Economic Peaks and Value-at-Risk Analysis: A Novel Approach Using the Laplace Distribution for House Prices

In this article, a new extension of the standard Laplace distribution is introduced for house price modeling. Certain important properties of the new distribution are deducted throughout this study. We used the new extension of the Laplace model to conduct a thorough economic risk assessment utilizi...

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Autors principals:	Jondeep Das, Partha Jyoti Hazarika, Morad Alizadeh, Javier E. Contreras-Reyes, Hebatallah H. Mohammad, Haitham M. Yousof
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2025-01-01
Col·lecció:	Mathematical and Computational Applications
Matèries:	Laplace odd log-logistic economic risk extreme house price data mean of order-<i>P</i> peaks over a random threshold
Accés en línia:	https://www.mdpi.com/2297-8747/30/1/4
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