Heavy-Tailed Distributions and Robustness in Economics and Finance

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book Heavy-Tailed Distributions and Robustness in Economics and Finance by Johan Walden, Rustam Ibragimov, Marat Ibragimov, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Johan Walden, Rustam Ibragimov, Marat Ibragimov ISBN: 9783319168777
Publisher: Springer International Publishing Publication: May 23, 2015
Imprint: Springer Language: English
Author: Johan Walden, Rustam Ibragimov, Marat Ibragimov
ISBN: 9783319168777
Publisher: Springer International Publishing
Publication: May 23, 2015
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Schooling and Travelling Communities by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Stabilization of Elastic Systems by Collocated Feedback by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Intersecting Cultures in Music and Dance Education by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Trust, Privacy and Security in Digital Business by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Grind Hardening Process by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Advances in Usability, User Experience and Assistive Technology by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Religious Pluralism by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Methodological Reflections on Practice Oriented Theories by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book New Frontiers in Mining Complex Patterns by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Agent-Based Modelling in Population Studies by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Critical Infrastructure Protection Research by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Electrohydrodynamic Patterning of Functional Materials by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Genomics, Personalized Medicine and Oral Disease by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Robotics Research by Johan Walden, Rustam Ibragimov, Marat Ibragimov
Cover of the book Migration between Africa and Europe by Johan Walden, Rustam Ibragimov, Marat Ibragimov
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy