Fat tail

Part 1 book "Dilemmas in animal welfare" includes content: Introduction - Values, dilemmas and solutions; tales about tails - is the mutilation of animals justifiable in their best interests or in ours; fat companions - understanding the welfare effects of obesity in cats and dogs; welfare and quantity of life5. improving farm animal welfare - is evolution or revolution needed in production systems; whom should we eat - why veal can be better for welfare. than Chicken

112p oursky09 12-11-2023 9 3   Download

Bài viết trình bày mô hình biến động ngụ ý là do sự va chạm với thị trường và nghiên cứu đưa ra các bằng chứng về phân phối tỷ suất lợi nhuận có đuôi dài và dày (fat tailed) so với tiền đề tranh luận tỷ suất lợi nhuận tuân theo phân phối Log - chuẩn trong mô hình BS (Black và Scholes, 1973). Mời các bạn tham khảo!

8p mudbound 06-12-2021 14 1   Download

The level of fat deposition in carcass is a crucial factor influencing meat quality. Guangling Large-Tailed (GLT) and Small-Tailed Han (STH) sheep are important local Chinese fat-tailed breeds that show distinct patterns of fat depots. To gain a better understanding of fat deposition, transcriptome profiles were determined by RNA-sequencing of perirenal, subcutaneous, and tail fat tissues from both the sheep breeds.

13p vibeauty 23-10-2021 16 1   Download

Sheep have developed the ability to store fat in their tails, which is a unique way of reserving energy to survive a harsh environment. However, the mechanism underlying this adaptive trait remains largely unsolved.

15p visilicon2711 20-08-2021 11 1   Download

Fat tail is a unique trait in sheep acquired during domestication. Several genomic analyses have been conducted in sheep breeds from limited geographic origins to identify the genetic factors underlying this trait. Nevertheless, these studies obtained different candidates. The results of these regional studies were easily biased by the breed structures.

12p vijeeni2711 30-06-2021 9 1   Download

The Chinese stock market is unique in which it is moved more by individual retail investors than institutional investors. Therefore, for economic and political stability it is more important to efficiently manage the risk of the Chinese stock market. We investigate its volatility dynamics through the GARCH model with three types of heavy-tailed distributions, the Student’s t, the NIG and the NRIG distributions.

7p nguyenanhtuan_qb 09-07-2020 18 5   Download

A critical question that banking supervisors are trying to answer is what is the amount of capital or liquidity resources required by an institution in order to support the risks taken in the course of business. The financial crises of the last several years have revealed that traditional approaches such as regulatory capital ratios to be inadequate, giving rise to supervisory stress testing as a primary tool.

34p trinhthamhodang2 21-01-2020 30 2   Download

We examine the nature of BRICS stock market returns using a t-DCC model and investigate whether multivariate volatility models can characterize and quantify market risk. We initially consider a multivariate normal-DCC model and show that it cannot adequately capture the fat tails prevalent in financial time series data. We then consider a multivariate t- version of the Gaussian dynamic conditional correlation (DCC) proposed by [16] and successfully implemented by [24, 26].

30p trinhthamhodang2 21-01-2020 29 4   Download

The nature of BRICS currency returns using a t-DCC model and investigate whether multivariate volatility models can characterize and quantify market risk. We initially consider a multivariate normal-DCC model and show that it cannot adequately capture the fat tails prevalent in financial time series data such as exchange rates. We then consider a multivariate tversion of the Gaussian dynamic conditional correlation (DCC) proposed by [1] and successfully implemented by [2] and [3].

26p chauchaungayxua2 19-01-2020 15 2   Download

(bq) part 2 book "the mathematics of financial modeling and investment management" has contents: fat tails, scaling, and stable laws; arbitrage pricing - finite state models, capital asset pricing model, equity portfolio management; multifactor models and common trends for common stocks,...and other contents.

428p bautroibinhyen21 14-03-2017 51 6   Download

However, it has been recently shown (Gabaix, 2010) that the cross sectional distribution of firms’ size matters a lot for the validity of this assumption. If the distribution of firms’ size has fat tails, then firm-level shocks may propagate to the overall economy. Gabaix indeed showed that the idiosyncratic shocks to the rate of growth in the sales of the largest US firms can predict the one-quarter-ahead growth rate of the US GDP.

0p bocapchetnguoi 05-12-2012 53 1   Download

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389p doan137 07-05-2010 240 141   Download