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Heavy-Tailed Probability Distributions: Some Examples of Their Appearance

POSTED CONTENT published

Authors: Lev b. Klebanov | Yulia V. Kuvaeva | Svetlozar T Rachev

Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Stefan Mittnik | Marc S. Paolella

Handbook of Heavy Tailed Distributions in Finance

BOOK published 2003

Copyright

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Portfolio Modeling with Heavy Tailed Random Vectors

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Mark M. Meerschaert | Hans-Peter. Scheffler

Heavy-Tailed Probability Distributions: Some Examples of Their Appearance

JOURNAL ARTICLE published 13 July 2023 in Mathematics

Research funded by MDPI (Not known)

Authors: Lev B. Klebanov | Yulia V. Kuvaeva-Gudoshnikova | Svetlozar T. Rachev

Subject Index

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Author Index

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Front matter

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Long Range Dependence in Heavy Tailed Stochastic Processes

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: BORJANA RACHEVA-IOTOVA | GENNADY SAMORODNITSKY

Introduction to the Series

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Modeling Financial Data with Stable Distributions

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: John P. Nolan

Preface

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Rachev Svetlozar T.

Contents of the Handbook

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Heavy-Tailed Distributions

REFERENCE ENTRY published in SpringerReference

Jump-Diffusion Models

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Wolfgang J. Runggaldier

Financial Risk and Heavy Tails

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Brendan O. Bradley | Murad S. Taqqu

Heavy Tails in Finance for Independent or Multifractal Price Increments

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Benoit B. Mandelbrot

Modelling the Term Structure of Monetary Rates*

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: IZZI LUISA

Hyperbolic Processes in Finance

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Bo Martin Bibby | Michael Sørensen