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...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Ibragimov, Marat
Format:	Buch
Sprache:	eng
Schlagworte:	Distribution (Probability theory) Econometrics Economics Mathematics and Statistics Statistical Theory and Methods Statistics Statistics for Business, Management, Economics, Finance, Insurance
Online-Zugang:	Volltext
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