Verfügbarkeit: Heavy-tailed distributions and robustness in economics and finance

Heavy-tailed distributions and robustness in economics and finance:

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Bibliographische Detailangaben
Beteiligte Personen:	Ibragimov, Marat (VerfasserIn), Ibragimov, Rustam Ju (VerfasserIn), Walden, Johan (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	Englisch
Veröffentlicht:	Cham [u.a.] Springer 2015
Schriftenreihe:	Lecture Notes in Statistics 214
Schlagwörter:	Statistics Mathematical statistics Economics / Statistics Econometrics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistik Wirtschaft
Links:	https://doi.org/10.1007/978-3-319-16877-7 https://doi.org/10.1007/978-3-319-16877-7 https://doi.org/10.1007/978-3-319-16877-7 https://doi.org/10.1007/978-3-319-16877-7 https://doi.org/10.1007/978-3-319-16877-7 https://doi.org/10.1007/978-3-319-16877-7 https://doi.org/10.1007/978-3-319-16877-7 https://doi.org/10.1007/978-3-319-16877-7 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028025392&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028025392&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	1 Online-Ressource (XIV, 119 S.) 9 illus
ISBN:	9783319168777
ISSN:	0930-0325
DOI:	10.1007/978-3-319-16877-7

Internformat

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Datensatz im Suchindex

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adam_text	HEAVY-TAILED DISTRIBUTIONS AND ROBUSTNESS IN ECONOMICS AND FINANCE / IBRAGIMOV, MARAT : 2015 TABLE OF CONTENTS / INHALTSVERZEICHNIS INTRODUCTION IMPLICATIONS OF HEAVY-TAILED NESS INFERENCE AND EMPIRICAL EXAMPLES CONCLUSION DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. HEAVY-TAILED DISTRIBUTIONS AND ROBUSTNESS IN ECONOMICS AND FINANCE / IBRAGIMOV, MARAT : 2015 ABSTRACT / INHALTSTEXT 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-TAILEDNESS. 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 DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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author	Ibragimov, Marat Ibragimov, Rustam Ju Walden, Johan
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isbn	9783319168777
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language	English
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series	Lecture Notes in Statistics
series2	Lecture notes in statistics
spellingShingle	Ibragimov, Marat Ibragimov, Rustam Ju Walden, Johan Heavy-tailed distributions and robustness in economics and finance Lecture Notes in Statistics Statistics Mathematical statistics Economics / Statistics Econometrics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistik Wirtschaft
title	Heavy-tailed distributions and robustness in economics and finance
title_auth	Heavy-tailed distributions and robustness in economics and finance
title_exact_search	Heavy-tailed distributions and robustness in economics and finance
title_full	Heavy-tailed distributions and robustness in economics and finance Marat Ibragimov ; Rustam Ibragimov ; Johan Walden
title_fullStr	Heavy-tailed distributions and robustness in economics and finance Marat Ibragimov ; Rustam Ibragimov ; Johan Walden
title_full_unstemmed	Heavy-tailed distributions and robustness in economics and finance Marat Ibragimov ; Rustam Ibragimov ; Johan Walden
title_short	Heavy-tailed distributions and robustness in economics and finance
title_sort	heavy tailed distributions and robustness in economics and finance
topic	Statistics Mathematical statistics Economics / Statistics Econometrics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistik Wirtschaft
topic_facet	Statistics Mathematical statistics Economics / Statistics Econometrics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistik Wirtschaft
url	https://doi.org/10.1007/978-3-319-16877-7 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028025392&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028025392&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
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