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Ibragimov, Marat; Ibragimov, Rustam; Walden, Johan - Heavy-Tailed Distributions and Robustness in Economics and Finance - 9783319168760 - V9783319168760
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Heavy-Tailed Distributions and Robustness in Economics and Finance

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Description for Heavy-Tailed Distributions and Robustness in Economics and Finance Paperback. Series: Lecture Notes in Statistics. Num Pages: 133 pages, 9 black & white illustrations, biography. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 7. Weight in Grams: 221.

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.

Product Details

Format
Paperback
Publication date
2015
Publisher
Springer International Publishing AG Switzerland
Number of pages
133
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
119
Place of Publication
Cham, Switzerland
ISBN
9783319168760
SKU
V9783319168760
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Ibragimov, Marat; Ibragimov, Rustam; Walden, Johan
Since 2013, Marat Ibragimov works as an Associate Professor at Kazan (Volga Region) Federal University in Kazan, Russia. He graduated from the Department of Mathematics at Kazan State University in 1974 and received his Ph.D. from the Uzbek Academy of Sciences in 1982. His current research interests include econometric analysis of emerging, transition and post-Soviet markets, the study of income ... Read more

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