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

Degree: PhD, 2013, University of Washington

URL: http://hdl.handle.net/1773/22431

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002

► 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

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Florida International University

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

Degree: Economics, 2009, Florida International University

URL: http://digitalcommons.fiu.edu/etd/91 ; 10.25148/etd.FI09080603 ; FI09080603

► 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

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://fedorabg.bg.ac.rs/fedora/get/o:13185/bdef:Content/get

►

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

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Universidade Nova

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

Degree: 2018, Universidade Nova

URL: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36555

► 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

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10442/hedi/37088

► 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 Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/2440/56951

► 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

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APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1885/118728

► 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

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://othes.univie.ac.at/46235/

►

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 Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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/.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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/.

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/

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

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340

► 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 Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10012/9828

► 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 Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: Management, 2013, University of Manitoba

URL: http://hdl.handle.net/1993/18867

► 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 Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10442/hedi/14442

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

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation