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The Fundamentals of Heavy Tails Properties, Emergence, and Estimation
3 个回复 - 617 次查看【作者(必填)】【文题(必填)】The Fundamentals of Heavy Tails Properties, Emergence, and Estimation 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://doi.org/10.1017/97810090537302022-5-20 18:19 - nivastuli - 求助成功区

HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE
6 个回复 - 2489 次查看 HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE Edited by SVETLOZAR T. RACHEV University of California Chapter 1 Heavy Tails in Finance for Independent or Multifractal Price Increments BENOI ...2015-11-11 23:47 - SleepyTom - 金融工程（数量金融）与金融衍生品

Dynamic Models for Volatility and Heavy Tails
10 个回复 - 2899 次查看求助：Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time SeriesAndrew C. Harvey (作者) Andrew Harvey is Professor of Econometrics at the University of Cam ...2014-12-3 22:04 - lovebao - 悬赏大厅

【经典教材系列】Advances in Heavy Tailed Risk
88 个回复 - 7258 次查看 2015年最新教材（共662页）降价出售期已过！如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽 ...2015-5-28 09:09 - wwqqer - 金融学（理论版）

经典教材系列 Heavy-Tailed Distributions and Robustness in Economics and Finance
86 个回复 - 11364 次查看量化金融里“肥尾”是重点也是难点。。。2015年最新教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇 ...2015-5-26 23:37 - wwqqer - 量化投资

Tail Risk Inference via Expectiles in Heavy-Tailed Time Series
1 个回复 - 373 次查看【作者(必填)】 2323 【文题(必填)】 Tail Risk Inference via Expectiles in Heavy-Tailed Time Series 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/0 ...2022-7-22 12:29 - internet.hzx - 求助成功区

Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic vo
2 个回复 - 678 次查看【作者(必填)】 mengheng.li 【文题(必填)】 Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https: ...2020-9-14 11:57 - internet.hzx - 求助成功区

文献求助Tail dependence and heavy tailedness in extreme risks
1 个回复 - 595 次查看【作者(必填)】 LiuyanJia[/backcolor]Ken SengTanb[/backcolor]FanYangc[/backcolor] 【文题(必填)】 Tail dependence and heavy tailedness in extreme risks【年份(必填)】 2021 【全文链接或数据库名称(选填 ...2022-3-8 21:45 - 呓暝悠殇 - 求助成功区

求助Springer文献：large deviations view points for heavy-tailed random walks
1 个回复 - 635 次查看【作者(必填)】Y. Hu[/backcolor] & H. Nyrhinen[/backcolor] 【文题(必填)】large deviations view points for heavy-tailed random walks 【年份(必填)】Journal of Theoretical Probability[/backcolor] [ ...2022-2-12 07:37 - scottan123456 - 求助成功区

Limit Distributions for Sums of Independent Random Vectors: Heavy Tails
0 个回复 - 650 次查看【作者(必填)】Mark M. Meerschaert, Hans-Peter Scheffler 【文题(必填)】Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice 【年份(必填)】2001 【全文链接 ...2021-4-1 22:00 - math_dsh - 文献求助专区

求Dynamic Models for Volatility and Heavy Tails
1 个回复 - 1286 次查看【作者(必填)】 Andrew C. Harvey 【文题(必填)】 Dynamic Models for Volatility and Heavy Tails 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 http://ebooks.cambridge.org/ebook.jsf?bid=CBO9 ...2014-3-10 11:39 - waterup - 文献求助专区

nonparametric methods for heavy tailed vector data: a survey with applications f
4 个回复 - 453 次查看【作者(必填)】 Meerschaert, M. M.and Scheffler,H.P 【文题(必填)】 nonparametric methods for heavy tailed vector data: a survey with applications from finance and hydrology, recent advances and tren ...2018-6-1 17:35 - 姚艳茹 - 求助成功区

portfolio modeling with heavy tailed random vectors
4 个回复 - 558 次查看【作者(必填)】 Meerschaert, M. M.and Scheffler,H.P 【文题(必填)】 portfolio modeling with heavy tailed random vectors 【年份(必填)】 2003 【全文链接或数据库名称(选填)】2018-6-1 17:33 - 姚艳茹 - 求助成功区

