LEADER 03335nam 22006975 450 001 9910299768803321 005 20250402132823.0 010 $a3-319-16876-2 010 $a3-319-16877-0 024 7 $a10.1007/978-3-319-16877-7 035 $a(CKB)2670000000618819 035 $a(EBL)2096824 035 $a(SSID)ssj0001501511 035 $a(PQKBManifestationID)11848051 035 $a(PQKBTitleCode)TC0001501511 035 $a(PQKBWorkID)11446798 035 $a(PQKB)10764127 035 $a(DE-He213)978-3-319-16877-7 035 $a(MiAaPQ)EBC2096824 035 $a(PPN)186030401 035 $a(EXLCZ)992670000000618819 100 $a20150523d2015 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aHeavy-Tailed Distributions and Robustness in Economics and Finance /$fby Marat Ibragimov, Rustam Ibragimov, Johan Walden 205 $a1st ed. 2015. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015. 215 $a1 online resource (131 p.) 225 1 $aLecture Notes in Statistics,$x2197-7186 ;$v214 300 $aDescription based upon print version of record. 311 08$aPrint 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 320 $aIncludes bibliographical references. 327 $aIntroduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion. 330 $aThis book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in these fields, depending on the degree of heavy-tailedness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches are discussed and illustrated, together with applications. 410 0$aLecture Notes in Statistics,$x2197-7186 ;$v214 606 $aStatistics 606 $aStatistics 606 $aEconometrics 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aStatistical Theory and Methods 606 $aEconometrics 615 0$aStatistics. 615 0$aStatistics. 615 0$aEconometrics. 615 14$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aStatistical Theory and Methods. 615 24$aEconometrics. 676 $a519.24 700 $aIbragimov$b Marat$4aut$4http://id.loc.gov/vocabulary/relators/aut$0755584 702 $aIbragimov$b Rustam$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aWalden$b Johan$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299768803321 996 $aHeavy-Tailed Distributions and Robustness in Economics and Finance$92521516 997 $aUNINA LEADER 02629oam 2200673zu 450 001 9910140098003321 005 20241204160301.0 010 $a2-8218-4497-2 024 7 $a10.4000/books.ifea.2189 035 $a(CKB)2560000000352070 035 $a(SSID)ssj0001539840 035 $a(PQKBManifestationID)11909753 035 $a(PQKBTitleCode)TC0001539840 035 $a(PQKBWorkID)11533511 035 $a(PQKB)10577348 035 $a(WaSeSS)IndRDA00043842 035 $a(FrMaCLE)OB-ifea-2189 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/41725 035 $a(PPN)182829103 035 $a(oapen)doab41725 035 $a(EXLCZ)992560000000352070 100 $a20160829d1992 uy 101 0 $aspa 135 $aur||||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aAvatares del surrealismo en el Perú y en América Latina 210 $cInstitut français d?études andines$d1992 210 31$a[Place of publication not identified]$cInstitut français d'études andines Fondo Editorial de la Pontificia Universidad Católica del Perú$d1992 215 $a1 online resource (244 pages) 225 0 $aTravaux de l'Institut français d'études andines 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a84-89302-10-3 320 $aIncludes bibliographical references. 410 0$aTravaux de l'Institut français d'études andines;$v71. 517 1 $aAvatars du surre?alisme au Pe?rou et en Ame?rique latine 606 $aPeruvian literature$xHistory and criticism$xCongresses$y20th century$zPeru 606 $aSurrealism (Literature)$xCongresses$y20th century$zLatin America 606 $aPeruvian poetry$xHistory and criticism$xCongresses$y20th century 606 $aSpanish American literature$xHistory and criticism$vCongresses 606 $aSurrealism$vCongresses 615 0$aPeruvian literature$xHistory and criticism$xCongresses 615 0$aSurrealism (Literature)$xCongresses 615 0$aPeruvian poetry$xHistory and criticism$xCongresses 615 0$aSpanish American literature$xHistory and criticism 615 0$aSurrealism 676 $a860.9/1 700 $aJoseph Alonso$b Daniel Lefort, José Rodríguez Garrido (dir.)$4auth$01355527 702 $aAlonso$b Joseph 702 $aRodri?guez Garrido$b Jose? Antonio 702 $aLefort$b Daniel 712 02$aFrance 712 02$aAlliance Francaise 801 0$bPQKB 906 $aBOOK 912 $a9910140098003321 996 $aAvatares del surrealismo en el Perú y en América Latina$93359644 997 $aUNINA