Heavy-Tailed Distributions and Robustness in Economics and Finance
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...
Κύριοι συγγραφείς: | Ibragimov, Marat (Συγγραφέας), Ibragimov, Rustam (Συγγραφέας), Walden, Johan (Συγγραφέας) |
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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: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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