Transparent comparisons of Emergency-Department prioritization policies: integrating tail risk, target attainment, and utility analysis. [PDF]
PLoS OneDeHollander A, Karwan M, Casucci S.
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Evaluating the Precision of Estimators of Quantile-Based Risk Measures [PDF]
This paper examines the intra-day seasonality of transacted limit and market orders in the DEM/USD foreign exchange market. Empirical analysis of completed transactions data based on the Dealing 2000-2 electronic inter-dealer broking system indicates ...
Kevin Dowd, John Cotter
core
Correction: Wealthy individual investors and stock markets' tail risk. [PDF]
PLoS OnePLOS One Staff .
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Mako robotic-assisted glenoid preparation in reverse shoulder arthroplasty: a tail-risk reduction perspective compared with manual and patient-specific guide techniques. [PDF]
J Shoulder Elb ArthroplastBuac NP +5 more
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The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing [PDF]
Crisis events such as the 1987 stock market crash, the Asian Crisis and the bursting of the Dot-Com bubble have radically changed the view that extreme events in financial markets have negligible probability.
Sheri Markose, Amadeo Alentorn
core
Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network. [PDF]
Entropy (Basel)Gong XL, Wang XT.
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Wealthy individual investors and stock markets' tail risk. [PDF]
PLoS OneYu H, Lu R, Yang H, Zhang B.
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Tail Risk Dynamics under Price-Limited Constraint: A Censored Autoregressive Conditional Fréchet Model. [PDF]
Entropy (Basel)Xu T, Shu L, Chen Y.
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