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Sarabia, José María's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
622 |
Total
Citations
17 |
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1.
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Alexander, Carol University of Reading - ICMA Centre Sarabia, José María University of Cantabria - Department of Economics
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Basel II, Maximum entropy, Model risk, Quantile, Risk capital, Value-at-Risk, VaR
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Alexander, Carol University of Reading - ICMA Centre Cordeiro, Gauss Universidade Federal de Pernambuco - Departmento de Estatistica Ortega, Edwin University of Sao Paulo (USP) Sarabia, José María University of Cantabria - Department of Economics
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29 Jul 10
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Last Revised:
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11 Feb 11
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105
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Beta, Distribution, Entropy, Estimation, Exponentiated, Gamma, Generalized,Generated, Gumbel, Inverse Guassian, Kumaraswamy, Kurtosis, Laplace, McDonald, Minimax, MLE, MGF, Reliability, Skewness, Weibull
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3.
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Sarabia, José María University of Cantabria - Department of Economics Castillo, Enrique University of Cantabria - Department of Applied Mathematics and Computational Sciences Gomez Deniz, Emilio University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics Vázquez-Polo, Francisco J. University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
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30
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Records 1 -
3
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