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Record Nr. |
UNICAMPANIAVAN0113456 |
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Autore |
Ibragimov, Marat |
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Titolo |
Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
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Pubbl/distr/stampa |
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Titolo uniforme |
Heavy-tailed distributions and robustness in economics and finance |
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Descrizione fisica |
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XIV, 119 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Ibragimov, Rustan |
Walden, Johan |
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Soggetti |
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91B05 - Risk models (general) [MSC 2020] |
62-XX - Statistics [MSC 2020] |
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
62P20 - Applications of statistics to economics [MSC 2020] |
91G70 - Statistical methods; risk measures [MSC 2020] |
62G32 - Statistics of extreme values; tail inference [MSC 2020] |
62G35 - Nonparametric robustness [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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