Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C46: Specific Distributions

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This topic is covered by the following reading lists:

1. SOEP based publications
2. Technology Assessment

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Most recent items first, undated at the end.

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2017 Interpreting the impact of explanatory variables in compositional models
by Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel

2017 Using compositional and Dirichlet models for market-share regression
by Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel

2017 Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK
by Murasawa, Yasutomo

2017 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

2017 The Reliability of Students' Earnings Expectations
by Diaz-Serrano, Luis & Nilsson, William

2017 An Integrated Approach for Top-Corrected Ginis
by Bartels, Charlotte & Metzing, Maria

2017 An Integrated Approach for Top-Corrected Ginis
by Charlotte Bartels & Maria Metzing

2017 Bayesian Inference for TIP curves: An Application to Child Poverty in Germany
by Edwin Fourrier-Nicolai & Michel Lubrano

2017 A theoretical model of the relationship between the h-index and other simple citation indicators
by Lucio Bertoli-Barsotti & Tommaso Lando

2017 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

2017 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

2017 Accounting of Scientometric Indicators for Management of Scientific Activity
by Oleh Moroz & Olena Shtovba

2016 An integrated approach for top-corrected Ginis
by Metzing, Maria & Bartels, Charlotte

2016 Information transmission in high dimensional choice problems: The value of online ratings in the restaurant market
by Schaffner, Florian

2016 A note on optimal portfolios under regime-switching
by Haas, Markus

2016 Beyond dimension two: A test for higher-order tail risk
by Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie

2016 Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors
by JIN SEO CHO & PETER C.B. PHILLIPS

2016 A tour of regression models for explaining shares
by Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine

2016 New Distribution Theory for the Estimation of Structural Break Point in Mean
by Jiang Liang & Wang Xiaohu & Jun Yu

2016 Fuzzy models in regional statistics
by Sunanta, Owat & Viertl, Reinhard

2016 Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?
by Barnett, William & Aghababa, Hajar

2016 Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution
by Fernández-Morales, Antonio

2016 Informational Performance, Competitive Capital-Market Scaling, and the Frequency Distribution of Tobin’s Q
by Paulo dos Santos & Ellis Scharfenaker

2016 Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?
by William Barnett & Hajar Aghababa

2016 Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality
by Jenkins, Stephen P.

2016 Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
by Dobrev, Dobrislav & Nesmith, Travis D. & Oh, Dong Hwan

2016 Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors
by Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips

2016 Beyond Inequality: A Novel Measure of Skewness and its Properties
by Walter Kraemer & Holger Dette

2016 Pareto models, top incomes, and recent trends in UK income inequality
by Stephen P Jenkins

2016 On the Stock-Yogo Tables
by Christopher L. Skeels & Frank Windmeijer

2016 Spatial wage inequality in Belarus
by Aleh Mazol

2016 A Bayesian Look at American Academic Wages: The Case of Michigan State University
by Majda Benzidia & Michel Lubrano

2016 Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications
by Tim Leung & Xin Li

2016 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

2016 Robust estimation of the Pareto tail index: a Monte Carlo analysis
by Michal Brzezinski

2016 Testing for competitive balance
by Lee Scyoc & M. Kevin McGee

2016 Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?
by Tomáš Bunčák

2016 Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis
by Lukasz Lenart & Blazej Mazur & Mateusz Pipien

2016 Pricing of average value options versus European options with stochastic interest rate
by Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios

2016 Volatility capital buffer to prevent the breach of the Solvency II capital requirements
by Zoltán Zubor

2016 On a Class of Statistical Distance Measures for Sales Distribution: Theory, Simulation and Calibration
by Tianhao Wu

2016 A Flexible Link Function for Discrete-Time Duration Models
by Hess Wolfgang & Tutz Gerhard & Gertheiss Jan

2016 Diversity of firm sizes, complexity, and industry structure in the Chinese economy
by Heinrich, Torsten & Dai, Shuanping

2016 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

2016 The risk in capital controls
by Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas

2016 A note on optimal portfolios under regime–switching
by Haas, Markus

2016 Dynamic structure of the spot price of crude oil: does time aggregation matter?
by Aghababa, Hajar & Barnett, William A.

2016 Climate normals and weather normalization for utility regulation
by Won, Seoung Joun & Wang, X. Henry & Warren, Henry E.

