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moment formula is used to derive the first four central moments in terms of the mean and variance of the underlying normal … and in terms of lower moments of the truncated distribution. Bounding and monotonicity of the moments of the truncated …
Persistent link: https://www.econbiz.de/10011241949
cooperation in the city, has enabled us to identify the key moments that characterize and dynamize those relationships as …. basically we found that successful management of Foreign Aid must consider the following key moments: identification of partners …
Persistent link: https://www.econbiz.de/10011152833
yield dynamic conditional correlations; DCC is stated rather than derived; DCC has no moments; DCC does not have testable …
Persistent link: https://www.econbiz.de/10011255860
moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10011256093
This paper examines the intra-day seasonality of transacted limit and market orders in the DEM/USD foreign exchange market. Empirical analysis of completed transactions data based on the Dealing 2000-2 electronic inter-dealer broking system indicates significant evidence of intraday seasonality...
Persistent link: https://www.econbiz.de/10009143707
We present a method of moments approach to pricing double barrier contracts when the underlying is modelled by a …
Persistent link: https://www.econbiz.de/10009393843
Persistent link: https://www.econbiz.de/10009324604
Persistent link: https://www.econbiz.de/10009324908
The present study proposes a method to estimate the yield of a crop. The proposed Gaussian quadrature (GQ) method makes it possible to estimate the crop yield from a smaller subsample. Identification of plots and corresponding weights to be assigned to the yield of plots comprising a subsample...
Persistent link: https://www.econbiz.de/10008674963
preferences in terms of statistical moments. An implication is, for example, that prudence implies preference for distributions … with higher skewness as defined by all odd moments. Moreover, we show that this preference is robust towards variation in … kurtosis as defined by all even moments. We thus speak of the kurtosis robustness feature of prudence. Further, we show that …
Persistent link: https://www.econbiz.de/10008676564