Search Results - subject:"Fat tail"

Verification of the scaling relation within MPDFT by analyzing PDFs for energy dissipation rates out of 40963 DNS

Arimitsu, N.; Arimitsu, T. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 2, pp. 161-176

. MPDFT is a statistical mechanical ensemble theory for analyzing intermittent phenomena providing fat-tail probability …

Persistent link: https://www.econbiz.de/10011061253

Prospect theory and risk appetite: an application to traders’ strategies in the financial market

Cao, Shi-Nan; Deng, Jing; Li, Honggang - In: Journal of Economic Interaction and Coordination 5 (2010) 2, pp. 249-259

Persistent link: https://www.econbiz.de/10008775827

Logit model assumptions and estimated willingness to pay for forest conservation in southern Finland

Haltia, Emmi; Kuuluvainen, Jari; Ovaskainen, Ville; … - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 681-691

Persistent link: https://www.econbiz.de/10003900985

Logit model assumptions and estimated willingness to pay for forest conservation in southern Finland

Haltia, Emmi; Kuuluvainen, Jari; Ovaskainen, Ville; … - In: Empirical Economics 37 (2009) 3, pp. 681-691

Persistent link: https://www.econbiz.de/10008467032

Financial markets in the laboratory: an experimental analysis of some stylized facts

Morone, Andrea - In: Quantitative Finance 8 (2008) 5, pp. 513-532

clustering and the emergence of fat tail returns. …

Persistent link: https://www.econbiz.de/10005279146

Modelling train delays with q-exponential functions

Briggs, Keith; Beck, Christian - In: Physica A: Statistical Mechanics and its Applications 378 (2007) 2, pp. 498-504

We demonstrate that the distribution of train delays on the British railway network is accurately described by q-exponential functions. We explain this by constructing an underlying superstatistical model.

Persistent link: https://www.econbiz.de/10010591559

Analysis of Japanese banks’ historical tree diagram

Ueno, Hiromichi; Mizuno, Takayuki; Takayasu, Misako - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 164-168

distributions of the amount of deposits have fat-tail every year, however, small deviations are observed relating to governmental …

Persistent link: https://www.econbiz.de/10011059357

Heavy-tailed distributions in the intermittent motion behaviour of the intertidal gastropod Littorina littorea

Seuront, Laurent; Duponchel, Anne-Charlotte; Chapperon, … - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 2, pp. 573-582

The two-dimensional motion behaviour of the common intertidal gastropod Littorina littorea is investigated as a function of the immersion time from three sampling sites on an exposed rocky shore. A total of 90 individuals have been individually marked and tracked over 14 consecutive daylight low...

Persistent link: https://www.econbiz.de/10011059533

Do larger firms have more interfirm relationships?

Saito, Yukiko Umeno; Watanabe, Tsutomu; Iwamura, Mitsuru - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 158-163

, measured by the indegree, has a fat-tail distribution, implying that there exist “hub” firms with a large number of … relationships. Moreover, the indegree distribution for those hub firms also exhibits a fat tail, suggesting the existence of “super …

Persistent link: https://www.econbiz.de/10011062293

Financial Market in the Laboratory, an Experimental Analysis of some Stylized Facts

Morone, Andrea - Max-Planck-Institut für Ökonomik, Max-Planck-Gesellschaft - 2005

on volatility clustering and the emergence of fat tail returns. …

Persistent link: https://www.econbiz.de/10005765116