2016 Dynamic conditional correlation multiplicative error processes
by Bodnar, Taras & Hautsch, Nikolaus

2016 Variance of the truncated negative binomial distribution
by Shonkwiler, J.S.

2016 The large-sample distribution of the maximum Sharpe ratio with and without short sales
by Maller, Ross & Roberts, Steven & Tourky, Rabee

2016 Identifying Consumers’Profiles Concerning Residential Lighting
by Titus Felix FURTUNĂ & Adriana REVEIU & Marian DÂRDALĂ & Ion SMEUREANU

2016 Cross Border Mergers And Acquisitions - An Overview Of Their Evolution And Trends
by OGREAN Claudia & OKRĘGLICKA Małgorzata

2016 The Profile of Romanian Urban Inns
by Monica Maria Coro? & Cornelia Pop & Diana-Roua Micu (Tau?an)

2015 Testing heteroskedastic time series for normality
by Demetrescu, Matei & Kruse, Robinson

2015 The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece
by Bach, Stefan & Thiemann, Andreas & Zucco, Aline

2015 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

2015 Testing Linearity Using Power Transforms of Regressors
by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

2015 Estimating occupational mobility with covariates
by Jørgen Modalsli

2015 The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective
by Chris van Heerden

2015 Dezvoltarea economica endogena la nivel regional. Cazul Romaniei
by Zaman, Gheorghe & Georgescu, George & Goschin, Zizi & Antonescu, Daniela & Popa, Florina

2015 Economic stratification - The remedy and demise of humanity
by Merce, Cristian Calin & Merce, Emilian & Mihai, Mihaela

2015 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.

2015 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

2015 Log-growth distributions of US city sizes and non-Lévy processes
by Ramos, Arturo

2015 Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US
by Ramos, Arturo

2015 Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia
by Bassetti, Thomas & Caruso, Raul & Cortes, Darwin

2015 US city size distribution revisited: Theory and empirical evidence
by Ramos, Arturo & Sanz-Gracia, Fernando

2015 Flexible statistical models: Methods for the ordering and comparison of theoretical distributions
by Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios

2015 The “wrong skewness” problem: a re-specification of Stochastic Frontiers
by Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo

2015 Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications
by Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul

2015 Statistical analysis of business cycle fluctuations in Poland before and after the crisis
by Lukasz Lenart & Blazej Mazur & Mateusz Pipien

2015 Shapley Allocation, Diversification and Services in Operational Risk
by Peter Mitic & Bertrand K. Hassani

2015 Inequality, mobility and the financial accumulation process: A computational economic analysis
by Yuri Biondi & Simone Righi

2015 Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma
by Wojciech Charemza & Carlos Díaz & Svetlana Makarova

2015 Conditional Systemic Risk with Penalized Copula
by Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück

2015 Learning About Consumer Uncertainty from Qualitative Surveys: As Uncertain As Ever
by Pinto, Santiago & Sarte, Pierre-Daniel G. & Sharp, Robert

2015 The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece
by Stefan Bach & Andreas Thiemann & Aline Zucco

2015 Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia
by Thomas Bassetti & Raul Caruso & Darwin Cortes

2015 Is a normal copula the right copula?
by Amengual, Dante & Sentana, Enrique

2015 Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia
by Thomas Bassetti & Raul Caruso & Darwin Cortés

2015 Is a Normal Copula the Right Copula?
by Dante Amengual & Enrique Sentana

2015 The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers
by Graziella Bonanno & Domenico De Giovanni & Filippo Domma

2015 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

2015 Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings
by Spencer WHEATLEY & Didier SORNETTE

2015 A Comparative Analysis of Gibrat’s and Zipf’s Law on Urban Population
by M. Modica & A. Reggiani & P. Nijkamp

2015 Non-Negativity, Zero Lower Bound and Affine Interest Rate Models
by Roussellet, Guillaume

2015 A Brief Analysis Of Seasonality in the Romanian Car Market
by Gheorghe Savoiu & Victor Iorga Siman & Constantin Manea

2015 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

2015 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

2015 Vícerozměrný pravděpodobnostní model rozdělení příjmů českých domácností
by Ivana Malá

2015 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

2015 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

2015 Effects of Higher Education on the Unconditional Distribution of Financial Literacy
by Zhi-fang Su & Yujen Hsiao & Mei-Yuan Chen

2015 The instability of the Pearson correlation coefficient in the presence of coincidental outliers
by Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga

2015 Liquidity and resolution of uncertainty in the European carbon futures market
by Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher

2015 Predictability of price movements in deregulated electricity markets
by Uritskaya, Olga Y. & Uritsky, Vadim M.

2015 A Quadratic Kalman Filter
by Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume

2015 Testing linearity using power transforms of regressors
by Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B.

2015 Estimating occupational mobility with covariates
by Modalsli, Jørgen

2015 Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
by Lukasz Lenart

2015 Performance Of Shannon’s Maximum Entropy Distribution Under Some Restrictions: An Application On Turkey’s Annual Temperatures
by Hatice Çiçek & Sinan Saraçlı

2015 Changes in the spatial pattern of net earnings: Evidence from Serbia
by Uglješa Stankov & Vanja Dragićević

2015 Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality
by Charles I. Jones

2014 Income Distribution in Urban China: An Overlooked Data Inconsistency Issue
by Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan

2014 Estimating the Impact of Alternative Multiple Imputation Methods on Longitudinal Wealth Data
by Grabka, Markus & Westermeier, Christian

