Results 221 to 230 of about 85,791 (262)

A new MYH2 variant in an Italian patient expanding the clinical spectrum of MYH2-related myopathy. [PDF]

open access: yesBMC Neurol
Zanotti S   +12 more
europepmc   +1 more source

Heavy tails and currency crises

Journal of Empirical Finance, 2007
In 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
openaire   +1 more source

HARCH Processes are Heavy Tailed

Extremes, 1999
A \(\text{HARCH}(k)\) 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
openaire   +2 more sources

Second-order heavy-tailed distributions and tail analysis

IEEE Transactions on Signal Processing, 2006
This 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
openaire   +1 more source

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