Using Multivariate Densities to Assign Lattice Probabilities When There Are Jumps

E-ISSN： 1096-9934|35|4|385-398

ISSN： 0270-7314

Source： THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.4, 2015-04, pp. : 385-398

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Monte Carlo evaluation of multivariate Student's t probabilities

By Vijverberg W.P.M.

Economics Letters, Vol. 52, Iss. 1, 1996-07 ,pp. : 1-6

Elsevier

Access to resources Recommend Favorite

Rectangular and wedge-shaped multivariate normal probabilities

By Vijverberg W.P.M.

Economics Letters, Vol. 68, Iss. 1, 2000-07 ,pp. : 13-20

Elsevier

Access to resources Recommend Favorite

On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown

By Ramalho Esmeralda Ramalho Joaquim

Applied Economics Letters, Vol. 14, Iss. 3, 2007-02 ,pp. : 171-174

Routledge Ltd

Access to resources Recommend Favorite

Demand for Greek imports using multivariate cointegration techniques

By Milas Costas

Applied Economics, Vol. 30, Iss. 11, 1998-11 ,pp. : 1483-1492

Routledge Ltd

Access to resources Recommend Favorite

Eliciting Preferences to Assign Positions and Compensation

By Schummer J.

Games and Economic Behavior, Vol. 30, Iss. 2, 2000-02 ,pp. : 293-318

Elsevier

Access to resources Recommend Favorite