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ECONIS (ZBW)
41
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1
Variance and volatility swaps and options under the exponential fractional Ornstein-Uhlenbeck model
Kim, Hyun-Gyoon
;
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014534851
Saved in:
2
Dirichlet process log skew-normal mixture with a missing-at-random-covariate in insurance claim analysis
Kim, Minkun
;
Lindberg, David
;
Crane, Martin
; …
- In:
Econometrics : open access journal
11
(
2023
)
4
,
pp. 1-32
-dependent Dirichlet process mixture,
log-normal
convolution, and missing covariate imputation. As a generative approach, our framework …
Persistent link: https://www.econbiz.de/10014507911
Saved in:
3
The development of firm size distribution : evidence from four Central European countries
Musa, Hussam
;
Krištofík, Peter
;
Medzihorský, Juraj
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 98-110
Persistent link: https://www.econbiz.de/10014492119
Saved in:
4
Log-normal
stochastic volatility model with quadratic drift
Sepp, Artur
;
Rakhmonov, Parviz
- In:
International journal of theoretical and applied …
26
(
2023
)
8
,
pp. 1-63
Persistent link: https://www.econbiz.de/10014500285
Saved in:
5
Comparing particulate matter dispersion in Thailand using the Bayesian Confidence Intervals for ratio of coefficients of variation
Warisa Thangjai
;
Suparat Niwitpong
- In:
Statistics in transition : an international journal of …
21
(
2020
)
5
,
pp. 41-60
high dispersion of PM is measured by a coefficient of variation of
log-normal
distribution. Since the
log-normal
… for the ratio of coefficients of variation of two
log-normal
distributions constructed using the Bayesian approach. These …
Persistent link: https://www.econbiz.de/10012655741
Saved in:
6
Modelling the downside risk potential of mutual fund returns
Kumaran, Sunitha
- In:
Cogent economics & finance
10
(
2022
)
1
,
pp. 1-32
standard approaches (student-t-distribution,
log
normal
, historical simulation) and sophisticated volatility models (EWMA …
Persistent link: https://www.econbiz.de/10013462061
Saved in:
7
Gain-probability diagrams in consumer research
Trafimow, David
;
Hyman, Michael R.
;
Kostyk, Alena
; …
- In:
International journal of market research
64
(
2022
)
4
,
pp. 470-483
Persistent link: https://www.econbiz.de/10013258007
Saved in:
8
Polarisation and poverty reduction in Africa : the devil is in the choice of equivalence relation
Partridge, Fraser C.
- In:
Journal of African economies
31
(
2022
)
2
,
pp. 147-175
Persistent link: https://www.econbiz.de/10013187728
Saved in:
9
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
10
An analysis of household income in Poland and Slovakia based on selected income models
Trzcińska, Kamila
- In:
Folia oeconomica Stetinensia : FOS
22
(
2022
)
1
,
pp. 287-301
Persistent link: https://www.econbiz.de/10014228029
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