2014 Spatial Typology of the Ageing Process in the European Union on the Level NUTS 2 Regions
by Ivan ?otkovský

2014 Does the EU have homogeneous urban structure area? The role of agglomeration and the impact of shocks on urban structure
by Marco Modica

2014 Power laws in citation distributions: Evidence from Scopus
by Michał Brzeziński

2014 Empirical modeling of the impact factor distribution
by Michał Brzeziński

2014 Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
by David E. Giles & Qinlu Chen

2014 Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process
by Aman Ullah & Yong Bao & Yun Wang

2014 A new approach to the unconditional measurement of default risk
by Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López

2014 Where Gibrat meets Zipf: Scale and Scope of French Firms
by MArco Bee & Massimo Riccaboni & Stefano Schiavo

2014 On Distributions of Ratios
by Simon A. Broda & Raymond Kan

2014 Welfare and Trade without Pareto
by Keith Head & Thierry Mayer & Mathias Thoenig

2014 On Bias in the Estimation of Structural Break Points
by Liang Jiang & Xiaohu Wang & Jun Yu

2014 Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions
by Matthias Duschl

2014 Synthetic data: an endogeneity simulation
by Carbajal De Nova, Carolina

2014 Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy
by Heinrich, Torsten & Dai, Shuanping

2014 Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0
by Goodwin, Roger L

2014 Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0
by Goodwin, Roger L

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Rescue costs and financial risk
by Estrada, Fernando

2014 Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform
by Golmohammadpoor Azar, Kamran

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Testing Spatial Causality in Cross-section Data
by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

2014 The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis
by Louis Chauvel

2014 Estimating Stable Factor Models By Indirect Inference
by Giorgio Calzolari & Roxana Halbleib

2014 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

2014 Search Costs, Information Exchange and Sales Concentration in the Digital Music Industry
by Nestor Duch-Brown & Bertin Martens

2014 Beyond dimension two: A test for higher-order tail risk
by Carsten Bormann & Melanie Schienle & Julia Schaumburg &

2014 Estimating Individual Mahalanobis Distance in High-Dimensional Data
by Dai, Deliang & Holgersson, Thomas & Karlsson, Peter

2014 High-dimensional CLTs for individual Mahalanobis distances
by Holgersson, Thomas & Dai, Deliang

2014 Exploring Network Behavior Using Cluster Analysis
by Rong Rong & Daniel Houser

2014 Medical tourism in Romania: the case study of cardiovascular rehabilitation in Covasna
by Roxana Oana Darabont & Paul Suceveanu & Mihaela Suceveanu & Clara Volintiru

2014 Benford's Law, families of distributions and a test basis
by John Morrow

2014 Earnings and labour market volatility in Britain, with a transatlantic comparison
by Lorenzo Cappellari & Stephen P. Jenkins

2014 Scale-free tails in Colombian financial indexes: a primer
by Carlos León

2014 A Cross Matrix for Modeling Open Innovation in Production Management
by Gratiela Boca

2014 Optimizing Waste Costs in Production Management
by Dinu Daraba

2014 Benford's Law, Families of Distributions and a Test Basis
by John Morrow

2014 A Quadratic Kalman Filter
by Monfort, A. & Renne, J.-P. & Roussellet, G.

2014 Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective
by Michele Leonardo Bianchi

2014 Calibrating the Italian smile with time-varying volatility and heavy-tailed models
by Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev

2014 Business concentration through the eyes of the HHI
by George Djolov

2014 Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research
by Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU

2014 A skew test on financial returns in the Colombian market
by Marisol Valencia & Alejandro Bedoya

2014 Intangible Assets and Strategic Positioning of Company
by Roxana Arabela Dumitrascu

2014 The Process of Creating Economic Value Added: Causes, Factors and Implications
by Roxana Arabela Dumitrascu

2014 La cópula GED bivariada. Una aplicación en entornos de crisis
by Mendoza, Alfonso. & Galvanovskis, Evalds.

2014 Earnings and labour market volatility in Britain, with a transatlantic comparison
by Cappellari, Lorenzo & Jenkins, Stephen P.

2014 Lévy jump risk: Evidence from options and returns
by Ornthanalai, Chayawat

2014 Measuring systemic risk-adjusted liquidity (SRL)—A model approach
by Jobst, Andreas A.

2014 Tail risk in energy portfolios
by González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio

2014 A comparison of city size distributions for China and India from 1950 to 2010
by Luckstead, Jeff & Devadoss, Stephen

2014 Income distribution in urban China: An overlooked data inconsistency issue
by Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan

2014 An Inter-, Trans-, Cross- and Multidisciplinary Approach to Higher Education in the Field of Business Studies
by Gheorghe Savoiu & Dinu Vasile & Laurentiu Tachiciu

2014 Hotel Chain’s Strategic Options to Penetrate the Romanian Market
by Smaranda Cosma & Cristina Fleseriu & Marius Bota

