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71
Statistical inference in stable distributions based on asymptotic normality of the sample characteristic function
Kleinman, David Charles
-
1977
Persistent link: https://www.econbiz.de/10000573300
Saved in:
72
Two unconditionally implied parameters and volatilty smiles and skews
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
2
(
2006
)
3
,
pp. 199-204
Persistent link: https://www.econbiz.de/10003326280
Saved in:
73
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
Cappellari, Lorenzo
(
contributor
); …
-
2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function mvnp() for calculating the...
Persistent link: https://www.econbiz.de/10003327207
Saved in:
74
Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003329109
Saved in:
75
Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003354354
Saved in:
76
On the large-sample minimal coverage probability of confidence intervals after model selection
Kabaila, Paul
;
Leeb, Hannes
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 619-629
Persistent link: https://www.econbiz.de/10003334642
Saved in:
77
Estimating default probabilities implicit in equity prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The credit market handbook : advanced modeling issues
,
(pp. 1-38)
.
2006
Persistent link: https://www.econbiz.de/10003338037
Saved in:
78
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
Cappellari, Lorenzo
(
contributor
); …
-
2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the...
Persistent link: https://www.econbiz.de/10003316516
Saved in:
79
A class of transformed mean residual life models with censored survival data
Sun, Liuquan
;
Zhang, Zhigang
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 803-815
Persistent link: https://www.econbiz.de/10003885696
Saved in:
80
Tail index regression
Wang, Hansheng
;
Tsai, Chih-ling
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1233-1240
Persistent link: https://www.econbiz.de/10003902865
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