"One important measurement issue concerns the fat tails……" — John Hull
"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."
★
★
★
★
★
0.0 avg (0 ratings)
Concerned Quotes
Concerns Quotes
Distributions Quotes
Earlier Quotes
Earlier Var Quotes
Extreme Quotes
Extreme Outcomes Quotes
Fat Quotes
Fat Tails Quotes
I Mentioned Quotes
Important Quotes
Important Measurement Quotes
Issue Quotes
Issue Concerns Quotes
Likely Quotes
Low Quotes
Measurement Quotes
Measurement Issue Quotes
Measures Quotes
Mentioned Quotes
Mentioned Earlier Quotes
One Quotes
One Important Quotes
Our Quotes
Outcomes Quotes
Probability Quotes
Probability Distributions Quotes
Problem Quotes
Tails Quotes
Tails Problem Quotes
Thin Quotes
Too Quotes
Using Quotes
Var Quotes
Var Measures Quotes