On the concentration of large deviations for fat tailed distributions, with application to financial data (2014)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1088/1742-5468/2014/09/p09030
Publication URI: http://dx.doi.org/10.1088/1742-5468/2014/09/p09030
Type: Journal Article/Review
Parent Publication: Journal of Statistical Mechanics: Theory and Experiment
Issue: 9