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A note of techniques that mitigate floating-point errors in PIN estimation
Ke, Wen-Chyan; Chen, Hueiling; Lin, Hsiou-Wei William - In: Finance research letters 31 (2019), pp. 458-462
Persistent link: https://www.econbiz.de/10012421767
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Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François; Boudreault, Mathieu; Gauthier, … - In: Finance research letters 23 (2017), pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
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Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo - In: Finance research letters 8 (2011) 2, pp. 77-87
Persistent link: https://www.econbiz.de/10009301294
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A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu; Xie, Haibin - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
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Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan; Mahmoodi, Safieh; Jahandideh, Mohammad-Taghi - In: Finance research letters 30 (2019), pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
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Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni; Guégan, Dominique; Rivieccio, Giorgia - In: Finance research letters 30 (2019), pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
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A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R. - In: Finance research letters 24 (2018), pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
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Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.; Wang, King - In: Finance research letters 25 (2018), pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
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Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre; Ardia, David - In: Finance research letters 18 (2016), pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
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Wealth distribution across countries : quality of Weibull, Dagum and Burr xii in estimating wealth over time
Jacobi, Arie; Tzur, Joseph - In: Finance research letters 43 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014633490