國立虎尾科技大學 |

Heavy-Tailed Distributions and Robustness in Economics and Finance

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Heavy-Tailed Distributions and Robustness in Economics and Finance/ by Marat Ibragimov, Rustam Ibragimov, Johan Walden.
Author:	Ibragimov, Marat.
other author:	Ibragimov, Rustam.
Description:	XIV, 119 p. 9 illus.online resource. :
Contained By:	Springer Nature eBook
Subject:	Statistics . -
Online resource:	https://doi.org/10.1007/978-3-319-16877-7
ISBN:	9783319168777

Heavy-Tailed Distributions and Robustness in Economics and Finance
Ibragimov, Marat.

Heavy-Tailed Distributions and Robustness in Economics and Finance[electronic resource] /by Marat Ibragimov, Rustam Ibragimov, Johan Walden. - 1st ed. 2015. - XIV, 119 p. 9 illus.online resource. - Lecture Notes in Statistics,2140930-0325 ;. - Lecture Notes in Statistics,214.

Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion.

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.

ISBN: 9783319168777

Standard No.: 10.1007/978-3-319-16877-7doiSubjects--Topical Terms:

1253516
Statistics .

LC Class. No.: QA276-280

Dewey Class. No.: 330.015195

Heavy-Tailed Distributions and Robustness in Economics and Finance
LDR:02181nam a22004095i 4500 001 966304
003 DE-He213
005 20200702221126.0
007 cr nn 008mamaa
008 201211s2015 gw | s |||| 0|eng d
020 $a 9783319168777 $9 978-3-319-16877-7
024 7 $a 10.1007/978-3-319-16877-7 $2 doi
035 $a 978-3-319-16877-7
050 4 $a QA276-280
072 7 $a PBT $2 bicssc
072 7 $a BUS061000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a K $2 thema
082 0 4 $a 330.015195 $2 23
100 1 $a Ibragimov, Marat. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1084445
245 1 0 $a Heavy-Tailed Distributions and Robustness in Economics and Finance $h [electronic resource] / $c by Marat Ibragimov, Rustam Ibragimov, Johan Walden.
250 $a 1st ed. 2015.
264 1 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a XIV, 119 p. 9 illus. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a Lecture Notes in Statistics, $x 0930-0325 ; $v 214
505 0 $a Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion.
520 $a 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.
650 0 $a Statistics . $3 1253516
650 0 $a Econometrics. $3 556981
650 1 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 1211158
650 2 4 $a Statistical Theory and Methods. $3 671396
700 1 $a Ibragimov, Rustam. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1084446
700 1 $a Walden, Johan. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1084447
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783319168784
776 0 8 $i Printed edition: $z 9783319168760
830 0 $a Lecture Notes in Statistics, $x 0930-0325 ; $v 214 $3 1261934
856 4 0 $u https://doi.org/10.1007/978-3-319-16877-7
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)