Examinando por Autor "Mora-Valencia, A."

Mostrando 1 - 1 de 1
  • No hay miniatura disponible
    Ítem
    Measuring firm size distribution with semi-nonparametric densities
    (2017-01-16) Lina M. Cortés; Mora-Valencia, A.; Perote, Javier; Lina M. Cortés; Mora-Valencia, A.; Perote, Javier; Universidad EAFIT. Departamento de Economía y Finanzas; Finanzas y Banca (Gifyb)
    In this article, we propose a new methodology based on a (log) semi-nonparametric (log- SNP) distribution that nests the lognormal and enables better fits in the upper tail of the distribution through the introduction of new parameters. We test the perfor