2014 Analysis of Romania’s and Transylvania’s Tourist Supply Development and Performance
by Monica Maria Coros & Adina Letitia Negrusa

2014 Medical Tourism in Romania. The Case Study of Cardiovascular Rehabilitation in Covasna
by Roxana Oana Darabont & Paul Suceveanu & Mihaela Suceveanu & Clara Alexandra Volintiru

2014 Welfare and Trade without Pareto
by Keith Head & Thierry Mayer & Mathias Thoenig

2013 The use of polynomial transformations in organizational research: review and recommendations
by Valentina Kuskova & Nathan Podsakoff & Philip Podsakoff

2013 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

2013 Copula-based dynamic conditional correlation multiplicative error processes
by Bodnar, Taras & Hautsch, Nikolaus

2013 Robust estimation of the Pareto index: A Monte Carlo Analysis
by Michał Brzeziński

2013 Parametric modelling of income distribution in Central and Eastern Europe
by Michał Brzeziński

2013 Relative risk aversion and power-law distribution of macroeconomic disasters
by Michał Brzeziński

2013 Variance estimation for richness measures
by Michał Brzeziński

2013 On the comparison of model-based clustering solutions
by Stefano Tonellato & Andrea Pastore

2013 A merging algorithm for Gaussian mixture components
by Andrea Pastore & Stefano Tonellato

2013 Internetnutzer und Korruptionswahrnehmung – Eine ökonometrische Untersuchung
by Gerrits, Carsten

2013 The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution
by Bouaddi, Mohammed & Belhachemi, Rachid & Douch, Mohamed

2013 Regularized Extended Skew-Normal Regression
by Shutes, Karl & Adcock, Chris

2013 Regularized Skew-Normal Regression
by Shutes, Karl & Adcock, Chris

2013 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.

2013 A comparison of normal approximation rules for attribute control charts
by Emura, Takeshi & Lin, Yi-Shuan

2013 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.

2013 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.

2013 Race & Gender Differences in the Experience of Earnings Inequality in the US from 1995 to 2010
by Markus P. A. Schneider

2013 Too many skew normal distributions? The practitioner’s perspective
by Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova

2013 Note on Lilien and Modified Lilien Index
by Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco

2013 Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills
by Konstantin Fursov & Ian Miles

2013 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

2013 Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
by Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

2013 Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
by Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A.

2013 Testing Linearity Using Power Transforms of Regressors
by Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

2013 On moment indeterminacy of the Benini income distribution
by Christian Kleiber

2013 Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution
by Vilmunen, Jouko & Palmroos, Peter

2013 Tempered stable Ornstein-Uhlenbeck processes: a practical view
by Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi

2013 Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution
by Stavros Stavroyiannis & Leonidas Zarangas

2013 Collaborative consumption as a new consumer trend (Konsumpcja kolaboratywna jako nowy trend konsumencki)
by Paulina Wardak & Tomasz Zalega

2013 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

2013 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

2013 Some Accounting Issues and Statistics about Romania and EU Funds - Absorption through Projects and Eligible Expenses
by Gheorghe SAVOIU & Mariana BANUTA & Mihaela GADOIU

2013 Econometric persistence in innovation and analysis of the patent activity of Russian companies
by Kaneva, Maria

2013 Parametric Modelling of Income Distribution in Central and Eastern Europe
by Michał Brzeziński

2013 Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes
by Łukasz Lenart & Mateusz Pipień

2013 R versus Other Statistical Software
by Dobre Ana Maria & Caragea Nicoleta & Alexandru Ciprian Antoniade

2013 Statistical and Mathematical Methods to Predict the Risk of Bankruptcy
by Mariana Balan

2013 Conceptual Limitations Concerning the National Intellectual Capital
by Vadim Dumitrascu & Roxana Arabela Dumitrascu

2013 European Experiences Relating to National Intellectual Capital Metrics
by Roxana Arabela Dumitrascu & Vadim Dumitrascu

2013 Power Laws and Skew Distributions: An Application to Performance Royalty Income
by Ivan L. Pitt

2013 Is gold a hedge or safe haven against oil price movements?
by Reboredo, Juan C.

2013 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

2013 CVaR sensitivity with respect to tail thickness
by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J.

2013 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.

2013 Testing for financial crashes using the Log Periodic Power Law model
by Brée, David S. & Joseph, Nathan Lael

2013 Multivariate dependence of implied volatilities from equity options as measure of systemic risk
by Jobst, Andreas A.

2013 Bayesian inference in regression with Pearson disturbances
by Tsionas, Efthymios G.

2013 A wavelet decomposition approach to crude oil price and exchange rate dependence
by Reboredo, Juan C. & Rivera-Castro, Miguel A.

