
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.
- Författare
- Marat Ibragimov, Rustam Ibragimov, Johan Walden
- Upplaga
- 2015 ed.
- ISBN
- 9783319168760
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2015-06-09
- Sidor
- 119
