03541nam 22006735 450 991029976880332120200702221126.03-319-16876-23-319-16877-010.1007/978-3-319-16877-7(CKB)2670000000618819(EBL)2096824(SSID)ssj0001501511(PQKBManifestationID)11848051(PQKBTitleCode)TC0001501511(PQKBWorkID)11446798(PQKB)10764127(DE-He213)978-3-319-16877-7(MiAaPQ)EBC2096824(PPN)186030401(EXLCZ)99267000000061881920150523d2015 u| 0engur|n|---|||||txtccrHeavy-Tailed Distributions and Robustness in Economics and Finance[electronic resource] /by Marat Ibragimov, Rustam Ibragimov, Johan Walden1st ed. 2015.Cham :Springer International Publishing :Imprint: Springer,2015.1 online resource (131 p.)Lecture Notes in Statistics,0930-0325 ;214Description based upon print version of record.Print version: Ibragimov, Marat. Heavy-tailed distributions and robustness in economics and finance. Cham, Switzerland : Springer, c2015 xiv, 119 pages Lecture notes in statistics (Springer-Verlag) ; Volume 214. 2197-7186 9783319168760 Includes bibliographical references.Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion.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 implications of a number of models in these fields, depending on the degree of heavy-tailedness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches are discussed and illustrated, together with applications.Lecture Notes in Statistics,0930-0325 ;214Statistics EconometricsStatistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Statistical Theory and Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/S11001Econometricshttps://scigraph.springernature.com/ontologies/product-market-codes/W29010Statistics .Econometrics.Statistics for Business, Management, Economics, Finance, Insurance.Statistical Theory and Methods.Econometrics.519.24Ibragimov Maratauthttp://id.loc.gov/vocabulary/relators/aut755584Ibragimov Rustamauthttp://id.loc.gov/vocabulary/relators/autWalden Johanauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910299768803321Heavy-Tailed Distributions and Robustness in Economics and Finance2521516UNINA