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...
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 |
Ejemplares similares
-
Marshall Olkin Distributions - Advances in Theory and Applications Bologna, Italy, October 2013 /
Publicado: (2015) -
An Introduction to Bartlett Correction and Bias Reduction
por: Cordeiro, Gauss M., et al.
Publicado: (2014) -
International Encyclopedia of Statistical Science
Publicado: (2011) -
The Manual of Strategic Economic Decision Making Using Bayesian Belief Networks to Solve Complex Problems /
por: Grover, Jeff
Publicado: (2016) -
Regression Models, Methods and Applications /
por: Fahrmeir, Ludwig, et al.
Publicado: (2013)