LEADER 03541nam 22006735 450 001 9910299768803321 005 20200702221126.0 010 $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$b[electronic resource] /$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 $aLecture Notes in Statistics,$x0930-0325 ;$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,$x0930-0325 ;$v214 606 $aStatistics  606 $aEconometrics 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001 606 $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010 615 0$aStatistics . 615 0$aEconometrics. 615 14$aStatistics for 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