2013 Prueba de sesgo sobre rendimientos financieros en el mercado colombiano
by Valencia, Marisol & Bedoya, Alejandro

2013 How To Measure The Economy Based Of Knowledge : A Short Review
by Aurelia G. TURCAN

2013 An empirical analysis of the nonlinear relationship between environmental regulation and manufacturing productivity
by Armando Sanchez-Vargas & Ricardo Mansilla-Sanchez & Alonso Aguilar-Ibarra

2012 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

2012 Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators
by Marcin Magdziarz & Janusz Gajda

2012 A Note on Improved Estimation for the Topp-Leone Distribution
by David E. Giles

2012 Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications
by David E. Giles

2012 Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology
by Tsagris, Michail & Elmatzoglou, Ioannis & C. Frangos, Christos

2012 Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
by Teneng, Dean

2012 Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012
by Panait, Iulian & Constantinescu, Alexandru

2012 Generating Tempered Stable Random Variates from Mixture Representation
by Piotr Jelonek

2012 Relative Income Changes and an Identification of Growth Pattern
by Marek Kośny

2012 Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
by Taras Bodnar & Nikolaus Hautsch & &

2012 Copula structural shift identification
by Boris Brodsky & Henry Penikas & Irina Safaryan

2012 Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities
by Giorgio Fazio & Marco Modica

2012 Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model
by Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion

2012 Tests for Serial Dependence in Static, Non-Gaussian Factor Models
by Gabriele Fiorentini & Enrique Sentana

2012 The Generalized Lognormal Distribution and the Stieltjes Moment Problem
by Christian Kleiber

2012 An empirical comparison of alternative credit default swap pricing models
by Michele Leonardo Bianchi

2012 A Note on the Finite Sample Properties of the CLS Method of TAR Models
by Marian Vavra

2012 Testing Non-linearity Using a Modified Q Test
by Marian Vavra

2012 Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model
by Claudia PIGINI

2012 An analysis of vital statistics and death causes evolution in Romania in 1990-2010 period
by Marian ZAHARIA & Aniela BALACESCU

2012 Positive Feedbacks, Diffusion Phenomenon and Competition between Standards on the Knowledge Markets
by Vadim DUMITRASCU

2012 Copulas having Zero-Isoline and Economic Applications
by Ciuiu, Daniel

2012 On Solving Some Types of Multiple Attribute Decision-Making Problems
by Vaduva, Ion

2012 Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns
by Gozde Unal & Derya Korman

2012 Food Responsibility - A National Challenge. Case Study - Implementation Of A Social Campaign In Bucharest Schools
by STOICA, Ivona & DUMITRU, Nicoleta Rossela

2012 Estimación del coeficiente de Hurst con wavelets de índices accionarios de Turquía, Indonesia, México y Corea del Sur
by Stephanie Rendón de la Torre

2012 Modelling oil price and exchange rate co-movements
by Reboredo, Juan C.

2012 U.S. stock market crash risk, 1926–2010
by Bates, David S.

2012 Heterogeneity of Australian population mortality and implications for a viable life annuity market
by Su, Shu & Sherris, Michael

2012 Multivariate longitudinal modeling of insurance company expenses
by Shi, Peng

2012 Modeling dependence dynamics through copulas with regime switching
by Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.

2012 Robust estimation of covariance and its application to portfolio optimization
by Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi

2012 Econometric modeling and value-at-risk using the Pearson type-IV distribution
by Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L.

2012 Investment in new power generation under uncertainty: Benefits of CHP vs. condensing plants in a copula-based analysis
by Westner, Günther & Madlener, Reinhard

2012 Estimating the demand for gasoline in developing countries: Senegal
by Sene, Seydina Ousmane

2012 Maximum likelihood estimation of stochastic frontier models by the Fourier transform
by Tsionas, Efthymios G.

2012 The Multidimensional Approach to Poverty Measurement: Case of Morocco
by Abdelhamid EL BOUHADI & Abdelkader ELKHIDER & El Mustapha KCHIRID

2012 (Des)Igualdades de Oportunidades no Ensino Médio Brasileiro: Escolas Públicas e Privadas
by Maria Dolores Montoya Diaz

2012 Romania Foreign Trade in Global Recession, Revealed by the Extended Method of Exchange Rate Indicators
by Gheorghe Săvoiu & Vasile Dinu & Laurenţiu Tăchiciu

2011 Does domestic offshoring precede international offshoring? Industry-level evidence
by Bade, Franz-Josef & Bode, Eckhardt & Cutrini, Eleonora

2011 A hierarchical model of tail dependent asset returns for assessing portfolio credit risk
by Puzanova, Natalia

2011 A hierarchical Archimedean copula for portfolio credit risk modelling
by Puzanova, Natalia

2011 Multidimensional Levy walk and its scaling limits
by Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz

2011 Option pricing in subdiffusive Bachelier model
by Marcin Magdziarz & Sebastian Orzel & Aleksander Weron

2011 Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution
by Agnieszka Wylomanska

2011 Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study
by Ewa Syczewska

2011 Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
by David E. Giles & Xiao Ling

