Back to Results
First PageMeta Content
Kurtosis / RiskMetrics / Normal distribution / Poisson distribution / Standard deviation / Probability distribution / Variance / Variance gamma process / Cauchy distribution / Statistics / Data analysis / Summary statistics


Appendices A. Simulating Fat Tailed Distributions Suppose one wants to simulate a random variable of zero mean and unit variance, but with a given degree of tail fatness (fourth moment). Sticking to the more-or-less \bel
Add to Reading List

Document Date: 2003-05-07 11:47:19


Open Document

File Size: 149,99 KB

Share Result on Facebook
UPDATE