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  • Search: subject:"non-normal distributions"
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Year of publication
Subject
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Non-normal distributions 5 non-normal distributions 5 Forecasting 4 Nonparametric estimation 4 Prediction intervals 4 Quantile regression 4 Theorie 4 Non normal distributions 3 Statistical distribution 3 Statistische Verteilung 3 Theory 3 ARMA-Modell 2 CVaR 2 Multivariate process capability indices 2 Non-Normal Distributions 2 Portfolio selection 2 Portfolio-Management 2 Risikomaß 2 Risk and Uncertainty 2 Risk measure 2 Stock Market Returns 2 The-nominal-the-best case 2 The-smaller-the-better case 2 VaR 2 non- normal distributions 2 portfolio optimization 2 portfolio performance 2 ARCH model 1 ARCH-Modell 1 ARMA model 1 Agribusiness 1 Agricultural Finance 1 Aktienindex 1 Automated valuation models 1 Beta risk 1 Betafaktor 1 Capital income 1 Control charts 1 Efficient code 1 Estimation 1
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Online availability
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Free 7 Undetermined 5
Type of publication
All
Article 10 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 research-article 1
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Language
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English 12 Undetermined 6
Author
All
Abberger, Klaus 4 Hafsa, Houda 2 Humala, Alberto 2 Li, Chung-I 2 Pan, Jeh-Nan 2 Rodriguez, Gabriel 2 Shih, Wei-Chen 2 Aldowaisan, Tariq 1 Bianchi, Michele Leonardo 1 Boyer, Christopher N. 1 Brorsen, B. Wade 1 Calabrese, Raffaella 1 Carpio, Carlos E. 1 Cayton, Peter Julian 1 Chiabrera, Agostino 1 Does, Ronald 1 Hassan, Jawad 1 Kawadai, Naoya 1 Mapa, Dennis 1 Mehmood, Rashid 1 Nourelfath, Mustapha 1 Pace, R. Kelley 1 Ramirez, Octavio A. 1 Rejesus, Roderick M. 1 Riaz, Muhammad 1 Tumusiime, Emmanuel 1 Yamamoto, Rei 1
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Institution
All
Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 Banco Central de Reserva del Perú 1 Departamento de Economía, Pontificia Universidad Católica del Perú 1 Southern Agricultural Economics Association - SAEA 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
Published in...
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CoFE Discussion Paper 2 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 1 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 1 CoFE discussion papers 1 Computational Statistics 1 Documentos de Trabajo / Working Papers 1 European journal of operational research : EJOR 1 International Journal of Financial Research 1 International Journal of Quality & Reliability Management 1 International journal of financial research 1 International journal of portfolio analysis and management : IJPAM 1 International journal of quality & reliability management 1 Questioni di Economia e Finanza (Occasional Papers) 1 Statistical Papers / Springer 1 The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society 1 The journal of real estate finance and economics 1 Working Papers / Banco Central de Reserva del Perú 1
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Source
All
RePEc 9 ECONIS (ZBW) 7 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 18
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Ignoring spatial and spatiotemporal dependence in the disturbances can make black swans appear grey
Pace, R. Kelley; Calabrese, Raffaella - In: The journal of real estate finance and economics 65 (2022) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10013438598
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New smart beta index using the Rachev ratio under a non-normal return distribution
Yamamoto, Rei; Kawadai, Naoya - In: International journal of portfolio analysis and … 2 (2021) 3, pp. 238-248
Persistent link: https://www.econbiz.de/10012595952
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Italian real estate investment funds: market structure and risk measurement
Bianchi, Michele Leonardo; Chiabrera, Agostino - Banca d'Italia - 2012
This paper describes the Italian real estate investment funds industry, providing an overview of the distinctive features and risk factors of this sector. By using accounting and supervisory data, we: (1) compute the returns of the real estate assets in the portfolio of these funds; (2)...
Persistent link: https://www.econbiz.de/10011099599
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The Law of the Minimum and Sources of Nonzero Skewness for Crop Yield Distributions
Tumusiime, Emmanuel; Brorsen, B. Wade; Boyer, Christopher N. - Southern Agricultural Economics Association - SAEA - 2011
Crop yields are not commonly found to be normally distributed, but the cause of the non-normal distribution is unclear. The non-normality might be due to weather variables and/or an underlying von Liebig law of the minimum (LoM) production function. Our objective is to determine the degree to...
Persistent link: https://www.econbiz.de/10008922651
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New multivariate process capability indices for measuring the performance of multivariate processes subject to non-normal distributions
Pan, Jeh-Nan; Li, Chung-I; Shih, Wei-Chen - In: International Journal of Quality & Reliability Management 33 (2016) 1, pp. 42-61
processes subject to non-normal distributions. Design/methodology/approach – In this paper, the authors propose three non … multivariate processes subject to non-normal distributions.  …
Persistent link: https://www.econbiz.de/10014802301
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New multivariate process capability indices for measuring the performance of multivariate processes subject to non-normal distributions
Pan, Jeh-Nan; Li, Chung-I; Shih, Wei-Chen - In: International journal of quality & reliability management 33 (2016) 1, pp. 42-61
Persistent link: https://www.econbiz.de/10011459904
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Can Crop Insurance Premiums be Reliably Estimated?
Ramirez, Octavio A.; Carpio, Carlos E.; Rejesus, Roderick M. - Agricultural and Applied Economics Association - AAEA - 2009
The objective of this paper is to compare the accuracy of crop insurance rating methods based on historical liability and indemnity data (similar to the procedure currently used by the Risk Management Agency) and “yield distribution” approaches. Estimated rates are compared to “true”...
Persistent link: https://www.econbiz.de/10005012581
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CVaR in Portfolio Optimization: An Essay on the French Market
Hafsa, Houda - In: International Journal of Financial Research 6 (2015) 2, pp. 101-111
There has been a growing interest in CVaR as a financial risk measure in optimal allocation fields. This interest is based many key advantages of CVaR over the most used measures of risk: the Value-at-Risk and the variance. In this paper we develop an asset allocation model that allocates assets...
Persistent link: https://www.econbiz.de/10011267620
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Time-varying conditional Johnson Su density in Value-at-Risk methodology
Cayton, Peter Julian; Mapa, Dennis - In: The Philippine review of economics : a joint … 52 (2015) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10011416114
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Six Sigma performance for non-normal processes
Aldowaisan, Tariq; Nourelfath, Mustapha; Hassan, Jawad - In: European journal of operational research : EJOR 247 (2015) 3, pp. 968-977
Persistent link: https://www.econbiz.de/10011386407
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