2011 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
by David E. Giles & Hui Feng & Ryan T. Godwin

2011 Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution
by Jacob Schwartz & David E. Giles

2011 Temporary employment agencies make the world smaller:Evidence from labour mobility networks
by Carlo Gianelle

2011 On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
by Jeroen Hinloopen

2011 Utilizing the Multiple Mirror Technique to Assess the Quality of Cambodian Trade Statistics
by Hamanaka, Shintaro

2011 Characteristics of Regional Industry-specific Employment Growth – Empirical Evidence for Germany
by Matthias Duschl & Thomas Brenner

2011 Variables en la facilidad de hacer negocios en China. Un estudio comparativo internacional a traves del informe "Doing Business"
by Mongay, Jorge

2011 Avoiding disclosure of individually identifiable health information: a literature review
by Prada, Sergio I & Gonzalez, Claudia & Borton, Joshua & Fernandes-Huessy, Johannes & Holden, Craig & Hair, Elizabeth & Mulcahy, Tim

2011 Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan
by Mohamed, Issam A.W.

2011 Introduction to the Macroeconomic Structure of Yemen
by Mohamed, Issam A.W.

2011 A Note on institutional hierarchy and volatility in financial markets
by Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias

2011 Multidimensional Nature of Undernutrition: A Statistical Approach
by Nguefack-Tsague, Georges & Dapi N., Léonie

2011 The canonical econophysics approach to the flash crash of May 6, 2010
by Mazzeu, Joao & Otuki, Thiago & Da Silva, Sergio

2011 Non-positive scaling factor in probability quantification methods: deriving consumer inflation perceptions and expectations in the whole euro area and Ireland
by Lyziak, Tomasz

2011 The temporal pattern and the overall effect of ozone exposure on pediatric respiratory morbidity
by Anabela Botelho & Aida Sá & José Fraga & Márcia Quaresma & Margarida Costa

2011 Variance Estimation for Richness Measures
by Michal Brzezinski

2011 Is the Pareto-Lévy Law a Good Representation of Income Distributions?
by John K. Dagsvik & Weizhen Zhu & Bjørn H. Vatne & Zhiyang Jia

2011 Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version
by Greg Hannsgen

2011 Relative affluence measures and an identification of growth pattern
by Marek Kosny

2011 Análisis digital y detección de elecciones atípicas en Colombia
by Álvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero

2011 Análisis digital y detección de elecciones atípicas
by Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero

2011 A Simple Test for Spurious Regressions
by Antonio E. Noriega & Daniel Ventosa-Santaulària

2011 Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market
by Shu Su & Michael Sherris

2011 A Simple Test for Spurious Regressions
by Antonio E. Noriega & Daniel Ventosa-Santaularia

2011 Measuring risk of crude oil at extreme quantiles
by Sasa Zikovic

2011 The effect of stressed economic conditions on credit risk in Basel II
by Ja’nel Esterhuysen & Gary van Vuuren and Paul Styger

2011 On Measuring Inclusiveness of Growth in Pakistan
by Saima Asghar & Sajid Amin Javed

2011 About the Measures of Skewness and Kurtosis
by Todor Kaloyanov

2011 Comparing population distributions from bin-aggregated sample data: An application to historical height data from France
by Duclos, Jean-Yves & Leblanc, Josée & Sahn, David E.

2010 Extreme value theory as a theoretical background for power law behavior
by Alfarano, Simone & Lux, Thomas

2010 Ruin Probability in Finite Time
by Krzysztof Burnecki & Marek Teuerle

2010 Building Loss Models
by Krzysztof Burnecki & Joanna Janczura & Rafal Weron

2010 Maximum likelihood estimator for the uneven power distribution: application to DJI returns
by Krzysztof Kontek

2010 Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic
by Jeroen Hinloopen & Rien Wagenvoort

2010 Investment in New Power Generation under Uncertainty: Benefits of CHP vs Condensing Plants in a Copula-Based Analysis
by Westner, Günther & Madlener, Reinhard

2010 Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables
by Maximiano Pinheiro

2010 Power Spot Price Models with negative Prices
by Schneider, Stefan & Schneider, Stefan

2010 Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan
by Qayyum, Abdul & Nawaz, Faisal

2010 Building Loss Models
by Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal

2010 A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters
by Parker, Thomas

2010 Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments
by Kontek, Krzysztof

2010 Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments
by Kontek, Krzysztof

2010 Loss Distributions
by Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal

2010 Temporal changes in the parameters of statistical distribution of journal impact factor
by Mishra, SK

2010 Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters
by Mishra, SK

2010 Alpha-root Processes for Derivatives pricing
by Balakrishna, BS

2010 A performance measure of Zero-dollar Long/Short equally weighted portfolios
by Monica Billio & Ludovic Calès & Dominique Guegan

