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On the microfoundations of wealth distribution functions
Vaughan, Richard N. - 1992
Persistent link: https://www.econbiz.de/10000854160
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Density-embedding functions
Abadir, Karim M.; Rockinger, Michael - 1997
Persistent link: https://www.econbiz.de/10001370557
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Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015
Persistent link: https://www.econbiz.de/10010531062
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A real-time density forecast evaluation of the ECB Survey of Professional Forecasters
Coroneo, Laura; Iacone, Fabrizio; Profumo, Fabio - 2019
Persistent link: https://www.econbiz.de/10012199214
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A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirrnov type statistics
Psaradakis, Zacharias G. - 2002
Persistent link: https://www.econbiz.de/10001717796
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A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs - 2000
Persistent link: https://www.econbiz.de/10001542544
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The density of the sufficient statistics for a Gaussian AR (1) model in terms of generalized functions
Forchini, G. - 2000
Persistent link: https://www.econbiz.de/10001488555
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - 2000
Persistent link: https://www.econbiz.de/10001488593
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Signaling without common prior : an experiment
Drouvelis, Michalis; Müller, Wieland; Possajennikov, … - 2009
Persistent link: https://www.econbiz.de/10003828059
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The exact cumulative distribution function of a ratio of quadratic forms in normal variables with application to the AR(1) model
Forchini, Giovanni (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001615172