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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書目詳細資料

發表在:	Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance
主要作者:	Paolo Riccardo Morganti
格式:	Artigo
語言:	Inglês
出版:	Instituto Mexicano de Ejecutivos de Finanzas A.C. 2021
主題:	Economía y Finanzas
在線閱讀:	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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