Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(fat tails). Showing records 1 – 13 of 13 total matches.

Search Limiters

Last 2 Years | English Only

No search limiters apply to these results.

▼ Search Limiters

1. Maravina, Tatiana A. Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics.

Degree: PhD, 2013, University of Washington

 At the present time there is no well accepted test for comparing least squares and robust linear regression coefficient estimates. To fill this gap we… (more)

Subjects/Keywords: fat tails; intercept bias; MM estimator; robust regression; skewness; test for bias; Statistics; statistics

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Maravina, T. A. (2013). Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/22431

Chicago Manual of Style (16th Edition):

Maravina, Tatiana A. “Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics.” 2013. Doctoral Dissertation, University of Washington. Accessed November 19, 2019. http://hdl.handle.net/1773/22431.

MLA Handbook (7th Edition):

Maravina, Tatiana A. “Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics.” 2013. Web. 19 Nov 2019.

Vancouver:

Maravina TA. Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics. [Internet] [Doctoral dissertation]. University of Washington; 2013. [cited 2019 Nov 19]. Available from: http://hdl.handle.net/1773/22431.

Council of Science Editors:

Maravina TA. Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics. [Doctoral Dissertation]. University of Washington; 2013. Available from: http://hdl.handle.net/1773/22431


Jönköping University

2. Vallenå, Cristoffer. Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30.

Degree: Finance and Statistics, 2014, Jönköping University

  The aim of this thesis is to test if the application of fat tailed distributions in value-at-risk models is of better use for risk… (more)

Subjects/Keywords: Risk management; Value-at-Risk; VaR; Fat-tails; Backtesting; GARCH; Business Administration; Företagsekonomi

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vallenå, C. (2014). Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vallenå, Cristoffer. “Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30.” 2014. Thesis, Jönköping University. Accessed November 19, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vallenå, Cristoffer. “Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30.” 2014. Web. 19 Nov 2019.

Vancouver:

Vallenå C. Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30. [Internet] [Thesis]. Jönköping University; 2014. [cited 2019 Nov 19]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vallenå C. Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30. [Thesis]. Jönköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Florida International University

3. Wang, Zhiguang. Three Essays on Asset Pricing.

Degree: Economics, 2009, Florida International University

  In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of… (more)

Subjects/Keywords: Asset Pricing; Risk Premium; Lévy Process; Fat Tails; VIX Options; Volatility; Volatility Derivatives; Economics; Finance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, Z. (2009). Three Essays on Asset Pricing. (Thesis). Florida International University. Retrieved from http://digitalcommons.fiu.edu/etd/91 ; 10.25148/etd.FI09080603 ; FI09080603

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Zhiguang. “Three Essays on Asset Pricing.” 2009. Thesis, Florida International University. Accessed November 19, 2019. http://digitalcommons.fiu.edu/etd/91 ; 10.25148/etd.FI09080603 ; FI09080603.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Zhiguang. “Three Essays on Asset Pricing.” 2009. Web. 19 Nov 2019.

Vancouver:

Wang Z. Three Essays on Asset Pricing. [Internet] [Thesis]. Florida International University; 2009. [cited 2019 Nov 19]. Available from: http://digitalcommons.fiu.edu/etd/91 ; 10.25148/etd.FI09080603 ; FI09080603.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang Z. Three Essays on Asset Pricing. [Thesis]. Florida International University; 2009. Available from: http://digitalcommons.fiu.edu/etd/91 ; 10.25148/etd.FI09080603 ; FI09080603

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Univerzitet u Beogradu

4. Totić, Selena. 1979-. Interni modeli za procenu tržišnog rizika zasnovani na uslovnom gubitku.

Degree: Fakultet organizacionih nauka, 2016, Univerzitet u Beogradu

Društvene nauke / Finansijsko predviđanje i simulacija, finansijska ekonometrija Social sciences / financial forecasting and simulation, financial econometrics

Upravljanje tržišnim rizicima u finansijskim institucijama se… (more)

Subjects/Keywords: expected shortfall; Value-at-Risk; backtesting; volatility; fat tails; GARCH; extreme value theory; capital requirements; simulation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Totić, S. 1. (2016). Interni modeli za procenu tržišnog rizika zasnovani na uslovnom gubitku. (Thesis). Univerzitet u Beogradu. Retrieved from https://fedorabg.bg.ac.rs/fedora/get/o:13185/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Totić, Selena 1979-. “Interni modeli za procenu tržišnog rizika zasnovani na uslovnom gubitku.” 2016. Thesis, Univerzitet u Beogradu. Accessed November 19, 2019. https://fedorabg.bg.ac.rs/fedora/get/o:13185/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Totić, Selena 1979-. “Interni modeli za procenu tržišnog rizika zasnovani na uslovnom gubitku.” 2016. Web. 19 Nov 2019.

