Extreme Value Theory and Auction Models
The objective of this article is to develop a parametric approach to estimating auctions with incomplete data using Extreme Value Theory (EVT). The methodology is mainly theoretical: we first review that, when only transaction prices can be observed, the distribution of private valuations is irregul...
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| Publicado no: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Autor principal: | |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2021
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=423770252010 https://www.redalyc.org/journal/4237/423770252010/ https://www.redalyc.org/journal/4237/423770252010/html/ https://www.redalyc.org/journal/4237/423770252010/423770252010.epub https://www.redalyc.org/journal/4237/423770252010/movil |
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