Fat tail property of Czech financial assets
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F17%3A00051887" target="_blank" >RIV/61384399:31110/17:00051887 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Fat tail property of Czech financial assets
Original language description
Main topics of the document: fat tails; stable distributions; generalized hyperbolic distribution
Czech name
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA15-00036S" target="_blank" >GA15-00036S: Credit Risk Modeling for Financial and Commodity Assets Portfolios</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Advanced Methods of Computational Finance
ISBN
978-80-245-2207-4
Number of pages of the result
24
Pages from-to
111-134
Number of pages of the book
240
Publisher name
Oeconomica
Place of publication
Praha
UT code for WoS chapter
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