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- 1999-11-09 Paper Fat tail distributions and local thin tail alternatives 1997-05-19 Paper The method of moments ratio estimator for the tail shape parameter...10 bytes (20 words) - 17:11, 8 December 2023
- Socks 2008-04-30 Paper QQ Plots, Random Sets and Data from a Heavy Tailed Distribution 2008-03-31 Paper https://portal.mardi4nfdi.de/entity/Q5445400 2008-03-04...10 bytes (19 words) - 14:44, 28 January 2024
- of Publication Type Fat tails, VaR and subadditivity 2017-05-12 Paper Comparing downside risk measures for heavy tailed distributions 2013-01-08 Paper Optimal...10 bytes (16 words) - 17:11, 8 December 2023
- Paper Comparing downside risk measures for heavy tailed distributions 2013-01-08 Paper Optimal portfolio allocation under the probabilistic VaR constraint...10 bytes (18 words) - 18:51, 6 October 2023
- function in long memory epidemic processes 2011-01-04 Paper Heavy-tailed distribution of cyber-risks 2011-01-04 Paper MATHEMATICAL STRUCTURE OF QUANTUM...10 bytes (17 words) - 19:24, 8 December 2023
- 2011.12.023 zbMATH Keywords variance; kurtosis; GARCH model; fat tailed innovation distribution; random coefficient autoregressive model Mathematics Subject...15 bytes (74 words) - 05:19, 30 January 2024
- thermal conductivity of nanofluids considering agglomeration and the radial distribution function of nanoparticles 2018-12-19 Paper Timoshenko beam model for...10 bytes (15 words) - 17:16, 24 September 2023