Vancouver:

Totić S1. Interni modeli za procenu tržišnog rizika zasnovani na uslovnom gubitku. [Internet] [Thesis]. Univerzitet u Beogradu; 2016. [cited 2019 Nov 19]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:13185/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Totić S1. Interni modeli za procenu tržišnog rizika zasnovani na uslovnom gubitku. [Thesis]. Univerzitet u Beogradu; 2016. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:13185/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

5. Gastel, Suzan. Time-vaeying tail risk in the financial sector.

Degree: 2018, Universidade Nova

 This paper investigates the usefulness of time-varying tail risk in the financial sector. The findings of this paper support the notion that financial sector time-varying… (more)

Subjects/Keywords: Fat tails; Time-varying; Financial sector; Hill alpha; Predictor; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gastel, S. (2018). Time-vaeying tail risk in the financial sector. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36555

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gastel, Suzan. “Time-vaeying tail risk in the financial sector.” 2018. Thesis, Universidade Nova. Accessed November 19, 2019. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36555.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gastel, Suzan. “Time-vaeying tail risk in the financial sector.” 2018. Web. 19 Nov 2019.

Vancouver:

Gastel S. Time-vaeying tail risk in the financial sector. [Internet] [Thesis]. Universidade Nova; 2018. [cited 2019 Nov 19]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36555.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gastel S. Time-vaeying tail risk in the financial sector. [Thesis]. Universidade Nova; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36555

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Louka, Alexandros. Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models.

Degree: 2015, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών

 Financial time series are known to exhibit fat tail behavior which is only partially captured by GARCH-type models. This has led to the consideration of… (more)

Subjects/Keywords: Ασυμπτωτική θεωρία; Αυτοπαλίνδρομα μοντέλα δεσμευμένης ετεροσκεδαστικότητας; Παχιές ουρές; Asymptotic theory; QMLE; Fat tails; Generalized autoregressive conditional heteroskedasticity models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Louka, A. (2015). Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models. (Thesis). Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Retrieved from http://hdl.handle.net/10442/hedi/37088

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Louka, Alexandros. “Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models.” 2015. Thesis, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Accessed November 19, 2019. http://hdl.handle.net/10442/hedi/37088.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Louka, Alexandros. “Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models.” 2015. Web. 19 Nov 2019.

Vancouver:

Louka A. Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models. [Internet] [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2015. [cited 2019 Nov 19]. Available from: http://hdl.handle.net/10442/hedi/37088.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Louka A. Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models. [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2015. Available from: http://hdl.handle.net/10442/hedi/37088

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Adelaide

7. Bonnet, Frederic D. R. Option pricing using path integrals.

Degree: 2010, University of Adelaide

 It is well established that stock market volatility has a memory of the past, moreover it is found that volatility correlations are long ranged. As… (more)

Subjects/Keywords: financial engineering; stochastic calculus; path integral; quantum field theory; fat tails; option pricing; Options Prices Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bonnet, F. D. R. (2010). Option pricing using path integrals. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/56951

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bonnet, Frederic D R. “Option pricing using path integrals.” 2010. Thesis, University of Adelaide. Accessed November 19, 2019. http://hdl.handle.net/2440/56951.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bonnet, Frederic D R. “Option pricing using path integrals.” 2010. Web. 19 Nov 2019.

Vancouver:

Bonnet FDR. Option pricing using path integrals. [Internet] [Thesis]. University of Adelaide; 2010. [cited 2019 Nov 19]. Available from: http://hdl.handle.net/2440/56951.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bonnet FDR. Option pricing using path integrals. [Thesis]. University of Adelaide; 2010. Available from: http://hdl.handle.net/2440/56951

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Australian National University

8. Poon, Aubrey. Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy .

Degree: 2017, Australian National University

 After the introductory chapter, this thesis comprises of three chapters that examines the application of time-varying parameter and stochastic volatility models to the Malaysian and… (more)

Subjects/Keywords: Bayesian Estimation; State Space Models; Time-varying Parameters; Stochastic Volatility; Panel VAR; Forecasting; Fat-tails; Malaysian Monetary Policy; Australian Economy

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Poon, A. (2017). Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy . (Thesis). Australian National University. Retrieved from http://hdl.handle.net/1885/118728

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Poon, Aubrey. “Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy .” 2017. Thesis, Australian National University. Accessed November 19, 2019. http://hdl.handle.net/1885/118728.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Poon, Aubrey. “Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy .” 2017. Web. 19 Nov 2019.

