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Mario Filiasi
University of Trieste
via Valerio 2
Trieste, I-34127
Italy
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University of Trieste
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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On The Concentration of Large Deviations for Fat Tailed Distributions, With Application to Financial Data
Number of pages: 35
Posted: 16 Jan 2012
Last Revised: 07 Apr 2014
Mario Filiasi,
Giacomo Livan
,
Matteo Marsili
,
Maria Peressi
,
Erik Vesselli
and
Elia Zarinelli
University of Trieste, Abdus Salam International Centre for Theoretical Physics (ICTP), Abdus Salam International Centre for Theoretical Physics (ICTP), University of Trieste, University of Trieste and LIST S.p.A.
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Abstract:
Large deviations, fat tails, risk
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