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Nadarajah, Saralees
Platen, Eckhard
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6
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Annals of operations research ; volume 254, numbers 1/2 (July 2017)
1
Applied economics
1
Computational economics
1
Economics Letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
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2
Better models for Gibrat's data
Nadarajah, Saralees
;
Afuecheta, Emmanuel
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 2057-2067
Persistent link: https://www.econbiz.de/10013197264
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3
Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters
Nadarajah, Saralees
;
Jiang, Xiao
;
Chu, Jeffrey
-
2017
Persistent link: https://www.econbiz.de/10011711741
Saved in:
4
On the characteristic function for asymmetric Student t distributions
Nadarajah, Saralees
;
Chan, Stephen
;
Afuecheta, Emmanuel
- In:
Economics Letters
121
(
2013
)
2
,
pp. 271-274
, explicit closed-form expressions for the characteristic function of the asymmetric
Student
t
distribution
. The expressions …
Persistent link: https://www.econbiz.de/10010709097
Saved in:
5
A compound beta distribution with applications in finance
Nadarajah, Saralees
;
Gupta, Arjun K.
- In:
Statistical methods & applications : SMA ; journal of …
16
(
2007
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10003489176
Saved in:
6
Two generalized beta distributions
Nadarajah, Saralees
;
Kotz, Samuel
- In:
Applied economics
39
(
2007
)
13/15
,
pp. 1743-1751
Persistent link: https://www.econbiz.de/10003535137
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