rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Heavy-Tailed Distributions and Robustness in Economics and Finance
  name:
    name part: Ibragimov, Marat.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Ibragimov, Rustam.
    role:
      role term: author.
  name:
    name part: Walden, Johan.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2015
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XIV, 119 p. 9 illus. online resource.
  abstract: 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 implications of a number of models in these fields, depending on the degree of heavy-tailedness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches are discussed and illustrated, together with applications.
  table of contents: Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion.
  note: by Marat Ibragimov, Rustam Ibragimov, Johan Walden.
  subject:
    topic: Statistics
  subject:
    topic: Econometrics
  subject:
    topic: Statistics
  subject:
    topic: Statistics for Business/Economics/Mathematical Finance/Insurance
  subject:
    topic: Statistical Theory and Methods
  subject:
    topic: Econometrics
  classification: QA276-280
  classification: 330.015195
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Lecture Notes in Statistics, 214
  identifier: 9783319168777
  identifier: http://dx.doi.org/10.1007/978-3-319-16877-7
  record info:
    record creation date: 150523
    record change date: 20151030111259.0
    record identifier: 978-3-319-16877-7