Extreme Value Theory and Fat Tails in Equity Markets

By Blake LeBaron, Ritirupa Samanta. 2005

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a45c60df4c29c1cd55cd28f3cd5b4299cc2a4032

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Walter J. Scheirer
2. Terrance E. Boult
3. Lalit P. Jain

Citations in the corpus

• Multi-class Open Set Recognition Using Probability of Inclusion (2014, result): “However, our own experiments and those from others working in the area of financial modeling [40] have shown this approach to be unstable in practice.”