Stable distribution

Results: 158



#Item
61Mathematical finance / Probability theory / Behavioral finance / Technical analysis / Volatility / Fat-tailed distribution / Stable distribution / Kurtosis / Normal distribution / Statistics / Financial economics / Probability and statistics

Macroeconomic Dynamics, 4, 2000, 170–196. Printed in the United States of America. HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS RAMA CONT

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Source URL: www.cmap.polytechnique.fr

Language: English - Date: 2004-04-17 17:22:55
62Earth / Groundwater / Aquifer / Water table / Surface water / Vadose zone / Water well / Ogallala Aquifer / Subsurface flow / Hydrology / Water / Physical geography

Geophysical Research Abstracts Vol. 16, EGU2014-12372, 2014 EGU General Assembly 2014 © Author(sCC Attribution 3.0 License. Effects of land use on the distribution of stable isotopes of water (18O/2H)

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Source URL: www.hobe.dk

Language: English - Date: 2015-01-26 08:17:56
63Statistical theory / Statistical inference / Bayesian inference / Autoregressive conditional heteroskedasticity / Prior probability / Exponential distribution / Expectation–maximization algorithm / Stable distribution / Gamma distribution / Statistics / Bayesian statistics / Estimation theory

Bayesian inference for hedge funds with stable distribution of returns by Biliana Güner, Svetlozar T. Rachev, Daniel Edelman, Frank J. Fabozzi

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2010-09-30 12:18:22
64Normal distribution / Stable distribution / Fat-tailed distribution / Characteristic function / Skewness / Greek letters / Symbol / Exponentially modified Gaussian distribution / Statistics / Probability theory / Probability

CVaR sensitivity with respect to tail thickness by Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2011-05-18 10:45:52
65Time series analysis / Financial economics / Technical analysis / Econometrics / Actuarial science / Autoregressive conditional heteroskedasticity / Volatility clustering / Stable distribution / Volatility / Statistics / Mathematical finance / Economics

Time series analysis for financial market meltdowns by Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Ivan Mitov, Frank J. Fabozzi

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2010-09-30 12:18:37
66Mathematical finance / Actuarial science / Probability theory / Skewness / Kurtosis / Fat-tailed distribution / Volatility / Stable distribution / Normal distribution / Statistics / Probability and statistics / Probability

Fat-tailed models for risk estimation by Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Iotova, Frank J. Fabozzi

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2011-05-18 10:46:26
67Distribution / Stable distribution / Differential equation / Fourier analysis / Mathematical analysis / Generalized functions / Functional analysis

Tempered infinitely divisible distributions and processes by Michele Leonardo Bianchi, Svetlozar T. Rachev, Young Shin Kim, Frank J. Fabozzi

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2011-05-18 10:44:16
68Poisson processes / Stable distribution / Exponential distribution / Normal distribution / Autoregressive conditional heteroskedasticity / Statistics / Probability and statistics / Mathematical analysis

Tempered stable and tempered infinitely divisible GARCH models by Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Frank J. Fabozzi

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2011-05-18 10:45:19
69Probability distributions / Statistics / Directional statistics / Large cardinals

Numerically stable sampling of the von Mises Fisher distribution on S 2 (and other tricks) Wenzel Jakob July 21, Introduction The von Mises-Fisher (vMF) distribution is a popular all-purpose distribution [1, 4] fo

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Source URL: www.mitsuba-renderer.org

Language: English - Date: 2014-02-01 11:22:33
70Cambodia / Daun Penh District / Wat Phnom / Phnom Penh International Airport / Camko City / Phnom Penh / Asia / Geography of Cambodia

(2) Phnom Penh City Transmission and Distribution System Expansion Project (Phase 2) (I) (a) Background and Necessity The economy of Cambodia has maintained stable growth in recent years and is expected to continue growi

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Source URL: www.jica.go.jp

Language: English - Date: 2015-04-06 03:23:16
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