Large deviations for heavy-tailed factor models (Q1003783): Difference between revisions

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+Regular variation of GARCH processes.
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+Q4794153
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+Empirical properties of asset returns: stylized facts and statistical issues
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+Q4343010
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+Regular variation for measures on metric spaces
@@ Property / cites work: Regular variation for measures on metric spaces / rank @@
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+Large deviations of heavy-tailed sums with applications in insurance
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+Large deviations of sums of independent random variables
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+On the foundations of multivariate heavy-tail analysis
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+Publication:1003783