Ratio Tests for Persistence Change with Heavy Tailed Observations
1 个回复 - 557 次查看【作者(必填)】 YANG Yunfeng, JIN Hao. 【文题(必填)】 Ratio Tests for Persistence Change with Heavy TailedObservations 【年份(必填)】 2014 【全文链接或数据库名称(选填)】2018-3-1 19:46 - 肖恩同学 - 求助成功区

Risk Theory - A Heavy Tail Approach
3 个回复 - 1018 次查看 Risk Theory - A Heavy Tail Approach By (author): Dimitrios G Konstantinides (University of the Aegean, Greece) This book is written to help graduate students and young researchers to enter q ...2017-9-27 13:39 - martinnyj - 金融学（理论版）

求：《A Practical Guide to Heavy Tails》
3 个回复 - 1133 次查看全名：A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions ~ Robert J. Adler (编者), Raya Feldman (编者), M. S. Taqqu (编者) [*]出版社: Birkhause ...2014-3-4 08:59 - 唐宋元清 - 悬赏大厅

Multiple risk measures for multivariate dynamic heavy–tailed models
1 个回复 - 492 次查看【作者(必填)】 [*]Mauro Bernardi, Antonello Maruotti, Lea Petrella 【文题(必填)】 Multiple risk measures for multivariate dynamic heavy–tailed models 【年份(必填)】 2017 【全文链接或数据库名称 ...2017-7-31 22:30 - internet.hzx - 求助成功区

A refined bootstrap for heavy tailed distributions
3 个回复 - 563 次查看【作者(必填)】 Cornea, A., Davidson, R. 【文题(必填)】 A refined bootstrap for heavy tailed distributions 【年份(必填)】 (2009) 【全文链接或数据库名称(选填)】2017-11-16 16:51 - 肖恩同学 - 求助成功区

Heavy Tails And Copulas Topics In Dependence Modelling In Economics And Finance
5 个回复 - 315 次查看 This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important topics in statistical modeling and estima ...2017-6-16 06:02 - nivastuli - 版权审核区（不对外开放）

Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
29 个回复 - 1442 次查看 World Scientific | English | 2017 | ISBN-10: 9814689793 | 304 pages | PDF | 4.22 mb by Rustam Ibragimov (Author, Contributor), Artem Prokhorov (Author, Contributor) This book offers a unified appr ...2017-6-16 14:35 - igs816 - 经管书评

【商业故事】Chinese Online Retailer JD.com Is DevelopingHeavy-DutyDeliveryDrones
6 个回复 - 940 次查看 source from：wsj BUSINESS LOGISTICS REPORT Chinese Online Retailer JD.com Is Developing Heavy-Duty Delivery Drones Company plans to deploy aerial vehicles capable of delivering payloads weighing o ...2017-5-23 13:33 - william9225 - 真实世界经济学(含财经时事)

Evidence of spurious regression driven by heavy-tailed observations with structu
2 个回复 - 747 次查看【作者(必填)】Hao Jin1,2,∗, Danshi Zhang1, Jinsuo Zhang2 Si Zhang1 【文题(必填)】2017 【年份(必填)】Evidence of spurious regression driven by heavy-tailed observations with structural cha ...2017-2-10 13:07 - 飘雪那个冬 - 求助成功区

Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed D
1 个回复 - 612 次查看【作者(必填)】 Christian Francq[/backcolor]& Jean-Michel Zakoïan[/backcolor] 【文题(必填)】 Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions【年份(必 ...2016-12-24 12:34 - internet.hzx - 求助成功区

