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

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18-Economic Peaks and Value-at-Risk Analysis.pdf (734.38 KB)

Date

2025-01-07

Document type

journal article

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Investigación
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Authors

Das, Jondeep, Hazarika, Partha Jyoti, Alizadeh, Morad, Contreras-Reyes, Javier E., Mohammad, Hebatallah H., Yousof, Haitham M.

Publisher

MDPI AG

URI

https://repositorio.udla.cl/handle/udla/1920

DOI

https://doi.org/10.3390/mca30010004

Keywords

Laplace, odd log-logistic, economic risk, extreme house price data, mean of order-P, peaks over a random threshold, value-at-risk, tail behavior

Citation

Mathematical and Computational Applications, 30(1), 4. https://doi.org/10.3390/mca30010004

Abstract

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. W...

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Creative Commons Attribution 4.0 International
Except where otherwised noted, this item's license is described as Creative Commons Attribution 4.0 International
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