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1
Differences in earnings and wage distributions between Canada and the United States : an application of a semi-parametric estimator of distribution functions with covariates
Donald, Stephen G.
;
Green, David A.
;
Paarsch, Harry J.
-
1995
Persistent link: https://www.econbiz.de/10000561583
Saved in:
2
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
3
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
4
Interplay between distributional and temporal dependence : an empirical study with high-frequency asset returns
Bingham, Nick H.
;
Schmidt, Rafael
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 69-90)
.
2006
Persistent link: https://www.econbiz.de/10003287150
Saved in:
5
Using the manufacturing productivity distribution to evaluate growth theories
Krüger, Jens J.
- In:
Structural change and economic dynamics : SC+ED
17
(
2006
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10003315555
Saved in:
6
A multivariate heavy-tailed distribution for arch/garch residuals
Politis, Dimitris N.
-
2006
Persistent link: https://www.econbiz.de/10003331370
Saved in:
7
Statistical string
theory
for courts : if the data don't fit ...
Babbel, David F.
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003790647
Saved in:
8
Marginal conditional stochastic dominance test for efficiency of capitalization-weighted market portfolio
Chow, K. Victor
;
Hu, Ou
- In:
International economics & finance journal : (IEFJ)
2
(
2007
)
1/2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10003791283
Saved in:
9
Value-at-risk in US stock indices with skewed generalized error distribution
Lee, Ming-chih
;
Su, Jung-bin
;
Liu, Hung-Chun
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 425-431
Persistent link: https://www.econbiz.de/10003808278
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10
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
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