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结果：找到“fat tail”相关内容30个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

statistical consequences of fat tails. Nassim Taleb
6 个回复 - 1901 次查看 Taleb 新书 Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications (Technical Incerto)1个币，或者，https://arxiv.org/abs/2001.10488 这里也可以，哈哈哈, 明人不说 ...2020-7-29 12:31 - siery - 经济统计专版

statistical consequences of fat tails (2020) - nassim taleb
4 个回复 - 1810 次查看 statistical consequences of fat tails (2020) - nassim taleb2020-7-28 11:33 - loneshark - 投资人（实务版）

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
3 个回复 - 1158 次查看【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区

Asymmetry, Fat-tail and Autoregressive Conditional Density in Daily Stocks Retur
1 个回复 - 675 次查看【作者(必填)】 23 【文题(必填)】 Asymmetry, Fat-tail and Autoregressive Conditional Density in Daily Stocks Return Data 【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.jstor.org/sta ...2021-6-13 10:30 - internet.hzx - 求助成功区

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
1 个回复 - 503 次查看【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区

《STATISTICAL CONSEQUENCES OF FAT TAILS》--《黑天鹅》作者纳西姆塔勒布新书英文版
4 个回复 - 2665 次查看关注《黑天鹅》作者推特看到他新出了一本书，PDF免费共享，于是爬墙下载，在此分享，收点论坛币不过分吧，只有英文版，扫了一眼，关于统计学的内容很多，阅读门槛应该不低，感兴趣的取之。2020-3-3 09:01 - bleen - 经济统计专版

Modelling Financial Risks. Fat Tails, Volatility Clustering and Copulae
3 个回复 - 1793 次查看【作者(必填)】Bernhard Pfaff 【文题(必填)】Modelling Financial Risks. Fat Tails, Volatility Clustering and Copulae 【年份(必填)】2010 【全文链接或数据库名称(选填)】2013-11-22 15:26 - lipj - 求助成功区

Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long me
1 个回复 - 483 次查看【作者(必填)】 Ping-TsungWuaShwu-JaneShiehb 【文题(必填)】 Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations【年份(必填)】 2007 【全文链接 ...2018-1-13 22:33 - internet.hzx - 求助成功区

On Bayesian Modeling of Fat Tails and Skewness
3 个回复 - 520 次查看【作者(必填)】Fernandez, C., and Steel, M. F. J. 【文题(必填)】On Bayesian Modeling of Fat Tails and Skewness 【年份(必填)】1998 【全文链接或数据库名称(选填)】Journal of the American Statisti ...2017-8-6 17:13 - Bumboo - 求助成功区

A general approach to integrated risk management with skewed, fat-tailed risks
2 个回复 - 578 次查看【作者(必填)】 Joshua V. Rosenberg1, , Til Schuermann 【文题(必填)】 A general approach to integrated risk management with skewed, fat-tailed risks【年份(必填)】 2006 【全文链接或数据库名称(选填) ...2016-5-4 11:55 - internet.hzx - 求助成功区

Why does skewness and the fat-tail effect influence value-at-risk estimates
3 个回复 - 797 次查看【作者(必填)】 [*]Jung-Bin Sua, , , [*]Ming-Chih Leeb, 1, , [*]Chien-Liang Chiub, 2, 【文题(必填)】 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from a ...2016-4-7 18:05 - internet.hzx - 求助成功区

Why does skewness and the fat-tail effect influence value-at-risk estimates? Evi
1 个回复 - 486 次查看【作者(必填)】 [*]Jung-Bin Sua, , , [*]Ming-Chih Leeb, 1, , [*]Chien-Liang Chiub 【文题(必填)】 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from altern ...2016-4-3 14:33 - internet.hzx - 求助成功区

On Bayesian Modeling of Fat Tails and Skewness
1 个回复 - 1058 次查看【作者(必填)】 Carmen Fernandez and Mark F. J. Steel 【文题(必填)】 On Bayesian Modeling of Fat Tails and Skewness 【年份(必填)】 1998 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/2 ...2016-1-20 00:34 - internet.hzx - 文献求助专区

Leverage Causes Fat Tails and Clustered Volatility
2 个回复 - 668 次查看【作者(必填)】Stefan Thurner、J. Doyne Farmer、John Geanakoplos 【文题(必填)】Leverage Causes Fat Tails and Clustered Volatility 【年份(必填)】November 22, 2011 【全文链接或数据库名称(选填)】 ...2015-12-16 08:41 - moretc - 求助成功区

Fat-Tailed and Skewed Asset Return Distributions
3 个回复 - 2571 次查看内容提要： While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t ap ...2009-12-26 18:21 - zxzChaos - 金融学（理论版）

