Marat Ibragimov – författare
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2 produkter
Heavy-Tailed Distributions and Robustness in Economics and Finance
Av Marat Ibragimov, Rustam Ibragimov m. fl.
Häftad, 2015
551 kr
Lägg i varukorg
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 …
Heavy-Tailed Distributions and Robustness in Economics and Finance
Av Johan Walden, Rustam Ibragimov m. fl.
E-bok, 2015
718 kr
Lägg i varukorg
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 …