Article Outline Glossary Definition of the Subject Introduction Defining Fat-Tailedness Empirical Evidence About the Tails Some Specific Distributions Volatility Clustering and Fat Tails Application to Value-at-Risk Future Directions Bibliography
CITATION STYLE
Haas, M., & Pigorsch, C. (2009). Financial Economics, Fat-Tailed Distributions. In Complex Systems in Finance and Econometrics (pp. 308–339). Springer New York. https://doi.org/10.1007/978-1-4419-7701-4_18
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