| 書目名稱 | Heavy-Tailed Distributions and Robustness in Economics and Finance |
| 編輯 | Marat Ibragimov,Rustam Ibragimov,Johan Walden |
| 視頻video | http://file.papertrans.cn/426/425117/425117.mp4 |
| 概述 | Shows the economic consequences of observed heavy-tailed risk distributions in the fields of economics, finance and insurance.Aims to bridge the gap between economic modeling and the statistical model |
| 叢書名稱 | Lecture Notes in Statistics |
| 圖書封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2015 |
| 關鍵詞 | Diversification; Econometrics; Financial markets; Heavy tailed distribution; Insurance markets; Risk mana |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-16877-7 |
| isbn_softcover | 978-3-319-16876-0 |
| isbn_ebook | 978-3-319-16877-7Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
| issn_series | 0930-0325 |
| copyright | Springer International Publishing Switzerland 2015 |
|Archiver|手機版|小黑屋|
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