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Fat tail property of Czech financial assets
Main topics of the document: fat tails; stable distributions; generalized hyperbolic distribution...
Finance
- 2017 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Investigating the Distributional Properties of Highly Volatile Bitcoin Exchange Rate
Main topics of the document: fat tails; stable distributions; generalized hyperbolic distribution...
Finance
- 2017 •
- D
Rok uplatnění
D - Stať ve sborníku
Pricing of Traded Warrants with NIG model
based on alternative distributions. In our work, we use class of generalized hyperbolic distributions, which demonstrates good empirical performance in describing stock returns. The problem is that this class of <...
AH - Ekonomie
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Generation of hyperbolic meshes around airfoils
The paper describes method of generation of structured meshes around airfoils using solution of hyperbolic equations. Results are presented....
JU - Aeronautika, aerodynamika, letadla
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Hyperbolic-type generalized Lorenz system and its canonical form.
This paper shows that a large class of chaotic systems, introduced recently as the generalized Lorenz system, can be further generalized to the hyperbolic-type generalized Lorenz system. While the generalized
BC - Teorie a systémy řízení
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Modeling mortgage loss distribution
This essay deals with risk measurement using the hyperbolic distribution.
AH - Ekonomie
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Trigonometric and hyperbolic systems on time scales
In this paper we discuss trigonometric and hyperbolic systems on time scales. These systems generalize and unify their corresponding continuous-time and discrete-time analogies, namely the systems known in the literature as trigonom...
BA - Obecná matematika
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Hyperbolic sine and cosine functions on measure chains
Hyperbolic sine and cosine functions on measure chains are introduced and their basic properties are established. A necessary and sufficient condition for (non)existence of focal points (generalized zeroes) of the hyperbolic
BA - Obecná matematika
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A generation theorem for hyperbolic equations with coefficients of bounded variation in time
In this article we present a generation theorem for a nonautonomous abstract Cauchy problem. This generation theorem is suitable for a wave equation with coefficients of bounded variation in time....
BA - Obecná matematika
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Generalized Lorenz Canonical Form Revisited
This paper completes the description of the generalized Lorenz system (GLS) and hyperbolic generalized Lorenz system (HGLS) along with their canonical forms (GLCF, HGLCF, complete formulations of the generalized Lo...
Electrical and electronic engineering
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
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