Results 51 to 57 of about 455 (57)

On the Distributional Characterization of Log-returns of a World Stock Index [PDF]

In this paper we identify distributions which suitably fit log-returns of the world stock index (WSI) when these are expressed in units of different currencies.
Eckhard Platen, Kevin Fergusson
core  

A New Logit-Based Gini Coefficient. [PDF]

Entropy (Basel), 2019
Ryu HK, Slottje DJ, Kwon HY.
europepmc   +1 more source

Modeling the Volatility and Expected Value of a Diversified World Index [PDF]

This paper considers a diversified world stock index in a continuous financial market with the growth optimal portfolio (GOP) as the reference unit or benchmark.
Eckhard Platen
core  

Pricing and hedging for incomplete jump diffusion benchmark models [PDF]

, 2004
Platen, E
core   +1 more source

Parametric estimation of quantile versions of Zenga and D inequality curves: methodology and application to Weibull distribution. [PDF]

J Appl Stat
Pia̧tek S.
europepmc   +1 more source

A Class of Structured High-Dimensional Dynamic Covariance Matrices. [PDF]

Commun Math Stat
Yang J, Lian H, Zhang W.
europepmc   +1 more source