… of heavy tails in the analysis of high frequency financial data, and look at the problem of tail
… Paolella discuss some general questions of heavy-tailed modelling in financial markets. The …

… tail index of returns applying this method to high-frequency financial data. Evidence of the
heavy tails … different frequencies and the apparent heavy tails of the distribution. Nevertheless, …

… 1.1 Heavy tails In this section, we introduce the basic definition of heavy-tailed distributions.
… common subclasses that often appear in stochastic modeling with heavy tails. Let X, Xi, i ≥ 1…

… , the handbook begins by introducing the motivation for heavy tailed risk processes. …
perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes. …

… Surprisingly, we show that the heavy-tailed property of … those heavy-tailed distributions for
network performance evaluation and engineering. We note that the presence of a heavy tail in …

… target density and it should possess heavy tails. While the first … We attempt to illustrate why
heavy tails are desirable by … into the desirability of heavy tails for importance sampling in the …

… of heavy tailed models we will study. Section 3 focuses on the obvious steps in heavy tailed
modeling: detecting heavy tails … In A Practical Guide to Heavy Tails: Statistical Techniques for …

… between heavy and super-heavy tailed probability … heavy tailed distributions we mean
probability distribution functions with polynomially decreasing upper tails (regularly varying tails…

… We assume that the error variables Y i * have heavy tails too, with tail index η > 0. … In practice,
one expects heavy tails to be visible in samples of a hundred points. However, heavy tails …

… heavy-tailed risks for the choice of the divergence measure and the empirical divergence
estimation. For heavy-tailed … measures which have the same or heavier tail behavior as η. This …