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Keyword [Tails]
Result: 1 - 13 | Page: 1 of 1
1.
Study Of China's Stock Market Price Volatility Based Fluctuating Sources Model
2.
Simulation Of Stock Market Based On Cellular Automata
3.
High Volatility Thick Tails And Using Extreme Value Theory To Measure VaR
4.
Study On Financial Risk Theory And Its Application
5.
Non-validity Characteristics Of The Chinese Stock Market Research
6.
The Asymptotic Behavior Of Precise Large Deviations Of Heavy-tailed Random Sums
7.
GARCH-based Empirical Analysis Of Volatility In Shanghai Securities Composite Index
8.
Asymptotic Estimates For The Ruin Probabilities Of Two-Dimensional Renewal Risk Models With Stochastic Returns
9.
Precise Large Deviations For The Difference Of Two Sums Of Dependent Random Variables With Heavy Tails
10.
A Jump-diffusion Model For Asset Pricing
11.
Ratio of Income Tax Expense to Operating Income as an Indicator of Fraud
12.
A view from the tails in equity return distributions: The role of extreme value theory in modeling contagion and evaluating risk
13.
Analytical estimation of value at risk under thick tails and fast volatility updating
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