Financial economics: Fat-tailed distributions
By Markus Haas, Christian Pigorsch. 2009
85 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/571f1ef4072c89e43a05991d9eb14e3403a65d64
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Wanmo Kang
- Paul Glasserman
- Chulmin Kang
- Michael C. Fu
- M. Giles
- Christiane Lemieux
- Daniel Bauer
- Shakir Mohamed
Citations in the corpus
- Stress scenario selection by empirical likelihood (2015, background): “The survey in Haas and Pigorsch (2013) provides extensive references to the literature on tail index estimation for financial data, most of which finds indices falling in a fairly narrow range for equities and currencies.”