

**Intangible Assets and Strategic Positioning of Company**

*by*Roxana Arabela Dumitrascu

**The Process of Creating Economic Value Added: Causes, Factors and Implications**

*by*Roxana Arabela Dumitrascu

**Earnings and labour market volatility in Britain, with a transatlantic comparison**

*by*Cappellari, Lorenzo & Jenkins, Stephen P.

**Lévy jump risk: Evidence from options and returns**

*by*Ornthanalai, Chayawat

**Measuring systemic risk-adjusted liquidity (SRL)—A model approach**

*by*Jobst, Andreas A.

**Tail risk in energy portfolios**

*by*González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio

**A comparison of city size distributions for China and India from 1950 to 2010**

*by*Luckstead, Jeff & Devadoss, Stephen

**Income distribution in urban China: An overlooked data inconsistency issue**

*by*Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan

**An Inter-, Trans-, Cross- and Multidisciplinary Approach to Higher Education in the Field of Business Studies**

*by*Gheorghe Savoiu & Dinu Vasile & Laurentiu Tachiciu

**Hotel Chain’s Strategic Options to Penetrate the Romanian Market**

*by*Smaranda Cosma & Cristina Fleseriu & Marius Bota

**Analysis of Romania’s and Transylvania’s Tourist Supply Development and Performance**

*by*Monica Maria Coros & Adina Letitia Negrusa

**Medical Tourism in Romania. The Case Study of Cardiovascular Rehabilitation in Covasna**

*by*Roxana Oana Darabont & Paul Suceveanu & Mihaela Suceveanu & Clara Alexandra Volintiru

**Welfare and Trade without Pareto**

*by*Keith Head & Thierry Mayer & Mathias Thoenig

**The use of polynomial transformations in organizational research: review and recommendations**

*by*Valentina Kuskova & Nathan Podsakoff & Philip Podsakoff

**Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings**

*by*Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

**Copula-based dynamic conditional correlation multiplicative error processes**

*by*Bodnar, Taras & Hautsch, Nikolaus

**Robust estimation of the Pareto index: A Monte Carlo Analysis**

*by*Michał Brzeziński

**Parametric modelling of income distribution in Central and Eastern Europe**

*by*Michał Brzeziński

**Relative risk aversion and power-law distribution of macroeconomic disasters**

*by*Michał Brzeziński

**Variance estimation for richness measures**

*by*Michał Brzeziński

**On the comparison of model-based clustering solutions**

*by*Stefano Tonellato & Andrea Pastore

**A merging algorithm for Gaussian mixture components**

*by*Andrea Pastore & Stefano Tonellato

**Internetnutzer und Korruptionswahrnehmung – Eine ökonometrische Untersuchung**

*by*Gerrits, Carsten

**The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution**

*by*Bouaddi, Mohammed & Belhachemi, Rachid & Douch, Mohamed

**Regularized Extended Skew-Normal Regression**

*by*Shutes, Karl & Adcock, Chris

**Regularized Skew-Normal Regression**

*by*Shutes, Karl & Adcock, Chris

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**A comparison of normal approximation rules for attribute control charts**

*by*Emura, Takeshi & Lin, Yi-Shuan

**On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Race & Gender Differences in the Experience of Earnings Inequality in the US from 1995 to 2010**

*by*Markus P. A. Schneider

**Too many skew normal distributions? The practitioner’s perspective**

*by*Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova

**Note on Lilien and Modified Lilien Index**

*by*Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco

**Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills**

*by*Konstantin Fursov & Ian Miles

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

*by*Matthias Duschl & Shi-Shu Peng

**Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis**

*by*Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

**Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis**

*by*Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A.

**Testing Linearity Using Power Transforms of Regressors**

*by*Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

**On moment indeterminacy of the Benini income distribution**

*by*Christian Kleiber

**Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution**

*by*Vilmunen, Jouko & Palmroos, Peter

**Tempered stable Ornstein-Uhlenbeck processes: a practical view**

*by*Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi

**Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution**

*by*Stavros Stavroyiannis & Leonidas Zarangas

**Collaborative consumption as a new consumer trend (Konsumpcja kolaboratywna jako nowy trend konsumencki)**

*by*Paulina Wardak & Tomasz Zalega

**Alternative consumption trends in Polish urban households in the period of crisis (Alternatywne trendy konsumenckie w miejskich gospodarstwach domowych w Polsce w okresie kryzysu)**

*by*Tomasz Zalega

**Aplicación del modelo Weibull en el análisis de eventos críticos en precios bursátiles / Weibull Model Application for the Analysis of Critical Events in Stock Prices**

*by*Mejía Téllez, Juan de la Cruz

**Some Accounting Issues and Statistics about Romania and EU Funds - Absorption through Projects and Eligible Expenses**

*by*Gheorghe SAVOIU & Mariana BANUTA & Mihaela GADOIU

**Econometric persistence in innovation and analysis of the patent activity of Russian companies**

*by*Kaneva, Maria

**Parametric Modelling of Income Distribution in Central and Eastern Europe**

*by*Michał Brzeziński

**Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes**

*by*Łukasz Lenart & Mateusz Pipień

**R versus Other Statistical Software**

*by*Dobre Ana Maria & Caragea Nicoleta & Alexandru Ciprian Antoniade

**Statistical and Mathematical Methods to Predict the Risk of Bankruptcy**

*by*Mariana Balan

**Conceptual Limitations Concerning the National Intellectual Capital**

*by*Vadim Dumitrascu & Roxana Arabela Dumitrascu

**European Experiences Relating to National Intellectual Capital Metrics**

*by*Roxana Arabela Dumitrascu & Vadim Dumitrascu

**Power Laws and Skew Distributions: An Application to Performance Royalty Income**

*by*Ivan L. Pitt

**Is gold a hedge or safe haven against oil price movements?**

*by*Reboredo, Juan C.

