02457nam0 2200493 i 450 VAN011345620230705122013.136N978331916877720180110d2015 |0itac50 baengCH|||| |||||Heavy-tailed distributions and robustness in economics and financeMarat Ibragimov, Rustam Ibragimov, Johan Walden[Cham]Springer2015XIV, 119 p.ill.24 cm001VAN00019572001 Lecture notes in statistics210 New York [etc.]Springer214VAN0235049Heavy-tailed distributions and robustness in economics and finance152261291B05Risk models (general) [MSC 2020]VANC019981MF62-XXStatistics [MSC 2020]VANC022998MF91B24Microeconomic theory (price theory and economic markets) [MSC 2020]VANC025065MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF62P20Applications of statistics to economics [MSC 2020]VANC026444MF91G70Statistical methods; risk measures [MSC 2020]VANC030929MF62G32Statistics of extreme values; tail inference [MSC 2020]VANC031446MF62G35Nonparametric robustness [MSC 2020]VANC033630MFDiversificationKW:KEconometricsKW:KFinancial marketsKW:KHeavy-Tailed distributionKW:KInsurance marketsKW:KRisk managementKW:KCHChamVANL001889IbragimovMaratVANV087570755584IbragimovRustanVANV087571755585WaldenJohanVANV087572755586Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-16877-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0113456BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0238 08eMF238 20180110 Heavy-tailed distributions and robustness in economics and finance1522612UNICAMPANIA