| Autore: |
Ibragimov, Marat
|
| Titolo: |
Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden
|
| Pubblicazione: |
[Cham], : Springer, 2015 |
| Titolo uniforme: |
Heavy-tailed distributions and robustness in economics and finance
|
| Descrizione fisica: |
XIV, 119 p. : ill. ; 24 cm |
| Soggetto topico: |
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] |
| Soggetto non controllato: |
Diversification |
| |
Econometrics |
| |
Financial markets |
| |
Heavy-Tailed distribution |
| |
Insurance markets |
| |
Risk management |
| Altri autori: |
Ibragimov, Rustan
Walden, Johan
|
| Titolo autorizzato: |
Heavy-tailed distributions and robustness in economics and finance |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN0113456 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
http://dx.doi.org/10.1007/978-3-319-16877-7 |
| Opac: |
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