scholarly journals Internal truncated distributions: applications to Wiener process range distribution when deleting a minimum stochastic volatility interval from its domain

2018 ◽  
Vol 13 (1) ◽  
pp. 201-215 ◽  
Author(s):  
Mohamed Abd Allah El-Hadidy ◽  
Ajab A. Alfreedi
Keyword(s):  
Stochastic Volatility ◽  
Wiener Process ◽  
Range Distribution ◽  
Truncated Distributions

On Bounded Range Distribution of a Wiener Process

2016 ◽  
pp. 0-0 ◽  
Author(s):  
Abd El-Moneim A. Teamah ◽  
Mohamed Abd Allah El-Hadidy ◽  
Maraw M. El-Ghoul
Keyword(s):  
Wiener Process ◽  
Range Distribution

scholarly journals Generalized truncated distributions with N intervals deleted: Mathematical definition

Filomat ◽  
2019 ◽  
Vol 33 (11) ◽  
pp. 3409-3424 ◽  
Author(s):  
Mohamed El-Hadidy
Keyword(s):  
Stochastic Volatility ◽  
High Sensitivity ◽  
Random Variable ◽  
Statistical Properties ◽  
Comprehensive Treatment ◽  
Mathematical Definition ◽  
Truncated Distributions

The distributions obtained by N intervals truncations are characterized by its high sensitivity for stochastic volatility data. In stable intervals, we use this method to delete some certain range of data values from a domain of the random variable. A comprehensive treatment of the statistical properties of this distribution is presented. We assume Normal and Log-Lindley distributions to apply the obtained results.

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