2 papers
stat.ME2012
Default Bayesian Analysis for the Multivariate Ewens Distribution
Abel Rodriguez
We derive the Jeffreys prior for the parameter of the Multivariate Ewens Distribution and study some of its properties. In particular, we show that this prior is proper and has no…
q-fin.PR2008
Measuring expectations in options markets: An application to the SP500 index
Abel Rodriguez, Enrique ter Horst
Extracting market expectations has always been an important issue when making national policies and investment decisions in financial markets. In option markets, the most popular w…