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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Ibragimov, Marat (Autor), Ibragimov, Rustam (Autor), Walden, Johan (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Lecture Notes in Statistics, 214
Temas:
Acceso en línea:Texto Completo