
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. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations.
- Kirjailija
- Marat Ibragimov, Rustam Ibragimov, Johan Walden
- Painos
- 2015 ed.
- ISBN
- 9783319168760
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 9.6.2015
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 119