## 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.

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

*by*Qinlu Chen & David E. Giles

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

*by*David E. Giles

**Automatic regrouping of strata in the chi-square test**

*by*Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Manuel Ventura-Marco & Carlos Vidal-Meliá

**Interpreting the impact of explanatory variables in compositional models**

*by*Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel

**Using compositional and Dirichlet models for market-share regression**

*by*Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel

**In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory**

*by*Jiang, Liang & Wang, Xiaohu & Yu, Jun

**Have Middle-Class Earnings Risen in Canada? A Statistical Inference Approach**

*by*Charles Beach

**Robust inference in conditionally heteroskedastic autoregressions**

*by*Pedersen, Rasmus Søndergaard

**Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK**

*by*Murasawa, Yasutomo

**Governance statistics in OECD countries and beyond: What exists, and what would be required to assess their quality?**

*by*Santiago González & Lara Fleischer & Marco Mira d’Ercole

**The accuracy of measures of institutional trust in household surveys: Evidence from the oecd trust database**

*by*Santiago González & Conal Smith

**The Reliability of Students' Earnings Expectations**

*by*Diaz-Serrano, Luis & Nilsson, William

**An Integrated Approach for Top-Corrected Ginis**

*by*Bartels, Charlotte & Metzing, Maria

**Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR**

*by*Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard

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

*by*Jenkins, Stephen P.

**An Integrated Approach for Top-Corrected Ginis**

*by*Charlotte Bartels & Maria Metzing

**Regional effectiveness of innovation – leaders and followers of the EU NUTS 0 and NUTS 2 regions**

*by*Agata Zoltaszek & Alicja Olejnik

**Bayesian Inference for TIP curves: An Application to Child Poverty in Germany**

*by*Edwin Fourrier-Nicolai & Michel Lubrano

**Identifying the Social Structure and the Inequality in Monetary Income of Russian Population**

*by*Vyacheslav Bobkov & Igor Kolmakov

**The h-index as an almost-exact function of some basic statistics**

*by*Lucio Bertoli-Barsotti & Tommaso Lando

**A theoretical model of the relationship between the h-index and other simple citation indicators**

*by*Lucio Bertoli-Barsotti & Tommaso Lando

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

*by*Arturo Ramos

**A Survey On The Desirability Of An Extra-Curricular School Program Or Spiritual Counseling Workshop, And Some Specific Statistical Interactions Or Confrontations**

*by*Gheorghe SAVOIU & Mihaela Gabriela NEACSU & Cristina DURAN

**Hierarchies of Asociative Dynamics, Starting From Romania’s Macro-Economic Imbalances in the EU-28. What Does Romania’s Economic Evolution in the EU-28 Look Like?**

*by*Gheorghe SAVOIU & Emilia GOGU & Marian TAICU

**Heavy-tailed Distributions and Risk Management of Equity Market Tail Events**

*by*Zi-Yi Guo

**Modeling of Volatility in the Stock Markets Returns: Classic and Bayesian GARCH Approaches for ISE -100**

*by*Kılıç, Muhammet Burak & Çelik, İsmail & Kaya, Murat

**Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries**

*by*Łukasz Lenart & Mateusz Pipień

**Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process**

*by*José Antonio Climent Hernández & Carolina Cruz Matú

**Valuación de un producto estructurado de compra sobre el SX5E cuando la incertidumbre de los rendimientos está modelada con procesos log-estables**

*by*José Antonio Climent Hernández & Carolina Cruz Matú

**Dynamic of foreign direct investment in the states of Mexico: An analysis of Markov's spatial chains**

*by*Víctor Hugo Torres Preciado & Mayrén Polanco Gaytán & Miguel A. Tinoco Zermeño

**Dinámica de la inversión extranjera directa en los estados de México: un análisis de cadenas de Markov espaciales**

*by*Víctor Hugo Torres Preciado & Mayrén Polanco Gaytán & Miguel A. Tinoco Zermeño

**Accounting of Scientometric Indicators for Management of Scientific Activity**

*by*Oleh Moroz & Olena Shtovba

**Where Gibrat meets Zipf: Scale and scope of French firms**

*by*Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano

**Multiple risk factor dependence structures: Distributional properties**

*by*Su, Jianxi & Furman, Edward

**Size distribution of national CO2 emissions**

*by*Akhundjanov, Sherzod B. & Devadoss, Stephen & Luckstead, Jeff

**A Bayesian analysis of binary misclassification**

*by*Bollinger, Christopher R. & van Hasselt, Martijn

**Academic salary compression across disciplines and over time**

*by*McDonald, James B. & Sorensen, Jeff

**An integrated approach for top-corrected Ginis**

*by*Metzing, Maria & Bartels, Charlotte

**Information transmission in high dimensional choice problems: The value of online ratings in the restaurant market**

*by*Schaffner, Florian

**A note on optimal portfolios under regime-switching**

*by*Haas, Markus

**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

**A tour of regression models for explaining shares**

*by*Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine

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

*by*Jiang Liang & Wang Xiaohu & Jun Yu

**Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences**

*by*Vorobyev, Oleg Yu.

