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...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2015, 2015
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| Edition: | 1st ed. 2015 |
| Series: | Lecture Notes in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction
- Implications of Heavy-tailed ness
- Inference and Empirical Examples
- Conclusion