Heavy-Tail Phenomena Probabilistic and Statistical Modeling
4 个回复 - 2477 次查看 Sidney I. Resnick 的书，很奇怪这本大牛的书怎么一直没人上传，而且重尾问题也是经济学中的重要现象，将这本书附上， Sidney I. Resnick：Heavy-Tail Phenomena Probabilistic and Statistical Modeling Produc ...2015-1-13 12:18 - xueyeqingshuang - 学术资源/课程/会议/讲座

求助！！！厚尾（heavy tail）数据关于厚尾指数的估计程序
0 个回复 - 617 次查看求助！！！厚尾（heavy tail）数据关于厚尾指数的估计程序,(matlab和R语言都可以），帮忙下。先谢谢了2016-7-15 10:59 - mico123 - 爱问频道

Truncating estimator for the mean change-point in heavy-tailed dependent observa
1 个回复 - 609 次查看【作者(必填)】 HAN S， TIAN Z 【文题(必填)】 Truncating estimator for the mean change-point in heavy-tailed dependent observations 【年份(必填)】 2006 【全文链接或数据库名称(选填)】2016-7-3 10:03 - mico123 - 求助成功区

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial an
1 个回复 - 3429 次查看 The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of anal ...2015-8-7 09:45 - nelsoncwlee - 金融学（理论版）

Bootstrap Testing for Changes in Persistence with HeavyTailed Innovation
1 个回复 - 552 次查看【作者(必填)】 Han S．Tian Zh 【文题(必填)】 Bootstrap Testing for Changes in Persistence with HeavyTailed Innovation 【年份(必填)】 2007 【全文链接或数据库名称(选填)】2016-4-11 08:52 - mico123 - 求助成功区

Filtering With Heavy Tails
1 个回复 - 942 次查看【作者(必填)】 Andrew Harvey & Alessandra Luati 【文题(必填)】 Filtering With Heavy Tails 【年份(必填)】 2014 【全文链接或数据库名称(选填)】 http://xueshu.baidu.com/s?wd=paperuri%3A%28fdfe472 ...2016-4-7 17:47 - internet.hzx - 求助成功区

Nonparametric Analysis of Univariate Heavy-Tailed Data: Research and Practice
3 个回复 - 2807 次查看 Nonparametric Analysis of Univariate Heavy-Tailed Data: Research and PracticeNatalia Markovich Wiley-Interscience , 2007, 336 pagesThe book focuses on the methods of statistical analysis of heavy-tail ...2008-4-15 12:29 - khaghans - 计量经济学与统计软件

Heavy-Tail Phenomena
1 个回复 - 1292 次查看 Heavy-Tail Phenomena [/backcolor] 作者: Sidney I. Resnick[/backcolor] 出版社: Springer 副标题: Probabilistic and Statistical Modeling 出版年: 2006-12-13 页数: 404 定价: USD 59.95 装帧: Hardco ...2015-1-30 10:15 - Clara！@# - 金融学（理论版）

New efficient estimators in rare event simulation with heavy tails
3 个回复 - 656 次查看【作者(必填)】 [*]Quang Huy Nguyen, [*]Christian Y. Robert, , 【文题(必填)】New efficient estimators in rare event simulation with heavy tails 【年份(必填)】【全文链接或数据库名称(选填)】ht ...2015-12-14 11:44 - dandan0407 - 求助成功区

Heavy-tailed-distributed threshold stochastic volatility models in financial
1 个回复 - 870 次查看【作者(必填)】Chen, C.W.S., Liu, F.C., So, M.K.P. 【文题(必填)】Heavy-tailed-distributed threshold stochastic volatility models in financial time series 【年份(必填)】2008 【全文链接或数据库名 ...2015-9-26 16:42 - 我来了 - 求助成功区

Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1705 次查看极值分布下的信用资产管理挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）

Heavy-Tailed Distributions and Robustness in Economics and Finance
16 个回复 - 2462 次查看 This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustn ...2015-6-4 08:24 - 大家开心 - 经济统计专版

Long memory dynamics for multivariate dependence under heavy tails
2 个回复 - 653 次查看【作者(必填)】Paweł Janusa, Siem Jan Koopmanb, AndréLucasd, 【文题(必填)】 Long memory dynamics for multivariatedependence under heavy tails 【全文链接或数据库名称(选填)】http://www.scienc ...2015-5-27 08:43 - dandan0407 - 求助成功区

Handbook of Heavy Tailed Distributions in Finance
26 个回复 - 9824 次查看 Handbook of Heavy Tailed Distributions in Finance Publisher:North Holland (2003-02-01) | ISBN-10: 0444508961 | PDF | 6.3 Mb | 528 pagesThe Handbooks in Finance are intended to be a definitive source f ...2007-6-30 09:45 - zhushiyou - 计量经济学与统计软件

Concentrated Production and Conditional Heavy Tails in Commodity Returns
1 个回复 - 686 次查看【作者(必填)】Nicolas Merener 【文题(必填)】Concentrated Production and Conditional Heavy Tails in Commodity Returns 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wile ...2015-5-26 09:43 - lipj - 求助成功区

[求书]HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE
2 个回复 - 2174 次查看 书名：HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE编者：S.T Rachev, Universität Karlsruhe, Karlsruhe, Germany.找了各大小网站似 ...2008-10-27 02:57 - ghost374 - 金融学（理论版）

统计的一场盛宴---“重尾(heavy tail)”---从理论到应用的名家合集
74 个回复 - 30113 次查看【书名】《A PRACTICAL GUIDE TO HEAVY TAILS---Statistical Techniques and Applications》【作者(编者)】 Robert J. Adler (Editor),, Raisa E. Feldman(Editor), Murad S. Taqqu(Editor) 【出版社】Birkhaus ...2008-12-22 00:52 - xmok77 - 计量经济学与统计软件

Signs of dependence and heavy tails in non-life insurance data
2 个回复 - 736 次查看【作者(必填)】Jonas Alm 【文题(必填)】Signs of dependence and heavy tails in non-life insurance data 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/full/10.10 ...2015-3-5 19:36 - yhzhong - 文献求助专区

A new class of models for heavy tailed distributions in finance and insurance
3 个回复 - 1657 次查看关于保险与金融风险的论文这个不错,需要的欢迎下载.2014-12-20 21:04 - wenkaihong - 风险管理

springer 2010book:Heavy-Tailed Distributions in Disaster Analysis
1 个回复 - 732 次查看【作者(必填)】 Authors: [*]V. Pisarenko, [*]M. Rodkin 【文题(必填)】Heavy-Tailed Distributions in Disaster Analysis【年份(必填)】 Volume 30 2010 【全文链接或数据库名称(选填)】http://link. ...2014-12-21 01:35 - qijiongli - 求助成功区

Heavy-tailed modelling in insurance
1 个回复 - 1792 次查看【作者(必填)】T. Mikoscha 【文题(必填)】Heavy-tailed modelling in insurance 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/15326349708807452#.VHnyp_ ...2014-11-30 00:32 - hnu123 - 求助成功区

The finite-time ruin probability with heavy-tailed and dependent insurance and f
4 个回复 - 1355 次查看【作者(必填)】Ying Sun, Li Wei 【文题(必填)】The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks 【年份(必填)】2014 【全文链接或数据库名称(选填)】http ...2014-10-3 08:22 - yhzhong - 文献求助专区

Asymptotic Analysis of Random Walks Heavy-Tailed
1 个回复 - 1185 次查看請問有人有下面的書可以分享嗎？ A. A. Borovkov, K. A. Borovkov Asymptotic Analysis of Random Walks Heavy-Tailed Distributions Encyclopedia of Mathematics and its Applications 2008 謝謝！2014-8-13 03:31 - jacklinsc - 组织管理与领导力

