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:- SOEP based publications
- Technology Assessment
Most recent items first, undated at the end.
2015 The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective
by Chris van Heerden
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 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 La cópula GED bivariada. Una aplicación en entornos de crisis
by Mendoza, Alfonso. & Galvanovskis, Evalds.
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 Comparing Distributional Policy Parameters between Populations with Different Outcome Structures
by Strittmatter, Anthony
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 Alex Ferrer & José Casals & Sonia Sotoca
2014 Where Gibrat meets Zipf: Scale and Scope of French Firms
by MArco Bee & Massimo Riccaboni & Stefano Schiavo
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 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 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 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 Scale-free tails in Colombian financial indexes: a primer
by Carlos León
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 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 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 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 The use of polynomial transformations in organizational research: review and recommendations
by Valentina Kuskova & Nathan Podsakoff & Philip Podsakoff
2013 Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution
by Vilmunen, Jouko & Palmroos, Peter
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 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 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 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 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 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 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 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 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 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 Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version
by Greg Hannsgen
2011 Does Domestic Offshoring Precede International Offshoring? Industry-level Evidence
by Franz-Josef Bade & Eckhardt Bode & Eleonora Cutrini
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 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 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 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 Extreme Value Theory as a Theoretical Background for Power Law Behavior
by Simone Alfarano & Thomas Lux
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 Noncausal vector autoregression
by Lanne, Markku & Saikkonen, Pentti
2009 Effects of unobserved defaults on correlation between probability of default and loss given default on mortgage loans
by Palmroos, Peter
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 On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators
by Jonathan Hill
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
2003 La prise en compte de la concurrence dans la construction spatiale du réseau de distribution d’un nouvel entrant
by Liarte, Sébastien
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
