Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models

DOI10.1080/14697688.2014.991748zbMath1398.62318OpenAlexW2036049602MaRDI QIDQ4683111

Jorge V. Pérez-Rodríguez, Emilio Gómez-Déniz

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2014.991748

zbMATH Keywords

effective and quoted spreadspread component coststransformed gamma and beta distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Linear inference, regression (62J99) Exact distribution theory in statistics (62E15)

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Parametric Lorenz curves based on the beta system of distributions ⋮ A bivariate response model for studying the marksobtained in two jointly-dependent modules in higher education

Uses Software

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Cites Work

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• ON A FAMILY OF DISTRIBUTIONS WITH ARGUMENT BETWEEN 0 AND 1 OBTAINED BY TRANSFORMATION OF THE GAMMA AND DERIVED COMPOUND DISTRIBUTIONS

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