Results 21 to 30 of about 18,252 (293)
Jurnal Ilmu Dasar, 2022 Stocks are an investment that many investors are interested in but often have a high risk. Value at Risk (VaR) is one tool that is often used in risk measurement.
Nadiyah Hafidah Sinambela +2 more
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Fractal and Fractional, 2021 Phytoplankton movement patterns and swimming behavior are important and basic topics in aquatic biology. Heavy tail distribution exists in diverse taxa and shows theoretical advantages in environments.
Xi Xiao +5 more
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Journal of Developmental Biology, 2021 The ability to repair injuries among reptiles, i.e., ectothermic amniotes, is similar to that of mammals with some noteworthy exceptions. While large wounds in turtles and crocodilians are repaired through scarring, the reparative capacity involving the ...
Lorenzo Alibardi +1 more
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A Comparison of Tail Behaviour of Stock Market Returns
Folia Oeconomica Stetinensia, 2014 Most investors believe that left tails of the stock returns distribution are heavier than the right ones. It is a natural consequence of crashes perception as much more turbulent than the booms.
Echaust Krzysztof
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Investigation of the An Empirical Analysis of Stock Market’s Fluctuations and Information Efficiency; A Case Study for Tehran Stock MarketDemand for Subsidized Food in Urban Areas of Iran, Using AIDS Model for Priority Subsidy Allocation (Text in Persian) [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2009 Stock markets are strong means of attracting savings and directing them to investors، but their rate of returns are subject to fluctuations much higher than other economic variables.
Saeed Rasekhy, Amir Khanalipour
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Animals, 2019 Hulun Buir sheep of similar genetic background were divided into two lines based on tail types: Small- and big fat-tailed. To explore the molecular mechanism of fat deposition in sheep tails, we firstly evaluated the morphology and transcription level ...
Hongying Fan +7 more
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Evidence that coronavirus superspreading is fat-tailed [PDF]
Proceedings of the National Academy of Sciences, 2020 Superspreaders, infected individuals who result in an outsized number of secondary cases, are believed to underlie a significant fraction of total SARS-CoV-2 transmission. Here, we combine empirical observations of SARS-CoV and SARS-CoV-2 transmission and extreme value statistics to show that the distribution of secondary cases is consistent with being
Wong, Felix, Collins, James J.
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Taking into account the rate of convergence in CLT under Risk evaluation on financial markets
Cogent Economics & Finance, 2017 This paper examines “fat tails puzzle” in the financial markets. Ignoring the rate of convergence in Central Limit Theorem (CLT) provides the “fat tail” uncertainty.
Levon Kazaryan, Gregory Kantorovich
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Fat and Heavy Tails in Asset Management
, 2023 In this article, the authors explain non-normal probability distributions and the reasons it is important to properly model the tails of one or more distributions in applications to asset management.
Fabozzi F. J. +2 more
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Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets
International Journal of Financial Studies, 2016 In this study, the performance of the Multifractal Model of Asset Returns (MMAR) was examined for stock index returns of four emerging markets. The MMAR, which takes into account stylized facts of financial time series, such as long memory, fat tails and
Samet Günay
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