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Heavy-Tailed Distributions and Robustness in Economics and Finance (Paperback, 2015 ed.) Loot Price: R1,953

Discovery Miles 19 530

Repayment Terms: R183 pm x 12*

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Heavy-Tailed Distributions and Robustness in Economics and Finance (Paperback, 2015 ed.): Marat Ibragimov, Rustam Ibragimov,...

Heavy-Tailed Distributions and Robustness in Economics and Finance (Paperback, 2015 ed.)

Marat Ibragimov, Rustam Ibragimov, Johan Walden

Series: Lecture Notes in Statistics, 214

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Loot Price R1,953 Discovery Miles 19 530 | Repayment Terms: R183 pm x 12*

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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-tailed ness. 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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Lecture Notes in Statistics, 214
Release date:	May 2015
First published:	2015
Authors:	Marat Ibragimov • Rustam Ibragimov • Johan Walden
Dimensions:	235 x 155 x 7mm (L x W x T)
Format:	Paperback
Pages:	119
Edition:	2015 ed.
ISBN-13:	978-3-319-16876-0
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > General Promotions
LSN:	3-319-16876-2
Barcode:	9783319168760