Editorial: Latest developments on heavy-tailed distributions

DOI10.1016/J.JECONOM.2012.08.007zbMATH Open1443.00040OpenAlexW2047828660MaRDI QIDQ528131FDOQ528131

Authors:

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001911

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)

Cites Work

• Portfolio diversification and value at risk under thick-tailedness†
• Proper Conditioning for Coherent VaR in Portfolio Management

Cited In (1)

• Editors' introduction: Heavy tails and stable Paretian distributions in econometrics

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