Vancouver:

Poon A. Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy . [Internet] [Thesis]. Australian National University; 2017. [cited 2019 Nov 19]. Available from: http://hdl.handle.net/1885/118728.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Poon A. Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy . [Thesis]. Australian National University; 2017. Available from: http://hdl.handle.net/1885/118728

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Vienna

9. Artner, Richard. The distribution of stock returns and its implications.

Degree: 2017, University of Vienna

Die täglichen Renditen des Standard & Poor`s 500 Aktienindexes vom 20.11.1950 bis zum 18.11.2016 und die des Nikkei 225 Aktienindexes vom 5.01.1984 bis zum 7.12.2016… (more)

Subjects/Keywords: 83.50 Geld, Inflation, Kapitalmarkt; 31.70 Wahrscheinlichkeitsrechnung; 31.73 Mathematische Statistik; Fat-tails / Mittlere absolute Abweichung / Simulationsstudie / Aktienrenditen / Studentsche t-Verteilung; Fat-tails / Mean Absolute Deviation / Simulation Study / Stock Returns / Student`s t Distribution

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Artner, R. (2017). The distribution of stock returns and its implications. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/46235/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Artner, Richard. “The distribution of stock returns and its implications.” 2017. Thesis, University of Vienna. Accessed November 19, 2019. http://othes.univie.ac.at/46235/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Artner, Richard. “The distribution of stock returns and its implications.” 2017. Web. 19 Nov 2019.

Vancouver:

Artner R. The distribution of stock returns and its implications. [Internet] [Thesis]. University of Vienna; 2017. [cited 2019 Nov 19]. Available from: http://othes.univie.ac.at/46235/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Artner R. The distribution of stock returns and its implications. [Thesis]. University of Vienna; 2017. Available from: http://othes.univie.ac.at/46235/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


The Ohio State University

10. Kim, Young Il. Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing.

Degree: PhD, Economics, 2008, The Ohio State University

  My dissertation addresses two main issues regarding asset returns: econometric modeling of asset returns in chapters 2 and 3 and puzzling features of the… (more)

Subjects/Keywords: Skew Student t distribution; GARCH-skew-t; volatility clustering; fat tails; skewness; stock returns; realized volatility; mixture-of-distributions; equity premium; asset return puzzles; consumption-based asset pricing; parameter uncertainty; Normal Inver

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kim, Y. I. (2008). Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340

Chicago Manual of Style (16th Edition):

Kim, Young Il. “Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing.” 2008. Doctoral Dissertation, The Ohio State University. Accessed November 19, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340.

MLA Handbook (7th Edition):

Kim, Young Il. “Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing.” 2008. Web. 19 Nov 2019.

Vancouver:

Kim YI. Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing. [Internet] [Doctoral dissertation]. The Ohio State University; 2008. [cited 2019 Nov 19]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340.

Council of Science Editors:

Kim YI. Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing. [Doctoral Dissertation]. The Ohio State University; 2008. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340

11. Lin, Xiao Yan. Three Essays on Financial Modelling with Price Limits.

Degree: 2015, University of Waterloo

 In this thesis, a class of clustered censored distributions are proposed in various financial modelling processes. In particular, the proposed distribution can accommodate many stylized… (more)

Subjects/Keywords: price limits; clusters; fat tails; Monte Carlo simulations; truncated normal; truncated GARCH; censored normal; censored GARCH; clustered censored normal; clustered censored GARCH; Student's t-distribution; Generalized Error Distribution/GED; VaRs; Kupiec LR test; Christoffersen's test; spillover effects; in-sample; out-of-sample; moment simulations; probability density function; cumulative density function

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, X. Y. (2015). Three Essays on Financial Modelling with Price Limits. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/9828

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Xiao Yan. “Three Essays on Financial Modelling with Price Limits.” 2015. Thesis, University of Waterloo. Accessed November 19, 2019. http://hdl.handle.net/10012/9828.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Xiao Yan. “Three Essays on Financial Modelling with Price Limits.” 2015. Web. 19 Nov 2019.

