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Three essays on empirical asset pricing
Zhang, Xiaoyan - 2002
Persistent link: https://www.econbiz.de/10003777584
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A compound beta distribution with applications in finance
Nadarajah, Saralees; Gupta, Arjun K. - In: Statistical methods & applications : SMA ; journal of … 16 (2007) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10003489176
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A conditional distribution model for limited stock index returns
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 721-740
Persistent link: https://www.econbiz.de/10003421384
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Equilibrium preference free pricing of derivatives under the generalized beta distributions
Ikeda, Masayuki - In: Review of derivatives research 13 (2010) 3, pp. 297-332
Persistent link: https://www.econbiz.de/10008695881
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Two generalized beta distributions
Nadarajah, Saralees; Kotz, Samuel - In: Applied economics 39 (2007) 13/15, pp. 1743-1751
Persistent link: https://www.econbiz.de/10003535137
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La distribución beta generalizada de segunda especie como modelo de la distribución personal de la renta en España
Prieto Alaiz, Mercedes; García Pérez, Carmelo - In: Estadística española : revista del Instituto Nacional … 51 (2009) 170, pp. 33-62
Persistent link: https://www.econbiz.de/10003986142
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Systemic real and financial risks : measurement, forecasting, and stress testing
De Nicolò, Gianni; Lucchetta, Marcella - 2012
Persistent link: https://www.econbiz.de/10009572513
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Essays on pricing kernel estimation, option data filtering and risk-neutral density tail estimation
Meier, Pirmin - 2015
Persistent link: https://www.econbiz.de/10010511452
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Beta-creaming
Lillestøl, Jostein; Sinding-Larsen, Richard - 2015
Persistent link: https://www.econbiz.de/10010515234