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Found 1 from your keywords: author=IBRAGIMOV ,Marat
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Heavy-Tailed Distributions and Robustness in Economics and Finance
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IBRAGIMOV ,MaratIBRAGIMOV ,RustamWALDEn, Johan

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 resu…

Edition
-
ISBN/ISSN
978-3-319-16876-0
Collation
XIV, 119
Series Title
-
Call Number
001 IBR h