Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...

In a novel approach to the multiple testing problem, Efron (2004, Journal of the American Statistical Association 99, 96-104; 2007a Journal of the American Statistical Association 102, 93-103; 2007b, ...

Circular statistics is a specialised subfield of statistics that focuses on analysing data points distributed on a circle. Unlike conventional linear statistics, circular data is characterised by ...

Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...

Welcome to the first issue of Volume 19 of The Journal of Operational Risk. In the issue’s first paper, “Composite Tukey-type distributions with application to operational risk management”, Linda ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...