Pages that link to "Item:Q3302064"
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The following pages link to On the concentration of large deviations for fat tailed distributions, with application to financial data (Q3302064):
Displayed 6 items.
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Large deviations of spread measures for Gaussian matrices (Q3302617) (← links)
- Condensation with two constraints and disorder (Q4964547) (← links)
- Dynamics of fluctuations in the Gaussian model with conserved dynamics (Q5131501) (← links)
- Rare events in stochastic processes with sub-exponential distributions and the big jump principle (Q5135099) (← links)
- An elementary renormalization-group approach to the generalized central limit theorem and extreme value distributions (Q5856226) (← links)
