
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.
- Forfatter
- Marat Ibragimov, Rustam Ibragimov, Johan Walden
- Opplag
- 2015 ed.
- ISBN
- 9783319168760
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 9.6.2015
- Antall sider
- 119
