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Statistical Consequences of Fat Tails
Language: en
Pages:
Authors: Nassim Nicholas Taleb
Categories:
Type: BOOK - Published: 2020-06-30 - Publisher:

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The book investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible. Switching fro
Fat-Tailed and Skewed Asset Return Distributions
Language: en
Pages: 385
Authors: Svetlozar T. Rachev
Categories: Business & Economics
Type: BOOK - Published: 2005-09-15 - Publisher: John Wiley & Sons

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While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet ma
Fat-tailed Distributions
Language: en
Pages:
Authors: Roger M. Cooke
Categories: MATHEMATICS
Type: BOOK - Published: 2014 - Publisher:

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The Fat Tail
Language: en
Pages: 274
Authors: Ian Bremmer
Categories: Business & Economics
Type: BOOK - Published: 2010-05-13 - Publisher: Oxford University Press

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As Ian Bremmer and Preston Keat reveal in this innovative book, volatile political events such as the 2008 Georgia-Russia confrontation--and their catastrophic
The Fundamentals of Heavy Tails
Language: en
Pages: 266
Authors: Jayakrishnan Nair
Categories: Mathematics
Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

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Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are jus