"Heavy-Tailed Distributions in VaR Calculations"

entries per page

Filter:

Showing 1 to 20 of 100 entries

Book	Author(s)	Year	Publisher
Heavy-Tailed Distributions in Disaster Analysis	V. Pisarenko; M. Rodkin	2010	Springer Netherlands
Handbook of Heavy Tailed Distributions in Finance	Svetlozar T. Rachev	2003	North-Holland
Heavy-Tailed Distributions and Robustness in Economics and Finance	Marat Ibragimov; Rustam Ibragimov; Johan Walden	2015	Springer International Publishing
An Introduction to Heavy-Tailed and Subexponential Distributions	Sergey Foss; Dmitry Korshunov; Stan Zachary	2nd ed. 2013	Springer New York
Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions	A. A. Borovkov; K. A. Borovkov	2008-06	Cambridge University Press
Univariate Stable Distributions: Models for Heavy Tailed Data	John P. Nolan	1st ed. 2020	Springer International Publishing
An Introduction to Heavy-Tailed and Subexponential Distributions	Sergey Foss; Dmitry Korshunov; Stan Zachary	2011	Springer New York
Heavy-Tailed Time Series	Rafal Kulik; Philippe Soulier	1st ed. 2020	Springer New York
Inference for Heavy-Tailed Data Analysis	Liang Peng and Yongcheng Qi	2018	Academic Press
Fat-Tailed Distributions: Data, Diagnostics and Dependence	Roger M. Cooke	2014	John Wiley & Sons
Asymptotic Analysis of Random Walks: Light-Tailed Distributions	A.A. Borovkov; V.V. Ulyanov; Mikhail Zhitlukhin	2020-10	Cambridge University Press
Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk	Gareth W. Peters	2015	John Wiley & Sons
Heavy-Duty Wheeled Vehicles: Design, Theory, Calculations	Boris Belousov; Sergey Popov	2014	SAE
Heavy-duty wheeled vehicles: design, theory, calculations	Boris N. Belousov	2014	SAE International
Frequency distributions and hydroclimatic characteristics of heavy rainstorms in Illinois	Floyd A. Huff	1989	Illinois State Water Survey
Nonparametric Analysis of Univariate Heavy-Tailed Data - Research and Practice	Natalia Markovich	2007	John Wiley & Sons
Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice	Mark M. Meerschaert; Hans-Peter Scheffler	July 11, 2001	John Wiley & Sons
Distributions in statistics	Norman Lloyd Johnson	1969	John Wiley & Sons, Inc.
BoliÌvar	Donald Emmet Worcester	1977	Little, Brown
Var olmak	İlhan Tarus	2009	Kavis
Boook	Author(s)	Year	Publisher

Showing 1 to 20 of 100 entries

entries per page

Filter:

Showing 1 to 20 of 100 entries

Chapter	Author(s)	Book	Book Authors	Year	Publisher
Heavy-Tailed Distributions in VaR Calculations	Adam Misiorek; Rafał Weron	Handbook of Computational Statistics: Concepts and Methods	James E. Gentle; Wolfgang Karl Härdle; Yuichi Mori	2nd ed. 2012. revised and updated	Springer Berlin Heidelberg
Heavy-Tailed Distributions	Raoul LePage	International Encyclopedia of Statistical Science	Miodrag Lovric	2011	Springer Berlin Heidelberg
Heavy-tailed distributions		Think Complexity	Allen Downey	2018
HEAVY-TAILED DISTRIBUTIONS		Encyclopedia of Statistical Sciences	Campbell B. Read, N. Balakrishnan, Brani Vidakovic, Samuel Kotz	2005	Wiley-Interscience
Heavy-tailed distributions		Think Complexity. Complexity Science and Computational Modeling (version 2. 6. 2)	Allen B. Downey	2016	Green Tea Press
43 Heavy tailed distributions		Evolution and structure of the Internet	Romualdo Pastor-Satorras, Alessandro Vespignani	2007	CUP
83 Heavy tailed distributions		Large scale structure and dynamics of complex networks: from information technology to finance and natural science	Guido Caldarelli, Alessandro Vespignani, Guido Caldarelli, Alessandro Vespignani	2007	World Scientific Publishing Company
Heavy-Tailed and Long-Tailed Distributions	Sergey Foss; Dmitry Korshunov; Stan Zachary	An Introduction to Heavy-Tailed and Subexponential Distributions	Sergey Foss; Dmitry Korshunov; Stan Zachary	2011	Springer New York
Heavy-Tailed and Long-Tailed Distributions	Sergey Foss; Dmitry Korshunov; Stan Zachary	An Introduction to Heavy-Tailed and Subexponential Distributions	Sergey Foss; Dmitry Korshunov; Stan Zachary	2nd ed. 2013	Springer New York
Heavy-tailed distributions in combinatorial search	Carla P. Gomes; Bart Selman; Nuno Crato	Principles and Practice of Constraint Programming - CP97: Third International Conference, CP97, Linz, Austria, October 29 - November 1, 1997	Gert Smolka	1997	Springer Berlin Heidelberg
534 Two Heavy-Tailed Distributions		Loss models: from data to decisions	Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E	2019	John Wiley & Sons
Performance Evaluation with Heavy Tailed Distributions	Mark E. Crovella	Job Scheduling Strategies for Parallel Processing: 7th International Workshop, JSSPP 2001, Cambridge, MA, USA, June 16, 2001, Revised Papers	Dror G. Feitelson; Larry Rudolph	2001	Springer Berlin Heidelberg
Performance Evaluation with Heavy Tailed Distributions	Mark E. Crovella	Computer Performance Evaluation. Modelling Techniques and Tools: 11th International Conference, TOOLS 2000 Schaumburg, IL, USA, March 25-31, 2000 Proceedings	Boudewijn R. Haverkort; Henrik C. Bohnenkamp; Connie U. Smith	2000	Springer Berlin Heidelberg
Heavy-Tailed Distributions and Their Properties	V. F. Pisarenko; M. V. Rodkin	Statistical Analysis of Natural Disasters and Related Losses	V.F. Pisarenko; M.V. Rodkin	2014	Springer International Publishing
- Pareto and related heavy-tailed distributions	Barry C. Arnold	Pareto Distributions	Barry C. Arnold	2015	Routledge
Heavy-Tailed and Stable Distributions in Financial Econometrics		Financial Econometrics: From Basics to Advanced Modeling Techniques	S. T. Rachev	2006	John Wiley & Sons
Modeling Extreme Events Using Heavy-Tailed Distributions	Mathukumalli Vidyasagar	Fusion Methodologies in Crisis Management: Higher Level Fusion and Decision Making	Galina Rogova; Peter Scott	1st ed. 2016	Springer International Publishing
Statistical Inference for Heavy-Tailed Distributions in Reliability Systems	Ilia Vonta; Alex Karagrigoriou	Applied Reliability Engineering and Risk Analysis- Probabilistic Models and Statistical Inference	Anatoly Lisnianski	2013	John Wiley & Sons
Heavy-Tailed Distribution		Encyclopedia of Operations Research and Management Science	Saul I. Gass; Michael C. Fu	3rd ed. 2013	Springer US
Heavy-Tailed Densities	Rustam Ibragimov	The New Palgrave Dictionary of Economics	Macmillan Publishers Ltd	3rd ed. 2018	Palgrave Macmillan UK
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries

"Heavy-Tailed Distributions in VaR Calculations" - similar Books and Chapters