The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations

2009 ◽  
Author(s):  
Carolyn Kousky ◽  
Roger M. Cooke
Keyword(s):  
Tail Dependence ◽  
Fat Tails

Energy Price Jumps, Fat Tails and Climate Policy

2020 ◽  
Author(s):  
Charles F. Mason ◽  
Neil A. Wilmot
Keyword(s):  
Climate Policy ◽  
Energy Price ◽  
Fat Tails

scholarly journals Fat tails and spurious estimation of consumption-based asset pricing models

2017 ◽  
Vol 32 (6) ◽  
pp. 1156-1177 ◽  
Author(s):  
Alexis Akira Toda ◽  
Kieran James Walsh
Keyword(s):  
Asset Pricing ◽  
Fat Tails ◽  
Pricing Models ◽  
Asset Pricing Models
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