Asset Details

MbrlCatalogueTitleDetail

Do you wish to reserve the book?

Laplace-Weibull Mixtures for Modeling Price Changes

by SenGupta, A , Rachev, S. T

in 1984-1989 / Applied sciences / Commodity prices / Distribution / E-M algorithm / Exact sciences and technology / Gaussian distributions / Immobilienpreis / Inference / Management science / Mixtures / Modelling / Operational research and scientific management / Operational research. Management science / Parametric models / Paris / Portfolio theory / Price changes / Price level changes / Prices / Probabilities / Property / Random numbers / Random variables / Real estate / stable distribution / Statistical inference / Statistical inferences / Statistical methods / Statistics / Stochastic models / Theorie / Wahrscheinlichkeitsrechnung

1993

Yes Please

Hey, we have placed the reservation for you!

By the way, why not check out events that you can attend while you pick your title.

Oops! Something went wrong.

Looks like we were not able to place the reservation. Kindly try again later.

Are you sure you want to remove the book from the shelf?

Laplace-Weibull Mixtures for Modeling Price Changes

by SenGupta, A , Rachev, S. T

1993

Confirm

Do you wish to request the book?

Laplace-Weibull Mixtures for Modeling Price Changes

by SenGupta, A , Rachev, S. T

1993

Please be aware that the book you have requested cannot be checked out. If you would like to checkout this book, you can reserve another copy

How would you like to get it?

Submit

We have requested the book for you!

Your request is successful and it will be processed during the Library working hours. Please check the status of your request in My Requests.

Oops! Something went wrong.

Looks like we were not able to place your request. Kindly try again later.

Journal Article

Laplace-Weibull Mixtures for Modeling Price Changes

SenGupta, A,

Rachev, S. T

1993

Overview

B. Mandelbrot and E. Fama in the sixties, and W. Ziemba in the seventies, suggested stable laws for modeling stock returns and commodity prices. Geometric stable distributions, with Laplace distribution playing the role of a \"normal\" law, have been found to give better fit to such data. We study the \"stability\" properties of Laplace and a mixture of Laplace and Weibull and discuss the statistical inference for such mixture models. Application of the mixture distribution to modeling price changes in real estate prices in France is given.

Share this book

Add to My Shelf

Publisher

INFORMS,Institute of Management Sciences,Institute for Operations Research and the Management Sciences

Subject

/ Exact sciences and technology

/ Gaussian distributions