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Stetige Verteilung
Continuous distribution
94
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nonparametric analysis
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40
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4
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3
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ECONIS (ZBW)
94
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1
Non-normality of asset returns in the assessment of risk-adjusted performance : Three empirical tests of the Leland alternative asset pricing model
Reid, Sean F.
-
2002
Persistent link: https://www.econbiz.de/10003777077
Saved in:
2
Three essays on empirical asset pricing
Zhang, Xiaoyan
-
2002
Persistent link: https://www.econbiz.de/10003777584
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3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Systemic real and financial risks : measurement, forecasting, and stress testing
De Nicolò, Gianni
;
Lucchetta, Marcella
-
2012
Persistent link: https://www.econbiz.de/10009572513
Saved in:
9
Essays on pricing kernel estimation, option data filtering and risk-neutral density tail estimation
Meier, Pirmin
-
2015
Persistent link: https://www.econbiz.de/10010511452
Saved in:
10
Beta-creaming
Lillestøl, Jostein
;
Sinding-Larsen, Richard
-
2015
Persistent link: https://www.econbiz.de/10010515234
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