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~subject:"Standardized Standard Asymmetric Exponential Power Distribution (SSAEPD)"
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Standardized Standard Asymmetric Exponential Power Distribution (SSAEPD)
Statistische Verteilung
10
Statistical distribution
8
Theorie
6
Asymmetric exponential power distribution
5
Firm growth
5
Theory
5
Asymmetric Exponential Power
3
Consumption
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EGARCH
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Estimation
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Firm size distribution
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Schätzung
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Unternehmenswachstum
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asymmetric exponential power
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evolutionary perspective
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fat tails
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firm growth
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growth rates distributions
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regional resilience
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ARCH-Modell
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Asymmetric Exponential-Power Distribution
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CAPM
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China
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Exponential Power
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Gibrat's Law
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Maximum Likelihood estimation
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Li, Liuling
3
Gan, Quan
1
Mizrach, Bruce Marshall
1
Mu, Yang
1
Zhou, Wentao
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Zhu, Qingyu
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Journal of mathematical finance
2
Theoretical economics letters
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ECONIS (ZBW)
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Analysis of the sector of software & computer services with a new Carhart 4-factor model
Li, Liuling
;
Zhu, Qingyu
;
Mu, Yang
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10011658220
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2
A new Fama-French 5-factor model based on SSAEPD error and GARCH-type volatility
Zhou, Wentao
;
Li, Liuling
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 711-727
Persistent link: https://www.econbiz.de/10011657593
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3
Testing the CAPM theory based on a new model for Fama-French 25 portfolio returns
Li, Liuling
;
Gan, Quan
;
Zhuo, Ziyue
;
Mizrach, Bruce Marshall
- In:
Theoretical economics letters
4
(
2014
)
8
,
pp. 666-680
Persistent link: https://www.econbiz.de/10010531308
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