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...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखकों: Ibragimov, Marat, Ibragimov, Rustam, Walden, Johan
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Springer 2015
विषय:
ऑनलाइन पहुंच:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59257
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