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Treffer 1 - 14 von 14 für Suche: '"Fat-Tailed Distributions"', Suchdauer: 0.61s
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von Guido Ascari in Macroeconomic dynamics Vol. 19, No. 2 (2015), p. 465
...fattaildistributionsandbusinesscyclemodels ger GBVCP eng 330 wiw natliz FAT-TAIL DISTRIBUTIONS AND BUSINESS-CYCLE MODELS Recent empirical...
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    von Bali, Turan G. in Annals of operations research Vol. 151 (2007), p. 151-178
    ... rate volatility with skewed fat-tailed distributions Bali, Turan G. in Annals of operations research...
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      von Gabrielsen, Alexandros In International journal of economic research Vol. 9, No. 2 (2012), p. 243-263
      ... Forecasting volatility of European and Asian equity indices with Hansen's skew-t and fat tailed distributions...
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        von Onur, Ibrahim A. In Afro-Asian Journal of Finance and Accounting : AAJFA Vol. 1, No. 1 (2008), p. 17-25
        ... drives short-term GCC stock market returns? empirical evidence from fat-tailed distribution Ibrahim A...
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          von Sobehart, Jorge in Risk : managing risk in the world's financial markets Vol. 25, No. 6 (2012), p. 78-84
          ...-tailed distributions of asset returns in close agreement with historical data. Sobehart, Jorge in Risk...
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            von Lucas, André in The journal of portfolio management : a publication of Institutional Investor Vol. 25, No. 1 (1998), p. 71-80
            ... of a fat-tailed distribution indeed leads to more aggressive asset allocations and a higher value at...
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              von Tidwell, Joe W in British journal of mathematical and statistical psychology Vol. 70, No. 3 (2017), p. 391-411
              ... scores (fattailed distributions), OCLO shows less bias and variance, and substantially better out‐of...
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                von Antonio Di Cesare in Journal of financial econometrics : official journal of the Society for Financial Econometrics Vol. 13, No. 4 (2015), p. 868
                ... risks. We distinguish between normally and fat-tailed distributed returns and show that adjustment is...
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                  von Jean Pierre Fenech in Economic modelling Vol. 47 (2015), p. 340-354
                  ... for recalibration Appropriate modelling of loan default correlation capturing the fat tail...
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                    von Phillip A Cartwright in Review of quantitative finance and accounting Vol. 47, No. 3 (2016), p. 579
                    ... normality, the paper considers use of a fat-tailed distribution (multivariate t-distribution) to examine the...
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                      von Garcilazo, Enrique in Economic geography Vol. 91, No. 2 (2015), p. 205-221
                      ... decay of their contribution to growth is slow (generating a fat tail distribution), their cumulated...
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                        von Taisei Kaizoji in Journal of economic behavior & organization : JEBO Vol. 112 (2015), p. 289-310
                        ... stylized facts of financial markets such as a fat-tail distribution of returns and volatility clustering...
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                          von Sadra Babaei in European journal of operational research : EJOR Vol. 244, No. 2 (2015), p. 525-539
                          ... only a little light on the dependence structure among the financial returns along with the fat-tailed...
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                            von Sudhakar, A in Global business review Vol. 17, No. 6 (2016), p. 1373-1387
                            ...-tailed distribution of Logit model is attributable to the better performance of the model. Sudhakar, A...
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