Heavy-tailed distributions and robustness in economics and finance
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Springer
2015
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| Schriftenreihe: | Lecture Notes in Statistics
214 |
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Datensatz im Suchindex
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| adam_text | HEAVY-TAILED DISTRIBUTIONS AND ROBUSTNESS IN ECONOMICS AND FINANCE
/ IBRAGIMOV, MARAT
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION
IMPLICATIONS OF HEAVY-TAILED NESS
INFERENCE AND EMPIRICAL EXAMPLES
CONCLUSION
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
HEAVY-TAILED DISTRIBUTIONS AND ROBUSTNESS IN ECONOMICS AND FINANCE
/ IBRAGIMOV, MARAT
: 2015
ABSTRACT / INHALTSTEXT
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 IMPLICATIONS OF A NUMBER OF MODELS IN THESE FIELDS,
DEPENDING ON THE DEGREE OF HEAVY-TAILEDNESS. THESE RESULTS MOTIVATE THE
DEVELOPMENT AND APPLICATIONS OF ROBUST INFERENCE APPROACHES UNDER HEAVY
TAILS, HETEROGENEITY AND DEPENDENCE IN OBSERVATIONS. SEVERAL RECENTLY
DEVELOPED ROBUST INFERENCE APPROACHES ARE DISCUSSED AND ILLUSTRATED,
TOGETHER WITH APPLICATIONS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Ibragimov, Marat Ibragimov, Rustam Ju Walden, Johan |
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| author_facet | Ibragimov, Marat Ibragimov, Rustam Ju Walden, Johan |
| author_role | aut aut aut |
| author_sort | Ibragimov, Marat |
| author_variant | m i mi r j i rj rji j w jw |
| building | Verbundindex |
| bvnumber | BV042592180 |
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| dewey-full | 330.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-319-16877-7 |
| format | Electronic eBook |
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| id | DE-604.BV042592180 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-25T17:51:13Z |
| institution | BVB |
| isbn | 9783319168777 |
| issn | 0930-0325 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028025392 |
| oclc_num | 910753910 |
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| owner_facet | DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-703 DE-20 DE-739 DE-634 DE-861 DE-83 |
| physical | 1 Online-Ressource (XIV, 119 S.) 9 illus |
| psigel | ZDB-2-SMA UBY_PDA_SMA ZDB-2-SMA_2015 |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Springer |
| record_format | marc |
| series | Lecture Notes in Statistics |
| series2 | Lecture notes in statistics |
| spellingShingle | Ibragimov, Marat Ibragimov, Rustam Ju Walden, Johan Heavy-tailed distributions and robustness in economics and finance Lecture Notes in Statistics Statistics Mathematical statistics Economics / Statistics Econometrics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistik Wirtschaft |
| title | Heavy-tailed distributions and robustness in economics and finance |
| title_auth | Heavy-tailed distributions and robustness in economics and finance |
| title_exact_search | Heavy-tailed distributions and robustness in economics and finance |
| title_full | Heavy-tailed distributions and robustness in economics and finance Marat Ibragimov ; Rustam Ibragimov ; Johan Walden |
| title_fullStr | Heavy-tailed distributions and robustness in economics and finance Marat Ibragimov ; Rustam Ibragimov ; Johan Walden |
| title_full_unstemmed | Heavy-tailed distributions and robustness in economics and finance Marat Ibragimov ; Rustam Ibragimov ; Johan Walden |
| title_short | Heavy-tailed distributions and robustness in economics and finance |
| title_sort | heavy tailed distributions and robustness in economics and finance |
| topic | Statistics Mathematical statistics Economics / Statistics Econometrics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistik Wirtschaft |
| topic_facet | Statistics Mathematical statistics Economics / Statistics Econometrics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistik Wirtschaft |
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