Results 251 to 260 of about 18,252 (293)
A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]
Entropy (Basel)Wei Y, Xi W.
europepmc +1 more source
On climate fat tails and politics
Resources Policy, 2023 Transitioning the economy from one that relies on fossil fuels to one that emphasizes renewable energy sources will have important implications for the pattern of natural resource use. Such a transition depends on government policies. As elected politicians have an incentive to weigh the spatially heterogeneous costs and benefits on their constituents ...
Mason, Charles F., Wilmot, Neil A.
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2021
This chapter initiates discussion on the kurtosis and skewness measures and its implications. The unit covers in detail what are fat tails and tail risk in financial data. Why are fat tails important and its implication for investment decisions? How to handle such fat tails using quantile regressions? The OLS loses its effectiveness particularly in the
Moinak Maiti, Maiti Moinak
exaly +2 more sources
This chapter initiates discussion on the kurtosis and skewness measures and its implications. The unit covers in detail what are fat tails and tail risk in financial data. Why are fat tails important and its implication for investment decisions? How to handle such fat tails using quantile regressions? The OLS loses its effectiveness particularly in the
Moinak Maiti, Maiti Moinak
exaly +2 more sources
European Economic Review, 2017
Abstract We document the extent to which major macroeconomic series, used to inform linear DSGE models, can be characterized by power laws whose indices we estimate via maximum likelihood. Assuming data follow a linear recursion with multiplicative noise, low estimated indices suggest fat tails. We then ask whether standard DSGE models under constant
Chetan Dave
exaly +2 more sources
Abstract We document the extent to which major macroeconomic series, used to inform linear DSGE models, can be characterized by power laws whose indices we estimate via maximum likelihood. Assuming data follow a linear recursion with multiplicative noise, low estimated indices suggest fat tails. We then ask whether standard DSGE models under constant
Chetan Dave
exaly +2 more sources
Increasing correlations or just fat tails?
Journal of Empirical Finance, 2008 Increasing correlation during turbulent market conditions implies a reduction in portfolio diversification benefits. We investigate the robustness of recent empirical results that indicate a breakdown in the correlation structure by deriving theoretical truncated and exceedance correlations using alternative distributional assumptions.
Campbell, RAJ +3 more
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Fat tails in financial return distributions revisited: Evidence from the Korean stock market
Physica A: Statistical Mechanics and Its Applications, 2019 This study empirically re-examines fat tails in stock return distributions by applying statistical methods to an extensive dataset taken from the Korean stock market.
Cheoljun Eom +2 more
exaly +4 more sources
Understanding the Improbable: A Survey of Fat Tails in Environmental Economics
Annual Review of Resource Economics, 2021 We survey the growing literature on fat-tailed distributions in environmental economics. We then examine the theoretical and statistical properties of such distributions, focusing especially on when these properties are likely to arise in environmental ...
Marc N Conte, David L Kelly
exaly +2 more sources
EFFECTS OF TAIL FAT ON HALOTHANE BIOTRANSFORMATION IN FAT‐TAILED SHEEP
Clinical and Experimental Pharmacology and Physiology, 2005SUMMARY1. The aim of the present study was to evaluate the effects of tail fat on halothane biotransformation following similar anaesthetic exposure in intact sheep and sheep with a ligated median sacral artery.2. A prospective randomized experimental study was performed using 12 healthy, 10–12‐month‐old female sheep.3. Sheep were randomly divided into
S, Sharifi, N, Vesal
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Fat tails in private equity fund returns: The smooth double Pareto distribution [PDF]
International Review of Financial Analysis, 2023 Does the distribution of private equity returns have fat tails? A new smooth double Pareto distribution can explain the stationary distribution of private equity funds' valuation multiples.
Henry Lahr, Lahr, Henry
exaly +2 more sources