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Heavy-tailed distributions and robustness in economics and finance
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 implication...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2015
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-16877-7 http://cds.cern.ch/record/2021028 |