Heavy-Tailed Distributions and Robustness in Economics and Finance

• Κύριοι συγγραφείς: Ibragimov, Marat (Συγγραφέας), Ibragimov, Rustam (Συγγραφέας), Walden, Johan (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Σειρά: Lecture Notes in Statistics, 214
• Θέματα: Statistics.; Econometrics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistical Theory and Methods.

This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implication...