**Triangle room paradox of negative probabilities of events**

*by*Vorobyev, Oleg Yu.

**The theory of dual co~event means**

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

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

*by*Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips

**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

**Estimation of Health Care Demand and its Implication on Income Effects of Individuals**

*by*Hossein Kavand & Marcel-Cristian Voia

**On the Stock-Yogo Tables**

*by*Christopher L. Skeels & Frank Windmeijer

**Spatial wage inequality in Belarus**

*by*Aleh Mazol

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

*by*Majda Benzidia & Michel Lubrano

**Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications**

*by*Tim Leung & Xin Li

**Using Simulation and Six Sigma to Analyze and Improve Motivation Process of Teachers from Undergraduate Institutions**

*by*Duică Anişoara & Florea Nicoleta Valentina & Duică Mircea Constantin & Iancu Dorin

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

*by*Michal Brzezinski

**Testing for competitive balance**

*by*Lee Scyoc & M. Kevin McGee

**Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?**

*by*Tomáš Bunčák

**Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis**

*by*Lukasz Lenart & Blazej Mazur & Mateusz Pipien

**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*Hess Wolfgang & Tutz Gerhard & Gertheiss Jan

**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

**The risk in capital controls**

*by*Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas

**A note on optimal portfolios under regime–switching**

*by*Haas, Markus

**Dynamic structure of the spot price of crude oil: does time aggregation matter?**

*by*Aghababa, Hajar & Barnett, William A.

**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

**Variance of the truncated negative binomial distribution**

*by*Shonkwiler, J.S.

**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

**Cross Border Mergers And Acquisitions - An Overview Of Their Evolution And Trends**

*by*OGREAN Claudia & OKRÄ˜GLICKA MaÅ‚gorzata

**The Profile of Romanian Urban Inns**

*by*Monica Maria Coro? & Cornelia Pop & Diana-Roua Micu (Tau?an)

**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

**Is a Normal Copula the Right Copula?**

*by*Dante Amengual & Enrique Sentana

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

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

**Secular Bipolar Growth Rate of the Real US GDP Per Capita: Implications for Understanding Past and Future Economic Growth**

*by*Sandro Claudio LERA & Didier SORNETTE

**Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings**

*by*Spencer WHEATLEY & Didier SORNETTE

**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

**Performance Of Shannonâ€™s Maximum Entropy Distribution Under Some Restrictions: An Application On Turkeyâ€™s Annual Temperatures**

*by*Hatice Ã‡iÃ§ek & Sinan SaraÃ§lÄ±

**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

**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

**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

**Welfare and Trade without Pareto**

*by*Keith Head & Thierry Mayer & Mathias Thoenig

**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

**Synthetic data: an endogeneity simulation**

*by*Carbajal De Nova, Carolina

**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

**The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis**

*by*Louis Chauvel

**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

**Medical tourism in Romania: the case study of cardiovascular rehabilitation in Covasna**

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

**Benford's Law, families of distributions and a test basis**

*by*Morrow, John

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

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

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

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

**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

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

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

**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**

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**Predictability and Model Selection in the Context of ARCH Models**

*by*Degiannakis, Stavros & Xekalaki, Evdokia

**Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz**

*by*Cakir, Murat

**The determinants of the Harare Stock Exchange (HSE) market capitalisation**

*by*Ilmolelian, Peter

**A Latent Budget Analysis Approach to Classification: Examples from Economics**

*by*Larrosa, Juan MC

**Least absolute deviation estimation of linear econometric models: A literature review**

*by*Dasgupta, Madhuchhanda & Mishra, SK

**Structure and stylized facts of a deregulated power market**

*by*Simonsen, Ingve & Weron, Rafal & Mo, Birger

**Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates**

*by*Yashkir, Olga & Yashkir, Yuriy

**Origins of scaling in FX markets**

*by*Mercik, Szymon & Weron, Rafal

**Estimating long range dependence: finite sample properties and confidence intervals**

*by*Rafal Weron

**Property insurance loss distributions**

*by*Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron

**Energy price risk management**

*by*Rafal Weron

**Hurst analysis of electricity price dynamics**

*by*Rafal Weron & Beata Przybylowicz

**Copulas for finance**

*by*Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry

**Trends in Resource Extraction and Implications for Sustainability in Canada**

*by*Mariam, Yohannes

**Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries**

*by*Mariam, Yohannes

**Self-similar models in risk theory**

*by*Krzysztof Burnecki

**The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh**

*by*Freeman, Alan

**La quantificazione dei risultati dei sondaggi congiunturali: un confronto tra procedure**

*by*D'Elia, Enrico

**L’amortissement et l’autofinancement du processus d’investissement**

*by*Albu, Lucian-Liviu & Georgescu, George

**Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns**

*by*Vladimir FILIMONOV & Didier SORNETTE

**Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology**

*by*Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE