Heavy-tailed distributions and robustness in economics and finance

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フォーマット:

図書

責任表示:

Marat Ibragimov, Rustam Ibragimov, Johan Walden

言語:

英語

出版情報:

Cham : Springer, c2015

形態:

xiv, 119 p. : ill. ; 24 cm

著者名:

シリーズ名:

Lecture notes in statistics ; v. 214 <BA00021660>

書誌ID:

BB18874547

ISBN:

9783319168760 [3319168762] (: [pbk.])

子書誌情報

所蔵情報

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詳細

主題:	数学--確率論．数理統計学
LCCN:	2015941320
注記:	Includes bibliographical references (p. 111-119)
TTLL:	eng

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3 図書 Handbook of heavy tailed distributions in finance Rachev, S. T. (Svetlozar Todorov) Elsevier	9 図書 Testing problems with linear or angular inequality constraints Akkerboom, Johan C. Springer-Verlag
4 図書 Heavy-tailed distributions in disaster analysis Pisarenko, V. F., Rodkin, M. V. (Mikhail Vladimirovich) Springer	10 図書 Asymptotic analysis of random walks : heavy-tailed distributions Borovkov, A. A., Borovkov, K. A., Borovkova, O. B. Cambridge University Press
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