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...

Celý popis

Podrobná bibliografie

Hlavní autoři:	Jondeep Das, Partha Jyoti Hazarika, Morad Alizadeh, Javier E. Contreras-Reyes, Hebatallah H. Mohammad, Haitham M. Yousof
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2025-01-01
Edice:	Mathematical and Computational Applications
Témata:	Laplace odd log-logistic economic risk extreme house price data mean of order-<i>P</i> peaks over a random threshold
On-line přístup:	https://www.mdpi.com/2297-8747/30/1/4
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!