2010 Portfolio Management under Asymmetric Dependence and Distribution
by Stefan Hlawatsch & Peter Reichling

2010 Infinite-variance, Alpha-stable Shocks in Monetary SVAR
by Greg Hannsgen

2010 Building Loss Models
by Krzysztof Burnecki & Joanna Janczura & Rafał Weron &

2010 Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
by Katarzyna Maciejowska

2010 A Note on Estimating Wishart Autoagressive Model
by Roxana Halbleib

2010 Under/over-valuation of the stock market and cyclically adjusted earnings
by Marco Taboga

2010 Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey
by Daniel de Munik

2010 Logit and Principal Component Analyses on the Management of Marine Protected Area (MPA) in North-Eastern Iloilo, Philippines
by Cheryl Joy J. Fernandez & Kim Hang Pham Do

2010 Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions
by Katarzyna Maciejowska

2010 Financial Applications of Copula-Models
by Penikas, H.

2010 The Two-Parameter Long-Horizon Value-at-Risk
by Guy Kaplanski, Haim Levy

2010 Consideraciones en la estimación de cuantiles altos en el riesgo operativo
by Andrés Mora

2010 Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey
by Andrés Mauricio Mendoza Piñeros & José Alfredo Jiménez Moscoso

2010 Lorenz Curve and the Measurement of Low, Middle and High Strata of Incomes
by Tzvetan Ignatov & Tatyana S. Madjarova & Luben T. Toshkov

2010 Characteristics Of Waiting Line Models €“ The Indicators Of The Customer Flow Management Systems Efficiency
by Sidonia Otilia Cernea & Mihaela Jaradat & Mohammad Jaradat

2010 Measuring Of Ethnic Homogeneity Of The Population – One New Approach
by Dimitar Arkadiev

2009 Measuring income-related inequalities in health using a parametric dependence function
by Quinn C

2009 Calibration of the subdiffusive Black–Scholes model
by Sebastian Orzel & Aleksander Weron

2009 Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)
by Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron

2009 Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited
by David E. Giles & Hui Feng

2009 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
by David E. Giles & Hui Feng

2009 Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution
by David E. Giles

2009 A Note on Uncertainty and Discounting in Models of Economic Growth
by Kenneth Arrow

2009 Extremal behavior of aggregated economic processes in a structural growth model
by Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion

2009 Introducing the GED-Copula with an application to Financial Contagion in Latin America
by Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds

2009 The Risk of Operational Incidents in Banking Institutions
by Isaic-Maniu, Alexandru & Dragan, Irina-Maria

2009 Forecasting wholesale electricity prices: A review of time series models
by Weron, Rafal

2009 On the Distortion of a Copula and its Margins
by Valdez, Emiliano A.

2009 Economy of Time and Matter in a Universal Setting
by O'Sullivan, John L.

2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
by Sinha, Pankaj & Jayaraman, Prabha

2009 Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
by Sinha, Pankaj & Jayaraman, Prabha

2009 U.S. Stock Market Crash Risk, 1926-2006
by David S. Bates

2009 Spatial Point Pattern Analysis and Industry Concentration
by Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen

2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
by Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff

2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
by Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff

2009 Measuring inequality using Censored data: A multiple imputation approach
by Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore

2009 Properties of Hierarchical Archimedean Copulas
by Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid

2009 Uncertainty of Multiple Period Risk Measures
by Lönnbark, Carl

2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
by Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore

2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
by Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore

2009 More Reliable Inference for Segregation Indices
by Rebecca Allen & Simon Burgess & Frank Windmeijer

2009 The riskiness of corporate bonds
by Marco Taboga

2009 About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe
by Stefanescu, Stefan

2009 Detection of Structural Breaks in Copula Models
by Brodsky, Boris & Penikas, Henry & Safaryan, Irina

2009 The Concept of Structured and Restricted Marketing as a Form of Response to the Current Global Crisis. The Impact of Structured and Restricted Marketing on the Car Market
by Gheorghe Savoiu & Gheorghe Cruceru & Constantin Manea

2008 Value at Risk (VaR) and the alpha-stable distribution
by 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
by John C. Frain

2008 Leistungsvorhaltung auf Regelmaerkten. Excel Add-in, Beschreibung und Anleitung
by Lienert, Martin

2008 Growth and inequality effects on poverty reduction in Italy
by Vincenzo Lombardo

2008 Sociological and Economic Inequality and the Second Law
by Kafri, Oded

2008 In Quest of the Distributional Properties of Reliability Rate
by Pillai N., Vijayamohanan

2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
by Maldonado, Diego & Pazmiño, Mariela

2008 The traditional teaching-learning method versus multimedia technology. Using the Wilcoxon test and the Gauss repartition
by Serbanescu, Luminita

2008 Growth and inequality effects on poverty reduction in Italy
by Lombardo, Vincenzo

2008 Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
by Grant Hillier & Raymond Kan & Xiaolu Wang

