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Book Chapter

Financial Economics, Fat-Tailed Distributions

  • Haas M
  • Pigorsch C
Springer New York, (2009), 3404-3435
DOI: 10.1007/978-0-387-30440-3_204
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Abstract

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

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Haas, M., & Pigorsch, C. (2009). Financial Economics, Fat-Tailed Distributions. In Encyclopedia of Complexity and Systems Science (pp. 3404–3435). Springer New York. https://doi.org/10.1007/978-0-387-30440-3_204

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