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Heavy-Tailed Distributions and Robustness in Economics and Finance
Language: en
Pages:
Authors: Marat Ibragimov
Categories:
Type: BOOK - Published: 2015 - Publisher:

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This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance.
Heavy-Tailed Distributions and Robustness in Economics and Finance
Language: en
Pages: 131
Authors: Marat Ibragimov
Categories: Business & Economics
Type: BOOK - Published: 2015-05-23 - Publisher: Springer

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This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance.
Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
Language: en
Pages: 303
Authors: Rustam Ibragimov
Categories: Business & Economics
Type: BOOK - Published: 2017-02-24 - Publisher: World Scientific

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'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in
Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management
Language: en
Pages: 598
Authors: Michele Leonardo Bianchi
Categories: Business & Economics
Type: BOOK - Published: 2019-03-08 - Publisher: World Scientific

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The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics un
Essays in Honor of Joon Y. Park
Language: en
Pages: 382
Authors: Yoosoon Chang
Categories: Business & Economics
Type: BOOK - Published: 2023-04-24 - Publisher: Emerald Group Publishing

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Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics o