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Heavy-Tailed Distributions: Data, Diagnostics, and New Developments · Study

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PreprintHeavy-Tailed Distributions: Data, Diagnostics, and New Developments

Roger M. Cooke2011

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Preprintgreen2011

Heavy-Tailed Distributions: Data, Diagnostics, and New Developments

Roger M. Cooke · Daan Nieboer

36 citations·0/0 files stored·SSRN Electronic Journal

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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References

2001An Introduction to Statistical Modeling of Extreme Values 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1997Modelling Extremal Events 2007The black swan: the impact of the highly improbable 2011Quantitative Risk Management 1999Chance and Stability 2003Handbook of Heavy Tailed Distributions in Finance

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Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations36

Files0 public / 0

ShelfProbability and Risk Models

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doi10.2139/ssrn.1811043

openalex_workW1588207462

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