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Více informací o knize Heavy-Tailed Distributions and Robustness in Economics and Finance

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Anotace knihy

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 implications of a number of models in these fields, depending on the degree of heavy-tailedness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches are discussed and illustrated, together with applications.§

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Econometrics

• Plný název: Heavy-Tailed Distributions and Robustness in Economics and Finance
• Autor: Marat Ibragimov, Rustam Ibragimov, Johan Walden
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 119
• EAN: 9783319168760
• ISBN: 3319168762
• ID: 09215935
• Nakladatelství: Springer International Publishing AG
• Hmotnost: 2175 g
• Rozměry: 7 × 155 × 9 mm
• Datum vydání: 24. May 2015

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