Heavy-Tailed Distributions and Robustness in Economics and Finance

AvJohan Walden,Rustam Ibragimov

E-bok
PDF, Engelska, 2015

718 kr

Läs direkt i Bokus Reader – eller ladda ned till din enhet (PDF kräver ofta zoom och scroll på små skärmar).

Beskrivning

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.

Produktinformation

Utforska kategorier

Hoppa över listan

Mer från samma författare

Hoppa över listan

Du kanske också är intresserad av

Lars Kepler - Medusa, Inbunden
  • Nyhet
Del 11

Medusa

Lars Kepler

Inbunden, 2026

269 kr

Flora Wiström - Stortaxi, Inbunden
  • -19%

Stortaxi

Flora Wiström

Inbunden, 2026

4,0 utav 5 stjärnor. Totalt antal röster:(1)

209 kr259 kr

Caroline Ringskog Ferrada-Noli - Sex in the City, Inbunden
  • -19%

Sex in the City

Caroline Ringskog Ferrada-Noli

Inbunden, 2026

209 kr259 kr