Harvey +EGARCH models with fat tails, skewness and leverage
1 个回复 - 664 次查看【作者(必填)】A. C. Harvey and G. Sucarrat 【文题(必填)】 EGARCH models with fat tails, skewness and leverage 【年份(必填)】2014 【全文链接或数据库名称(选填)】2015-3-21 10:00 - harlon1976 - 求助成功区

Fat-Tailed Distributions: Data, Diagnostics and Dependence
10 个回复 - 331 次查看 Fat-Tailed Distributions: Data, Diagnostics and Dependence Author(s): Roger M. Cooke, Daan Nieboer, Jolanta Misiewicz Publisher: Wiley-ISTE City: Year: 2014 Pages: 144 ISBN: 1848217927, 9 ...2014-12-4 20:16 - tigerwolf - 管理科学

Bayesian analysis of stochastic volatility models with fat-tails
2 个回复 - 1209 次查看【作者(必填)】Joanna J.J. Wanga, , , Jennifer S.K. Chana, S.T. Boris Choyb 【文题(必填)】Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale m ...2014-7-22 16:51 - lipj - 求助成功区

Fat Tails and the Social Cost of Carbon
1 个回复 - 1054 次查看【作者(必填)】 Weitzman, Martin L. 【文题(必填)】 Fat Tails and the Social Cost of Carbon【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.ingentaconnect.com/content/aea/aer/2014/00000 ...2014-7-10 23:06 - woguyi - 文献求助专区

Fat tails, long-range correlations and multifractality as emergent properties in
1 个回复 - 1106 次查看【作者(必填)】 . S. Passos1, C. M. Nascimento2, Iram Gleria1, Sergio da Silva3 and G. M. Viswanathan1,4 【文题(必填)】 Fat tails, long-range correlations and multifractality as emergent properties ...2014-5-27 19:56 - qijiongli - 求助成功区

请pdf plus: ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL
1 个回复 - 815 次查看【作者(必填)】 D Stauffer 【文题(必填)】 ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL[/backcolor] [/backcolor] 【年份(必填)】 2002 【全文链接或数据库名称(选填)】http:// ...2014-2-9 18:21 - qijiongli - 求助成功区

Extreme Events: Robust Portfolio Construction in the Presence of fat tails
311 个回复 - 22383 次查看免费拿走，Springer和Wiley这两个出版社的书一般情形下我都不会收费。 Malcolm Kemp, "Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails" Wily | 2011-01-25 | ISBN: 0470750138 ...2011-12-1 07:05 - onceonce - 金融学（理论版）

Natural Disasters and the Financing of Fat Tails: Lessons from the Economics and
1 个回复 - 775 次查看【作者(必填)】Donald T. Hornstein University of North Carolina (UNC) at Chapel Hill - School of Law 【文题(必填)】Natural Disasters and the Financing of Fat Tails: Lessons from the Economics and ...2013-10-24 14:05 - sfy1990 - 求助成功区

（已免费）09FRM CORE READINGS---Fat-Tailed and Skewed Asset Return Distributions
49 个回复 - 9325 次查看 Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi ISBN: 978-0-471-7 ...2009-7-15 15:04 - yhongl12 - CFA、CVA、FRM等金融考证论坛

哪位有《Fattailed分布下的VaR和ES模型及其实证研究》
1 个回复 - 745 次查看【作者(必填)】【文题(必填)】 Fattailed分布下的VaR和ES模型及其实证研究【年份(必填)】【全文链接或数据库名称(选填)】2012-4-29 11:17 - henangao - 文献求助专区

求助：GARCH “fat tail”
1 个回复 - 1623 次查看请问ARCH跟GARCH 是怎么刻画“fat tail”,从公式看不出来啊~2010-6-5 04:29 - marburg - EViews专版

[讨论]请问在fat-tail下如何做风险管理?
1 个回复 - 1995 次查看如果data是fat-tail的,如何去预测loss, drawdown之类的呢? 有个trader告诉我他在7月底用类似方法预测到会有drawdown躲过了八月份一劫. 我不知道他具体用什么方法. 有相关的文章或书么? 另外,我觉得如果有这类方法,应 ...2007-11-14 02:34 - stonexu1984 - 计量经济学与统计软件

Fat-tail Climate Risks, Mechanism design, and Reputation-肥尾气候风险、机制设计和声誉
0 个回复 - 415 次查看 2006-3-21 02:42 - 寻租行为669 - Forum

Fat-tail Climate Risks, Mechanism design, and Reputation
0 个回复 - 272 次查看 2006-3-20 23:49 - 营销战略044 - Forum

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