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Statistische Verteilung
2
Asymmetric Exponential Power
1
Asymmetric Exponential Power Distribution
1
Asymmetric Exponential-Power Distribution
1
Consumption
1
Einkommensverteilung
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Exponential Power
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Gibrat's Law
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Information Matrix
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Italien
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Maximum Likelihood estimation
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Maximum-Likelihood-Methode
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Normal Inverse Gaussian
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goodness-of-fit
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Alessi, Lucia
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Barigozzi, Matteo
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Capasso, Marco
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LEM Working Paper Series
LEM Papers Series
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Journal of mathematical finance
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Discussion Papers / Dipartimento di Economia e Management, Università degli Studi di Pisa
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International journal of finance & economics : IJFE
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EconStor
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Modelling the distribution of day-ahead electricity returns: A comparison
Sapio, Sandro
-
2010
-stable, Normal Inverse Gaussian (NIG), Exponential Power (EP), and
Asymmetric
Exponential
Power
(AEP), and comparing their goodness …
Persistent link: https://www.econbiz.de/10010328417
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2
Maximum likelihood estimation of the symmetric and
asymmetric
exponential
power
distribution
Bottazzi, Giulio
;
Secchi, Angelo
-
2008
We introduce a new 5-parameter family of distributions, the
Asymmetric
Exponential
Power
(AEP), able to cope with …
Persistent link: https://www.econbiz.de/10010328554
Saved in:
3
On the distributional properties of household consumption expenditures: The case of Italy
Fagiolo, Giorgio
;
Alessi, Lucia
;
Barigozzi, Matteo
; …
-
2007
-conditioned) consumption distributions are not log-normal. Rather, their logs can be invariably characterized by
asymmetric
exponential-power
…
Persistent link: https://www.econbiz.de/10010328408
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