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The distribution of cross sectional momentum returns

Kwon, Oh Kang; Satchell, Stephen - In: Journal of economic dynamics & control 94 (2018), pp. 225-241

Persistent link: https://www.econbiz.de/10012004391

A review of Student's t distribution and its generalizations

Li, Rui; Nadarajah, Saralees - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1461-1490

Persistent link: https://www.econbiz.de/10012219612

A GMM skewness and kurtosis ratio test for higher moment dependence

Wong, Woon K. - In: Journal of financial econometrics 18 (2020) 2, pp. 307-332

Persistent link: https://www.econbiz.de/10012232960

Odd pareto families of distributions for modeling loss payment data

Mdziniso, Nonhle Channon; Corray, Kahadawala - In: Scandinavian actuarial journal (2018) 1, pp. 42-63

Persistent link: https://www.econbiz.de/10011880803

Drawdown measures and return moments

Möller, Philipp M. - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-42

Persistent link: https://www.econbiz.de/10011957033

Some results of moments of uncertain variable through inverse uncertainty distribution

Sheng, Yuhong; Kar, Samarjit - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 1, pp. 57-76

Persistent link: https://www.econbiz.de/10011313102

New bivariate Poisson extended exponential distributions and associated BINAR(1) processes with applications

Maya, R.; Krishna, Anuresha; Khan, Naushad Mamode; … - In: Decision analytics journal 7 (2023), pp. 1-13

This study proposes two types of bivariate Poisson extended exponential distributions: the basic bivariate Poisson extended exponential distribution and the Sarmanov-based bivariate Poisson extended exponential distribution. The two bivariate Poisson extended exponential distributions are then...

Persistent link: https://www.econbiz.de/10014505329

An entropy divergence, D-distribution and its selected application in multivariate financial time series

Jayakumar, G. S. David Sam; Sulthan, A.; Samuel, W. - In: International journal of financial services management … 11 (2021) 2, pp. 134-148

Persistent link: https://www.econbiz.de/10012940016

The Gamma Kumaraswamy-G family of distributions : theory, inference and applications

Arshad, Rana Muhammad Imran; Tahir, Muhammad Hussain; … - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 17-40

of the main functions, moments, stochastic ordering and order statistics. The next part of the paper focuses on a …

Persistent link: https://www.econbiz.de/10012655729

A new quasi Sujatha distribution

Shanker, Rama; Shukla, Kamlesh Kumar - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 53-71

distribution. Its moments and momentsbased measures are derived and discussed. Statistical properties, including the hazard rate …-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating …

Persistent link: https://www.econbiz.de/10012291640