←

John Hull Zitate

→

One important measurement issue concerns the fat tails problem that I mentioned earlier. VAR is concerned with extreme outcomes. If the tails of the probability distributions we are using are too thin, our VAR measures are likely to be too low.

John Hull

Bewertung: ★ ★ ★ ★ ★ 5,0 Sterne
Deutsche Übersetzung

Ein wichtiges Messproblem betrifft das oben erwähnte Problem mit den Fettschwänzen. VAR befasst sich mit extremen Ergebnissen. Wenn die Schwänze der von uns verwendeten Wahrscheinlichkeitsverteilungen zu dünn sind, sind unsere VAR-Werte wahrscheinlich zu niedrig.

← Vorheriges Zitat
Nächstes Zitat →

Ähnliche Autoren

Alan Turing Alfred North Whitehead Archimedes Carl Friedrich Gauss David Hilbert Isaac Newton Pythagoras Rene Descartes

Ähnliche Themen

Auch / Too Besorgt / Concerned Dünn / Thin Ergebnisse / Outcomes Erwähnt / Mentioned Extrem / Extreme Fett / Fat Maße / Measures Messung / Measurement Niedrig / Low Problem / Issue Problem Schwänze / Tails Sorgen / Concerns Unsere / Our Verwenden / Using Vorhin / Earlier Wahrscheinlich / Likely Wahrscheinlichkeit / Probability Wichtig / Important

Ähnliche Zitate

Freight mobility and movement, while not a sexy policy issue, is a highly important one. Capacity constraints and congestion on our nation's freight rail system create many problems.

Bill Lipinski

A very intimate sense of the expressiveness of outward things, which ponders, listens, penetrates, where the earlier, less developed consciousness passed lightly by, is an important element in the general temper of our modern poetry.

Walter Pater

Still often interventionist, convinced of our importance in the world, even those of us born long after 1900 live in a country that is much more Victorian than we think.

Kate Williams

Of all our dreams today there is none more important - or so hard to realise - than that of peace in the world. May we never lose our faith in it or our resolve to do everything that can be done to convert it one day into reality.

Lester B. Pearson

Earlier, looking lighter or slimmer never mattered to me. Frankly, I didn't care. I had more important things to do. But when I figured that it's not that hard, and I have the time, passion and patience to take it up, I jumped onto the health-wagon. I started working out.

Kajol

The study of consciousness that can extend beyond the body is extremely important for the issue of survival, since it is this part of human personality that would be likely to survive death.

Stanislav Grof

What Ottawa and Washington used to think about Turkey or Iran was not very important because we really didn't think much about either, but now what we think about them is extremely important - to ourselves and to many other peoples.

Arthur Hays Sulzberger

I don't think anything about a personal legacy. I mean, those words would never come out of my mouth unless I just repeated them. Those things have never been important to me.

Tom Brady

For me, I value connection a lot, talking to people and connecting. Don't get me wrong: I enjoy having my own time, but I think it's really important to have that connection, so living on Mars would be a struggle for me.

Asa Butterfield