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...
| Main Authors: | , , |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
|
| Series: | Lecture Notes in Statistics,
214 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
