Statistics of Multivariate Extremes with Applications in Risk Management
von Dr. Rodrigo Herrera
Statistik und Sichtungsnachweis dieser Seite findet sich am Artikelende
| [1.] Rh/Fragment 002 01 - Diskussion Zuletzt bearbeitet: 2012-07-31 16:04:37 WiseWoman | Bojan 2000, Fragment, Gesichtet, Rh, SMWFragment, Schutzlevel sysop, Verschleierung |
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| Untersuchte Arbeit: Seite: 2, Zeilen: 1-3 |
Quelle: Bojan 2000 Seite(n): 2, Zeilen: 28-31 |
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| This transformation is commonly used in finance (see for example Jorion (2003)). There are several reasons for this choice of transformation. The most important one is the belief that log-returns, in contrast to prices, can be understood as realization of a stationary process. | This transformation is commonly used in finance (see Taylor [65]). There are several reasons for this choice of transformation. The first one is that one believes that log-returns, in contrast to prices, can be understood as realisation of a stationary process. |
This must be seen in connection with the last line of the previous page, which is from the same source (Bojan 2000). Note that one of the standard sources (Taylor 65) has been replaced by another standard source (Jorion 2003). Both sources are relatively useless without page numbers. Jorion 2003 is a book of many hundred pages. |
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| [2.] Rh/Fragment 002 21 - Diskussion Zuletzt bearbeitet: 2012-08-22 17:51:56 Hindemith | Fragment, Gencay Selcuk 2003, Gesichtet, KomplettPlagiat, Rh, SMWFragment, Schutzlevel sysop |
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| Untersuchte Arbeit: Seite: 2, Zeilen: 21-22 |
Quelle: Gencay Selcuk 2003 Seite(n): 4, Zeilen: 32-33 |
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| The normal distribution is the important limiting distribution for sample averages as summarized in a central limit theorem | The normal distribution is the important limiting distribution for sample averages as summarized in a central limit theorem. |
Das Fragment ist kurz, aber die Übereinstimmung ist 100%. Derselbe Satz findet sich in der Quelle Gencay et al. 2002 S. 3 Z. 32-33. |
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| [3.] Rh/Fragment 002 23 - Diskussion Zuletzt bearbeitet: 2012-07-31 16:10:06 WiseWoman | Fama 1965, Fragment, Gesichtet, KomplettPlagiat, Rh, SMWFragment, Schutzlevel sysop |
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| Untersuchte Arbeit: Seite: 2, Zeilen: 23-25 |
Quelle: Fama 1965 Seite(n): 50, Zeilen: 5-10 (Left column) |
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| In fact, under the Gaussian hypothesis for any given stock, an observation more than five standard deviations from the mean should be observed about once every 7,000 years! | Similarly, under the Gaussian hypothesis for any given stock an observation more than five standard deviations from the mean should be observed about once every 7,000 years. |
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Letzte Bearbeitung dieser Seite: durch Benutzer:WiseWoman, Zeitstempel: 20120731160502