Jul 07 2019 Sreenivasan Subramanian   Further tricks with the Lorenz curve   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2018 Alejandro Mosiño and Alejandro Tatsuo Moreno-Okuno   On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 26 2017 Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku   Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach   Abstract  Contact Information  Citation  Full Text  -  Note   May 14 2017 Helton Saulo and Jeremias Leão   On log-symmetric duration models applied to high frequency financial data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 08 2016 Afees A. Salisu   Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 17 2016 Daniel Z. Li   Disclosure or not, When There are Three Bidders?   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Sartaj Rasool Rather , Sunil Paul and S. Raja Sethu Durai   Inflation forecasting and the distribution of price changes   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 15 2013 Thomas Eichner   Increases in skewness and insurance   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 03 2012 Markus Haas   A Note on the Moments of the Skew-Normal Distribution   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 02 2010 Subramanian Sreenivasan   Tricks with the lorenz curve   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 28 2010 Akira Terai   Estimating the distribution of inflation expectations   Abstract  Contact Information  Citation  Full Text  -  Note