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Nonparametric tests of density ratio ordering
Beare, Brendan K.; Moon, Jong-Myun - In: Econometric theory 31 (2015) 3, pp. 471-492
Persistent link: https://www.econbiz.de/10011290911
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Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.; Dossani, Asad - In: Quantitative finance 18 (2018) 4, pp. 623-635
Persistent link: https://www.econbiz.de/10011906445
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On the emergence of a power law in the distribution of COVID-19 cases
Beare, Brendan K.; Akira Toda, Alexis - University of California, San Diego / Department of … - 2020
The first confirmed case of Coronavirus Disease 2019 (COVID-19) in the US was reported on January 21, 2020. By the end of March, 2020, there were more than 180,000 confirmed cases in the US, distributed across more than 2000 counties. We find that the right tail of this distribution exhibits a...
Persistent link: https://www.econbiz.de/10012887590
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Determination of Pareto exponents in economic models driven by Markov multiplicative processes
Beare, Brendan K.; Akira Toda, Alexis - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1811-1833
Persistent link: https://www.econbiz.de/10013382407