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Process optimization and quality assessment of redistilled Ethiopian traditional spirit (Areke): ethanol yield and zinc contamination control. [PDF]
Kassahun E +6 more
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Widespread shift toward extreme dominated precipitation with pronounced trends in arid and mediterranean regions. [PDF]
Zaerpour M, Papalexiou SM, Tang G.
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A new MYH2 variant in an Italian patient expanding the clinical spectrum of MYH2-related myopathy. [PDF]
Zanotti S +12 more
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Shapes of synaptic protein distributions distinguish brain architectures
Rehn M +4 more
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Heavy tails and currency crises
Journal of Empirical Finance, 2007In affine models of foreign exchange rate returns, the nature of cross sectional interdependence in crisis periods hinges on the tail properties of the fundamentals' distribution. If the fundamentals exhibit thin tails like the normal distribution, the dependence vanishes asymptotically; while the dependence remains in the case of heavy tailed ...
Straetmans, S.T.M. +2 more
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HARCH Processes are Heavy Tailed
Extremes, 1999A \(\text{HARCH}(k)\) process \(R_n\) is defined by the recursive relations \[ R_n=\sigma_n\varepsilon_n, \qquad \sigma_n^2=c_0+\sum_{j=1}^kc_j \left( \sum_{i=1}^j R_{n-i} \right)^2 \] where the \(c_j\) are some nonrandom constants, \(\varepsilon_n\) are i.i.d., \(E\varepsilon=0\), \(E\varepsilon^20\) and \(\Pr(\varepsilon^2>c_1^{-1})>0\), then ...
Embrechts, Paul, Grübel, Rudolf
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Second-order heavy-tailed distributions and tail analysis
IEEE Transactions on Signal Processing, 2006This correspondence studies the second-order distributions of heavy-tail distributed random variables (RVs). Two models for the heavy-tailed distributions are considered: power law and epsi-contaminated distributions. Special cases of the models considered include 1) RVs formed by the product of two independent, but not necessarily identically ...
Tuncer C. Aysal, Kenneth E. Barner
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