Vancouver:

Lin XY. Three Essays on Financial Modelling with Price Limits. [Internet] [Thesis]. University of Waterloo; 2015. [cited 2019 Nov 19]. Available from: http://hdl.handle.net/10012/9828.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin XY. Three Essays on Financial Modelling with Price Limits. [Thesis]. University of Waterloo; 2015. Available from: http://hdl.handle.net/10012/9828

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. Grant, Charles. Influence functions, higher moments, and hedging.

Degree: Management, 2013, University of Manitoba

 This thesis includes three chapters regarding influence functions, higher moments, and futures hedging. In Chapter 2, the objective is to use an influence function to… (more)

Subjects/Keywords: influence function; skewness; kurtosis; semi-kurtosis; fifth moment; sixth moment; semi-sixth moment; asymmetry; fat tails; futures hedging model

…financial returns and financial losses regarding returns with fat tails. Also, it is shown that… …used to analyze peakedness and fat (heavy) tails, as these higher moments are… …alternatives to skewness. Fat left tails are examined by analyzing the number of observations below… …peakedness and fat (heavy) tails for daily, weekly, and monthly returns for large stocks… …analyze asymmetry, as alternatives to skewness. Fat left tails, are examined by analyzing the… 

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Grant, C. (2013). Influence functions, higher moments, and hedging. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/18867

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Grant, Charles. “Influence functions, higher moments, and hedging.” 2013. Thesis, University of Manitoba. Accessed November 19, 2019. http://hdl.handle.net/1993/18867.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Grant, Charles. “Influence functions, higher moments, and hedging.” 2013. Web. 19 Nov 2019.

Vancouver:

Grant C. Influence functions, higher moments, and hedging. [Internet] [Thesis]. University of Manitoba; 2013. [cited 2019 Nov 19]. Available from: http://hdl.handle.net/1993/18867.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Grant C. Influence functions, higher moments, and hedging. [Thesis]. University of Manitoba; 2013. Available from: http://hdl.handle.net/1993/18867

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

13. Καλύβας, Λάμπρος. Διαχείριση κινδύνου αγοράς: μια συγκριτική μελέτη της θεωρίας ακραίων τιμών και των μεθόδων ιστορικής προσομοίωσης.

Degree: 2004, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών

Subjects/Keywords: Θεωρία ακραίων τιμών; Ιστορική προσομοίωση; Συνθήκη Βασιλείας; Κεφαλαιακές απαιτήσεις; Μεταβλητότητα; Παχιές ουρές; Κατανομή πιθανότητας pareto; Δυνητική ζημιά; Extreme value theory; Historical simulation; Basel accord; Capital requirements; Volatility; Fat tails; Pareto distribution; Value at risk models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Καλύβας, . . (2004). Διαχείριση κινδύνου αγοράς: μια συγκριτική μελέτη της θεωρίας ακραίων τιμών και των μεθόδων ιστορικής προσομοίωσης. (Thesis). University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Retrieved from http://hdl.handle.net/10442/hedi/14442

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Καλύβας, Λάμπρος. “Διαχείριση κινδύνου αγοράς: μια συγκριτική μελέτη της θεωρίας ακραίων τιμών και των μεθόδων ιστορικής προσομοίωσης.” 2004. Thesis, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Accessed November 19, 2019. http://hdl.handle.net/10442/hedi/14442.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Καλύβας, Λάμπρος. “Διαχείριση κινδύνου αγοράς: μια συγκριτική μελέτη της θεωρίας ακραίων τιμών και των μεθόδων ιστορικής προσομοίωσης.” 2004. Web. 19 Nov 2019.

Vancouver:

Καλύβας . Διαχείριση κινδύνου αγοράς: μια συγκριτική μελέτη της θεωρίας ακραίων τιμών και των μεθόδων ιστορικής προσομοίωσης. [Internet] [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2004. [cited 2019 Nov 19]. Available from: http://hdl.handle.net/10442/hedi/14442.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Καλύβας . Διαχείριση κινδύνου αγοράς: μια συγκριτική μελέτη της θεωρίας ακραίων τιμών και των μεθόδων ιστορικής προσομοίωσης. [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2004. Available from: http://hdl.handle.net/10442/hedi/14442

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.