Heavy-Tailed Distributions and Robustness in Economics and Finance [2015 ed.] 3319168762, 978-3-319-16876-0, 978-3-319-16877-7
Shows the economic consequences of observed heavy-tailed risk distributions in the fields of economics, finance and insu
189 90 4KB
English Pages C, xiv, 119 Year 2015
Table of contents :
Front Matter....Pages i-xiv
Introduction....Pages 1-9
Implications of Heavy-Tailedness....Pages 11-81
Inference and Empirical Examples....Pages 83-109
Back Matter....Pages 111-119
Front Matter....Pages i-xiv
Introduction....Pages 1-9
Implications of Heavy-Tailedness....Pages 11-81
Inference and Empirical Examples....Pages 83-109
Back Matter....Pages 111-119
![Heavy-Tailed Distributions and Robustness in Economics and Finance [2015 ed.]
3319168762, 978-3-319-16876-0, 978-3-319-16877-7](https://ebin.pub/img/200x200/heavy-tailed-distributions-and-robustness-in-economics-and-finance-2015nbsped-3319168762-978-3-319-16876-0-978-3-319-16877-7.jpg)
- Author / Uploaded
- Marat Ibragimov
- Rustam Ibragimov
- Johan Walden
- Similar Topics
- Economy
- Mathematical Economics