Heavy-Tailed-Distributed Threshold Stochastic Volatility Models in Financial Tim
1 个回复 - 996 次查看【作者(必填)】Cathy W. S. Chen†,*, F. C. Liu† and Mike K. P. So‡ 【文题(必填)】Heavy-Tailed-Distributed Threshold Stochastic Volatility Models in Financial Time Series 【年份(必 ...2014-7-15 22:14 - lipj - 求助成功区

Closure of some heavy-tailed distribution classes under random
1 个回复 - 609 次查看【作者(必填)】Remigijus Leipus, Jonas Šiaulys 【文题(必填)】Closure of some heavy-tailed distribution classes under random convolution 【年份(必填)】2012 【全文链接或数据库名称(选填)】ht ...2014-2-3 00:30 - 352693585 - 求助成功区

Stable Distributions: Models for Heavy-Tailed Data
7 个回复 - 2186 次查看【作者】John P. Nolan 【文题】Stable Distributions: Models for Heavy-Tailed Data 【年份】(2010, Hardcover) 0817641599 ISBN-13: 9780817641597 Publisher: Birkhauser Language: English2012-6-7 20:25 - billymail - 文献求助专区

[下载]SPRINGER---Heavy-Tail Phenomena Probabilistic and Statistical Modeling 2007
10 个回复 - 4289 次查看 SPIRNGER----Heavy-Tail Phenomena Probabilistic and Statistical Modeling 2007SPRINGER SIRES IN OR AND FINANCIAL ENGINEERING2009-1-9 16:57 - BuaaLzd - 经济金融数学专区

Multivariate risk models under heavy-tailed risks
2 个回复 - 763 次查看【作者(必填)】Wei Huang1, Chengguo Weng2, Yi Zhang1,* 【文题(必填)】Multivariate risk models under heavy-tailed risks 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://onlinelibrary.wil ...2013-5-9 21:23 - lipj - 求助成功区

[分享]Nonparametric Analysis of Univariate Heavy Tailed Data: Research and Practic
4 个回复 - 1820 次查看 2009-4-22 16:40 - yhongl12 - 金融学（理论版）

[下载] Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
1 个回复 - 1928 次查看 by Sidney I. ResnickPREFACE’’. . . was it heavy? Did it achieve total heaviosity?’’—Alvie (Woody Allen) to Annie (Diane Keaton) in Annie Hall, 1977.Heavy-tail analysis is a branch of extreme-valu ...2009-6-4 14:11 - anderson2008 - 金融学（理论版）

A new extreme quantile estimator for heavy-tailed distributions
1 个回复 - 1551 次查看 extreme quantile 估计文献2010-8-2 20:24 - zhuhuiming - 计量经济学与统计软件

GHD: how to capture heavy tails of financial data
0 个回复 - 1378 次查看 distribution hypothesis is the core question in financial modeling. as stylized facts, financial data are heavy tailed and leptkurtic. these facts make the traditional normality invalid. Generalized h ...2009-10-17 14:38 - harryzhang - 金融学（理论版）

[求书]HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE
1 个回复 - 2570 次查看书名：HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE编者：S.T Rachev, Universität Karlsruhe, Karlsruhe, Germany.找了各大小网站似乎都没有如果有人有麻烦好心上传一下谢谢啊2008-10-27 02:59 - ghost374 - 计量经济学与统计软件

求助：Heavy tail
6 个回复 - 8769 次查看有谁知道中文意思是什么？感谢！我建议建立一个问答的栏目，以让别人可以查找不熟悉的问题！2007-6-6 21:29 - GameT_qiqi - 计量经济学与统计软件

[下载]Heavy-Tail Phenomena Probabilistic and Statistical Modeling Springer Series
1 个回复 - 2103 次查看 http://rapidshare.com/files/77774192/Heavy-Tail_Phenomena.pdfSpringer Series in Operations Research and Financial EngineeringTile:"Heavy-Tail Phenomena Probabilistic and Statistical Modeling"Sidney I. ...2007-12-20 09:10 - summerye - 计量经济学与统计软件

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