2008 Computationally efficient recursions for top-order invariant polynomials with applications
by Grant Hillier & Raymond Kan & Xiaolu Wang

2008 Are the Unskilled Really That Unaware? Understanding Seemingly Biased Self-Assessments
by Marian Krajc

2008 Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey
by Stefan, Marius

2008 Measuring the Socio-Economic Bipolarization Phenomenon
by Stefananescu, Stefan

2008 A Possibility for a Graphic Representation of the Inter-relations among the Parameters of Statistical Distributions
by Todor Kaloyanov

2008 An Opportunity for Graphic Presentation of the Connection Between the Parameters of Statistical Distributions
by Todor Kaloyanov

2007 Applications of extreme value theory to collateral valuation
by Garcia, Alejandro & Gencay, Ramazan

2007 Asymptotic behavior of the finite time ruin probability of a gamma Levy process
by Zbigniew Michna & Aleksander Weron

2007 Extreme Value Analysis of Daily Canadian Crude Oil Prices
by Feng Ren & David E. Giles

2007 A Survival Analysis of the Approval of U.S. Patent Applications
by Ying Xie & David E. Giles

2007 Some Properties of Absolute Returns as a Proxy for Volatility
by David E. Giles

2007 An Application of Extreme Value Theory to U.S. Movie Box Office Returns
by Guang Bi & David E. Giles

2007 General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
by Qian Chen & David E. Giles

2007 Small sample power of tests of normality when the alternative is an alpha-stable distribution
by John C. Frain

2007 Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?
by Weron, Rafal & Misiorek, Adam

2007 Gordon and Newell queueing networks and copulas
by Ciuiu, Daniel

2007 An Assessment of Alternative State Space Models for Count Time Series
by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin

2007 Inequality and the GB2 Income Distribution
by Stephen P. Jenkins

2007 Inequality and the GB2 Income Distribution
by Jenkins, Stephen P.

2007 Inequality and the GB2 income distribution
by Stephen P. Jenkins

2007 Dependence Structure and Portfolio Diversification on Central European Stock Markets
by Filip Žikeš

2007 Are the Unskilled Really That Unaware? An alternative explanation
by Marian Krajc & Andreas Ortmann

2007 The Lorenz curve in economics and econometrics
by Christian Kleiber

2007 Spatial Econometrics - Applications To Investigate Distribution Of Co2 Emission In Europe
by Albu, Lucian Liviu

2007 The Effect Of Personal Values On Consumers’ Inclination To Adoptinnovations
by Cevahir Uzkurt

2007 Analysing Effect Oforganizational Structure On Organizational Politics And Procedural Justice With Structural Equation Modelling
by Fusun Cinar Altintas

2006 Analytical and numerical approach to corporate operational risk modelling
by Pawel Mista

2006 Financial engineering methods in insurance
by Jan Iwanik

2006 The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data
by David E. A. Giles

2006 Potential Cost-Effectiveness of Incentive Payment Programs for Biological Conservation
by Siikamäki, Juha & Layton, David F.

2006 Social Policy Targeting and Binary Information Transfer between Surveys
by Gottlieb, Daniel & Kushnir, Leonid

2006 Econometric estimation in long-range dependent volatility models: Theory and practice
by Casas, Isabel & Gao, Jiti

2006 Gauss procedure to compute the LMZ test for Zipf's law
by Urzúa, Carlos M.

2006 Gauss procedure to compute the ALMP test for multivariate normality
by Urzúa, Carlos M.

2006 Gauss procedure to compute the ALM test for normality
by Urzúa, Carlos M.

2005 Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
by Cakir, Murat

2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation
by Ilmolelian, Peter

2005 A Latent Budget Analysis Approach to Classification: Examples from Economics
by Larrosa, Juan MC

2004 Least absolute deviation estimation of linear econometric models: A literature review
by Dasgupta, Madhuchhanda & Mishra, SK

2004 Structure and stylized facts of a deregulated power market
by Simonsen, Ingve & Weron, Rafal & Mo, Birger

2003 Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates
by Yashkir, Olga & Yashkir, Yuriy

2002 Origins of scaling in FX markets
by Mercik, Szymon & Weron, Rafal

2001 Estimating long range dependence: finite sample properties and confidence intervals
by Rafal Weron

2000 Property insurance loss distributions
by Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron

2000 Energy price risk management
by Rafal Weron

2000 Hurst analysis of electricity price dynamics
by Rafal Weron & Beata Przybylowicz

2000 Copulas for finance
by Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry

1999 Trends in Resource Extraction and Implications for Sustainability in Canada
by Mariam, Yohannes

1999 Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries
by Mariam, Yohannes

1998 Self-similar models in risk theory
by Krzysztof Burnecki

1998 The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh
by Freeman, Alan

1991 La quantificazione dei risultati dei sondaggi congiunturali: un confronto tra procedure
by D'Elia, Enrico

1987 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