On the Efficiency of the Aparch Model with the Standardized Pearson Type IV Distribution

Using the Generalized Pareto and Pearson Type-IV Distributions to Measure Value-At-Risk for the Daily South African Mining Index

Studies in Economics and Econometrics ◽

10.1080/10800379.2017.12097307 ◽

2017 ◽

Vol 41 (1) ◽

pp. 33-54

Author(s):

R. Chifurira ◽

K. Chinhamu

Keyword(s):

At Risk ◽

South African ◽

Value At Risk ◽

Type Iv ◽

Generalized Pareto ◽

Pearson Type ◽

Pearson Type Iv

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Bounds for the pearson type IV tail probabilities

Communication in Statistics- Theory and Methods ◽

10.1080/03610927908827779 ◽

1979 ◽

Vol 8 (6) ◽

pp. 533-541 ◽

Cited By ~ 3

Author(s):

Y. S. Sathe ◽

S. R. Lingras

Keyword(s):

Tail Probabilities ◽

Type Iv ◽

Pearson Type ◽

Pearson Type Iv

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Using Pearson Type IV and other cinderella distributions in simulation

Proceedings of the 2011 Winter Simulation Conference (WSC) ◽

10.1109/wsc.2011.6147775 ◽

2011 ◽

Cited By ~ 3

Author(s):

Russell Cheng

Keyword(s):

Type Iv ◽

Pearson Type ◽

Pearson Type Iv

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A CLOSED-FORM EXPRESSION FOR THE PEARSON TYPE IV DISTRIBUTION FUNCTION

Australian & New Zealand Journal of Statistics ◽

10.1111/j.1467-842x.2008.00508.x ◽

2008 ◽

Vol 50 (2) ◽

pp. 199-205 ◽

Cited By ~ 4

Author(s):

R. Willink

Keyword(s):

Distribution Function ◽

Closed Form ◽

Closed Form Expression ◽

Form Expression ◽

Type Iv ◽

Pearson Type ◽

Pearson Type Iv

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Dynamic VaR forecasts using conditional Pearson type IV distribution

Journal of Forecasting ◽

10.1002/for.2726 ◽

2020 ◽

Author(s):

Wei Kuang

Keyword(s):

Type Iv ◽

Pearson Type ◽

Pearson Type Iv

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Variance Risk Measures with the Standardized Pearson Type IV Distribution

SSRN Electronic Journal ◽

10.2139/ssrn.2476549 ◽

2014 ◽

Author(s):

Stavros Stavroyiannis

Keyword(s):

Risk Measures ◽

Type Iv ◽

Pearson Type ◽

Variance Risk ◽

Pearson Type Iv

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Econometric modeling and value-at-risk using the Pearson type-IV distribution

International Review of Financial Analysis ◽

10.1016/j.irfa.2012.02.003 ◽

2012 ◽

Vol 22 ◽

pp. 10-17 ◽

Cited By ~ 19

Author(s):

S. Stavroyiannis ◽

I. Makris ◽

V. Nikolaidis ◽

L. Zarangas

Keyword(s):

At Risk ◽

Value At Risk ◽

Econometric Modeling ◽

Type Iv ◽

Pearson Type ◽

Pearson Type Iv

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Value-at-risk for the long and short trading position with the Pearson type-IV distribution

Global Business and Economics Review ◽

10.1504/gber.2013.050664 ◽

2013 ◽

Vol 15 (1) ◽

pp. 14 ◽

Cited By ~ 2

Author(s):

Stavros Stavroyiannis ◽

Ilias Makris ◽

Vasilis Nikolaidis ◽

Leonidas Zarangas

Keyword(s):

At Risk ◽

Value At Risk ◽

Type Iv ◽

Pearson Type ◽

Pearson Type Iv

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Further results on the approximation of log-normal power sum via pearson type IV distribution: a general formula for log-moments computation

IEEE Transactions on Communications ◽

10.1109/tcomm.2009.04.070133 ◽

2009 ◽

Vol 57 (4) ◽

pp. 893-898 ◽

Cited By ~ 34

Author(s):

M. Di Renzo ◽

F. Graziosi ◽

F. Santucci

Keyword(s):

General Formula ◽

Power Sum ◽

Type Iv ◽

Pearson Type ◽

Log Normal ◽

Pearson Type Iv

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MAP estimation of Pearson Type IV random vectors in AWGN

2012 9th International Conference on Electrical Engineering/Electronics, Computer, Telecommunications and Information Technology ◽

10.1109/ecticon.2012.6254122 ◽

2012 ◽

Author(s):

Pichid Kittisuwan

Keyword(s):

Map Estimation ◽

Random Vectors ◽

Type Iv ◽

Pearson Type ◽

Pearson Type Iv

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