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Fat-Tailed Distributions: Data, Diagnostics and Dependence
5 references·0 citing·17 second hop
Fat-Tailed Distributions: Data, Diagnostics and Dependence (2014)Fat-Tailed Distributions: Data, Diagnosti…The black swan: the impact of the highly improbable (2007)The black swan: the impact of…The (mis)behaviour of markets (2005)The (mis)behaviour of marketsChance and Stability (1999)Chance and StabilityThe variation of certain speculative prices (1997)The variation of certain spec…On the non-closure under convolution of the subexponential family (1989)On the non-closure under conv…The Class of Subexponential Distributions (1975)On closure and factorization properties of subexponential and related distributions (1980)Subexponential distributions and integrated tails (1988)Subexponentiality of the product of independent random variables (1994)Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure (2010)Convolution and convolution-root properties of long-tailed distributions (2015)Developmental Evaluation: Applying Complexity Concepts to Enhance Innovation and Use (2010)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Why do humans reason? Arguments for an argumentative theory (2011)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Generic multifractality in exponentials of long memory processes (2006)THE BEST AND THE REST: REVISITING THE NORM OF NORMALITY OF INDIVIDUAL PERFORMANCE (2012)Are output growth‐rate distributions fat‐tailed? some evidence from OECD countries (2008)Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2008)On development of fractional calculus during the last fifty years (2013)
this work references cited by second hop

References

  • 1997The variation of certain speculative prices4,513 cited
  • 2007The black swan: the impact of the highly improbable3,508 cited
  • 1999Chance and Stability719 cited
  • 1989On the non-closure under convolution of the subexponential family70 cited
  • 2005The (mis)behaviour of markets56 cited

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