Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden.

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 implicatio...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Ibragimov, Marat (Author), Ibragimov, Rustam (Author), Walden, Johan (Author)
Format:	eBook
Language:	English
Published:	Cham : Springer, 2015.
Series:	Lecture notes in statistics (Springer-Verlag) ; 214.
Subjects:	Distribution (Probability theory) Statistics.