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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Ibragimov, Marat (Author), Ibragimov, Rustam (Author), Walden, Johan (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Lecture Notes in Statistics, 214
Subjects:
Statistics .
Econometrics.
Statistics in Business, Management, Economics, Finance, Insurance.
Statistical Theory and Methods.
Online Access:Texto Completo

Internet

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