Results 271 to 280 of about 18,252 (293)

Fat‐Tailed Kelly

Wilmott, 2021
openaire   +1 more source

Skewness and Fat Tails in Discrete Choice Models

2002
In discrete choice models, the probability that the dependent variable will assume value 0 or 1 depends on a set of explanatory variables through a function F. In this paper we propose the class of skew Student t distribution as a function F in order to have a more flexible model that can simultaneously account for asymmetry and thick tails and such ...
openaire   +2 more sources

fat-tailed sheep

2021
openaire   +1 more source

Energy Price Jumps, Fat Tails and Climate Policy

Environmental Modeling and Assessment, 2021
Charles F Mason, Neil A Wilmot, Mason Charles F   +2 more
exaly  

Fat tails and truncated bids in contingent valuation: An application to an endangered shorebird species

Ecological Economics, 2016
George R Parsons
exaly  

Forecasting with VAR models: Fat tails and stochastic volatility

International Journal of Forecasting, 2017
Haroon Mumtaz, Gabor Pintér
exaly  

Fat Tails

2016
openaire   +1 more source

Leverage causes fat tails and clustered volatility

Quantitative Finance, 2012
Stefan Thurner, J Doyne Farmer, John Geanakoplos   +2 more
exaly  

The quotient of normal random variables and application to asset price fat tails

Physica A: Statistical Mechanics and Its Applications, 2018
Carey Caginalp, Gunduz Caginalp
exaly  

Systemic Risk and Macroeconomic Fat Tails

Springer Proceedings in Complexity, 2018
Spiros Bougheas, Alan Kirman, Bougheas Spiros   +2 more
exaly