Add to ORKGWe develop a simple test for deviations from power law tails, which is based on the asymptotic properties of the empirical distribution function. We use this test to answer the question whether great natural disasters, financial crashes or electricity price spikes should be classified as dragon kings or 'only' as black swans
Long-tailed distributions are common in natural and engineered systems; as a result, we encounter ex...
There are two general classes of probability domains; each is very distinct, both qualitatively and ...
In a recently published paper in Physica A it is claimed the statistical evidence of having a power ...
We develop a simple test for deviations from power law tails, which is based on the asymptotic prope...
This introductory article presents the special Discussion and Debate volume "From black swans to dra...
We ask the question whether it is possible to diagnose the existence of "Dragon-Kings” (DK), namely ...
Many natural and socioeconomic systems are characterized by power-law distributions that make the oc...
Extreme values of earth, environmental, ecological, physical, biological, financial and other variab...
Many natural and socio-economic systems are characterized by power-law distributions that make the o...
A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest...
We examine the homogeneity of the highly improbable returns, what practitioners and the mainstream e...
The shape of empirical distributions with heavy tails is a recurrent matter of debate. There are cla...
We examine the homogeneity of the highly improbable returns, what practitioners and the mainstream e...
Power law distributions, also known as heavy tail distributions, model distinct real life phenomena...
Projecte final de carerra realitzat en col.laboració amb ETH ZurichDrawdowns (loss fromthe last loca...
Long-tailed distributions are common in natural and engineered systems; as a result, we encounter ex...
There are two general classes of probability domains; each is very distinct, both qualitatively and ...
In a recently published paper in Physica A it is claimed the statistical evidence of having a power ...
We develop a simple test for deviations from power law tails, which is based on the asymptotic prope...
This introductory article presents the special Discussion and Debate volume "From black swans to dra...
We ask the question whether it is possible to diagnose the existence of "Dragon-Kings” (DK), namely ...
Many natural and socioeconomic systems are characterized by power-law distributions that make the oc...
Extreme values of earth, environmental, ecological, physical, biological, financial and other variab...
Many natural and socio-economic systems are characterized by power-law distributions that make the o...
A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest...
We examine the homogeneity of the highly improbable returns, what practitioners and the mainstream e...
The shape of empirical distributions with heavy tails is a recurrent matter of debate. There are cla...
We examine the homogeneity of the highly improbable returns, what practitioners and the mainstream e...
Power law distributions, also known as heavy tail distributions, model distinct real life phenomena...
Projecte final de carerra realitzat en col.laboració amb ETH ZurichDrawdowns (loss fromthe last loca...
Long-tailed distributions are common in natural and engineered systems; as a result, we encounter ex...
There are two general classes of probability domains; each is very distinct, both qualitatively and ...
In a recently published paper in Physica A it is claimed the statistical evidence of having a power ...