Results 11 to 20 of about 18,252 (293)
Universality and Control of Fat Tails
IEEE Control Systems Letters, 2023 6 pages, 1 figure, L-CSS/CDC 2023 (+ corrected missprints)
Chertkov, Michael
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Sunspot-driven fat tails: A note
Economics Letters, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dave, Chetan, Sorge, Marco M.
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Systemic Risk and Macroeconomic Fat Tails [PDF]
, 2017 We propose a mechanism for shock amplification that potentially can account for fat tails in the distribution of the growth rate of national output. We argue that extreme macroeconomic events, such as the Great Depression and the Great Recession, were preceded by significant turmoil in the banking system.
Bougheas, Spiros +2 more
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On the Pareto Type III Distribution
Frontiers in Physics, 2022 This note analyzes some properties of the Pareto Type III distribution. A three parameter version of the original two parameter distribution proposed by Pareto is introduced and both its density and characteristic function are derived.
Giulio Bottazzi
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Extreme value theory in emerging markets: Evidence from the Montenegrin stock exchange [PDF]
Ekonomski Anali, 2015 The concept of Value at Risk(VaR) estimates the maximum loss of a financial position at a given time for a given probability. This paper considers the adequacy of the methods that are the basis of extreme value theory in the Montenegrin emerging
Cerović Julija, Karadžić Vesna
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Oar-miR-432 Regulates Fat Differentiation and Promotes the Expression of BMP2 in Ovine Preadipocytes
Frontiers in Genetics, 2022 The fat tail is a unique characteristic of sheep that represents energy reserves and is a complex adaptative mechanism of fat-tailed sheep to environmental stress.
Meilin Jin +13 more
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Predictability of fat-tailed extremes [PDF]
Physical Review E, 2017 We conjecture for a linear stochastic differential equation that the predictability of threshold exceedances (I) improves with the event magnitude when the noise is a so-called correlated additive-multiplicative noise, no matter the nature of the stochastic innovations, and also improves when (II) the noise is purely additive, obeying a distribution ...
Bódai, Tamás, Franzke, Christian
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Frontiers in Nutrition, 2023 IntroductionAs a source of low-cost and high-quality meat for human beings, the consumption of camel meat was increasing, and beef has similar texture and nutritional characteristics with camel meat.
Qingqing Li +7 more
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On Bayesian Modelling of Fat Tails and Skewness [PDF]
SSRN Electronic Journal, 1996 We consider a Bayesian analysis of linear regression models that can account for skewed error distributions with fat tails.The latter two features are often observed characteristics of empirical data sets, and we will formally incorporate them in the inferential process.A general procedure for introducing skewness into symmetric distributions is first ...
Fernández, C., Steel, M.F.J.
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Transcriptome study digs out BMP2 involved in adipogenesis in sheep tails
BMC Genomics, 2022 Background Hu sheep and Tibetan sheep in China are characterized by fat tails and thin tails, respectively. Several transcriptomes have been conducted in different sheep breeds to identify the differentially expressed genes (DEGs) underlying this trait ...
Meilin Jin +8 more
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