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Heavy-tailed distribution
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21	Microsoft Word - MoreNaturalBreak21Final3Arxiv.doc Add to Reading List Source URL: arxiv.org Language: English - Date: 2012-09-13 20:02:34 Summary statistics Statistical models Exponentials Power law Heavy-tailed distribution Long Tail Normal distribution Variance Quantile Statistics Data analysis Probability theory
22	240 Symposium: Fat Tails and the Economics of Climate Change The Economics of Tail Events with an Add to Reading List Source URL: www.econ.yale.edu Language: English - Date: 2011-10-19 10:34:12 Probability theory Actuarial science Game theory Behavioral finance Fat-tailed distribution Normal distribution Power law Pareto distribution Heavy-tailed distribution Mathematical analysis Statistics Probability and statistics
23	The Linkage between Large Currency Swings and Fundamentals Phornchanok Cumperayot Chulalongkorn University Casper G. de Vries Erasmus University Rotterdam and Chapman University Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:00:01 Regression analysis Time series analysis Normal distribution Power law Ordinary least squares Heavy-tailed distribution Economic model Autoregressive conditional heteroskedasticity Fat-tailed distribution Statistics Probability theory Econometrics
24	LONG MEMORY AND SELF-SIMILAR PROCESSES GENNADY SAMORODNITSKY Abstract. This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-ta Add to Reading List Source URL: www.math.univ-toulouse.fr Language: English - Date: 2009-01-07 04:54:53 Stable distribution Gaussian process Stationary process Random walk Covariance function Long-range dependency Markov chain Hurst exponent Detrended fluctuation analysis Statistics Stochastic processes Fractional Brownian motion
25	Temi di Discussione (Working Papers) Two EGARCH models and one fat tail Number Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-03-28 07:16:44 Probability theory Autoregressive conditional heteroskedasticity Fat-tailed distribution Kurtosis Heavy-tailed distribution Normal distribution Power law Beta distribution Pareto distribution Statistics Probability and statistics Mathematical analysis
26	Time variation in the tail behaviour of bund futures returns Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:06 Probability theory Behavioral finance Fat-tailed distribution Kurtosis Volatility Long Tail Futures contract Heavy-tailed distribution Shape of the distribution Statistics Mathematical finance Probability and statistics
27	In Proceedings of the 1996 ACM SIGMETRICS International Conference on Measurement and Modeling of Computer Systems, pp[removed], May 1996 Add to Reading List Source URL: www.cs.bu.edu Language: English - Date: 2008-05-08 13:09:53 Teletraffic Data analysis Statistical tests Self-similar process Power law Variance Heavy-tailed distribution Pareto distribution Normal distribution Statistics Probability theory Stochastic processes
28	Discrete and continuous time modulated random walks with heavy-tailed increments Serguei Foss Add to Reading List Source URL: www.math.nsc.ru Language: English - Date: 2007-05-10 04:25:51 Statistics Functional analysis Heavy-tailed distribution Random variable Joint probability distribution Lévy process Convolution Characteristic function Distribution Mathematical analysis Probability theory Mathematics
29	ELSEVIER Performance Evaluation[removed]279 Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2005-12-22 10:49:23 Probability theory Actuarial science Stochastic processes Exponentials Survival analysis Pareto distribution Heavy-tailed distribution Phase-type distribution Weibull distribution Statistics Probability and statistics Mathematical analysis
30	PDF Document Add to Reading List Source URL: www.math.ku.dk Language: English - Date: 2010-04-07 07:01:09 Stochastic processes Apple IIe Heavy-tailed distribution Normal distribution Poisson process Lundberg Statistics Probability and statistics Probability theory