**How unaware are the unskilled? Empirical tests of the “signal extraction” counterexplanation for the Dunning–Kruger effect in self-evaluation of performance**

*by*Schlösser, Thomas & Dunning, David & Johnson, Kerri L. & Kruger, Justin

**CVaR sensitivity with respect to tail thickness**

*by*Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J.

**The measurement of production efficiency in scientific journals through stochastic frontier analysis models: Application to quantitative economics journals**

*by*Ortega, Francisco J. & Gavilan, Jose M.

**Testing for financial crashes using the Log Periodic Power Law model**

*by*Brée, David S. & Joseph, Nathan Lael

**Multivariate dependence of implied volatilities from equity options as measure of systemic risk**

*by*Jobst, Andreas A.

**Bayesian inference in regression with Pearson disturbances**

*by*Tsionas, Efthymios G.

**A wavelet decomposition approach to crude oil price and exchange rate dependence**

*by*Reboredo, Juan C. & Rivera-Castro, Miguel A.

**Prueba de sesgo sobre rendimientos financieros en el mercado colombiano**

*by*Valencia, Marisol & Bedoya, Alejandro

**How To Measure The Economy Based Of Knowledge : A Short Review**

*by*Aurelia G. TURCAN

**An empirical analysis of the nonlinear relationship between environmental regulation and manufacturing productivity**

*by*Armando Sanchez-Vargas & Ricardo Mansilla-Sanchez & Alonso Aguilar-Ibarra

**Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings**

*by*Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

**Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators**

*by*Marcin Magdziarz & Janusz Gajda

**A Note on Improved Estimation for the Topp-Leone Distribution**

*by*David E. Giles

**Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications**

*by*David E. Giles

**Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology**

*by*Tsagris, Michail & Elmatzoglou, Ioannis & C. Frangos, Christos

**Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian**

*by*Teneng, Dean

**Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012**

*by*Panait, Iulian & Constantinescu, Alexandru

**Generating Tempered Stable Random Variates from Mixture Representation**

*by*Piotr Jelonek

**Relative Income Changes and an Identification of Growth Pattern**

*by*Marek Kośny

**Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes**

*by*Taras Bodnar & Nikolaus Hautsch & &

**Copula structural shift identification**

*by*Boris Brodsky & Henry Penikas & Irina Safaryan

**Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities**

*by*Giorgio Fazio & Marco Modica

**Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model**

*by*Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion

**Tests For Serial Dependence In Static, Non-Gaussian Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**The Generalized Lognormal Distribution and the Stieltjes Moment Problem**

*by*Christian Kleiber

**An empirical comparison of alternative credit default swap pricing models**

*by*Michele Leonardo Bianchi

**A Note on the Finite Sample Properties of the CLS Method of TAR Models**

*by*Marian Vavra

**Testing Non-linearity Using a Modified Q Test**

*by*Marian Vavra

**Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model**

*by*Claudia PIGINI

**An analysis of vital statistics and death causes evolution in Romania in 1990-2010 period**

*by*Marian ZAHARIA & Aniela BALACESCU

**Positive Feedbacks, Diffusion Phenomenon and Competition between Standards on the Knowledge Markets**

*by*Vadim DUMITRASCU

**Copulas having Zero-Isoline and Economic Applications**

*by*Ciuiu, Daniel

**On Solving Some Types of Multiple Attribute Decision-Making Problems**

*by*Vaduva, Ion

**Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns**

*by*Gozde Unal & Derya Korman

**Food Responsibility - A National Challenge. Case Study - Implementation Of A Social Campaign In Bucharest Schools**

*by*STOICA, Ivona & DUMITRU, Nicoleta Rossela

**Estimación del coeficiente de Hurst con wavelets de índices accionarios de Turquía, Indonesia, México y Corea del Sur**

*by*Stephanie Rendón de la Torre

**Modelling oil price and exchange rate co-movements**

*by*Reboredo, Juan C.

**U.S. stock market crash risk, 1926–2010**

*by*Bates, David S.

**Heterogeneity of Australian population mortality and implications for a viable life annuity market**

*by*Su, Shu & Sherris, Michael

**Multivariate longitudinal modeling of insurance company expenses**

*by*Shi, Peng

**Modeling dependence dynamics through copulas with regime switching**

*by*Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.

**Robust estimation of covariance and its application to portfolio optimization**

*by*Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi

**Econometric modeling and value-at-risk using the Pearson type-IV distribution**

*by*Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L.

**Investment in new power generation under uncertainty: Benefits of CHP vs. condensing plants in a copula-based analysis**

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