The Resource Heavy-tailed distributions and robustness in economics and finance, Marat Ibragimov, Rustam Ibragimov, Johan Walden

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

Label
Heavy-tailed distributions and robustness in economics and finance
Title
Heavy-tailed distributions and robustness in economics and finance
Statement of responsibility
Marat Ibragimov, Rustam Ibragimov, Johan Walden
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
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
Member of
Cataloging source
N$T
http://library.link/vocab/creatorName
Ibragimov, Marat
Dewey number
519.2/4
Illustrations
illustrations
Index
no index present
LC call number
QA273.6
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Ibragimov, Rustam
  • Walden, Johan
Series statement
Lecture notes in statistics,
Series volume
214
http://library.link/vocab/subjectName
  • Distribution (Probability theory)
  • MATHEMATICS
  • MATHEMATICS
  • Distribution (Probability theory)
  • Statistics
  • Statistics for Business/Economics/Mathematical Finance/Insurance
  • Statistical Theory and Methods
  • Econometrics
  • Probability & statistics
  • Econometrics
Label
Heavy-tailed distributions and robustness in economics and finance, Marat Ibragimov, Rustam Ibragimov, Johan Walden
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-16877-7
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion
Dimensions
unknown
Extent
1 online resource (xiv, 119 pages)
File format
unknown
Form of item
online
Isbn
9783319168760
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
SpringerLink
Other control number
10.1007/978-3-319-16877-7
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)910159364
  • (OCoLC)ocn910159364
Label
Heavy-tailed distributions and robustness in economics and finance, Marat Ibragimov, Rustam Ibragimov, Johan Walden
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-16877-7
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion
Dimensions
unknown
Extent
1 online resource (xiv, 119 pages)
File format
unknown
Form of item
online
Isbn
9783319168760
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
SpringerLink
Other control number
10.1007/978-3-319-16877-7
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)910159364
  • (OCoLC)ocn910159364

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