Results 91 to 100 of about 1,325,287 (138)

Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models

Mathematics
This study analyzes the volatility of Bitcoin using stochastic volatility models fitted to one-minute transaction data for the BTC/USDT pair between 1 April 2023, and 31 March 2024.
Makoto Nakakita, Tomoki Toyabe, Teruo Nakatsuma   +2 more
doaj   +1 more source

On Properties of the Hyperbolic Distribution

Mathematics
This paper is set to analytically describe properties of the hyperbolic distribution. This law, along with the variance-gamma distribution, is one of the most popular normal mean–variance mixtures from the point of view of various applications.
Roman V. Ivanov
doaj   +1 more source

Redaksi dan Pedoman Penulisan Jurnal Gamma, Vol 8, No. 1, September 2012

, 2014
Redaksi dan Pedoman Penulisan Jurnal Gamma, Vol 8, No.
Pedoman Penulisan, Redaksi &
core  

A new modified estimator of population variance in calibrated survey sampling

Scientific Reports
In survey statistics, estimating and reducing population variation is crucial. These variations can occur in any sampling design, including stratified random sampling, where stratum weights may increase the variance of estimators. Calibration techniques,
Riffat Jabeen, Azam Zaka, M. Nagy, Hazem Al-Mofleh, Ahmed Z. Afify   +4 more
doaj   +1 more source

Redaksi dan Pedoman Penulisan Jurnal Gamma, Vol 7, No. 2, Maret 2014

, 2014
Redaksi dan Pedoman Penulisan Jurnal Gamma, Vol 7, No.
Pedoman Penulisan, Redaksi &
core  

Gamma-gamma collider based on Compton back-scattering [PDF]

, 1996
A {gamma}{gamma} collider would extend and complement the physics capability of a linear collider; e.g. it would be suitable for direct measurement of the partial decay width of a Higgs boson into two gamma quanta.
Group, Gamma-Gamma Working, Kim, Kwang-Je   +1 more
core  

Option Pricing for the Variance Gamma Model: A New Perspective

, 2023
The variance gamma model is a widely popular model for option pricing in both academia and industry. In this paper, we provide a new perspective for pricing European style options for the variance gamma model by deriving closed-form formulas combining ...
Cheng, Zailei, Wang, Haixu, Chen, Yuanda
core  

Confidence interval estimation for the difference of censored zero-inflated gamma distributions

Scientific Reports
This paper studies the problem of constructing confidence intervals (CIs) for the difference between coefficients of variation (CV) of two censored zero-inflated gamma distributions.
Hongping Guo, Yiran Zhu, Yuhang Qian, Min Wu   +3 more
doaj   +1 more source

A new variance estimation in natural exponential families

Research in Statistics
This article focuses on improving the estimation of population variances for natural exponential family distributions, drawing inspiration from the innovative idea presented by Stein.
Arampamoorthy Laheetharan, Nalini Satkunanathan   +1 more
doaj   +1 more source

Redaksi & Pedoman Penulisan Jurnal Gamma Vol. 9, No.2, Maret 2014

, 2015
Redaksi & Pedoman Penulisan Jurnal Gamma Vol.
& Pedoman Penulisan, Redaksi
core