经典教材系列 Heavy-Tailed Distributions and Robustness in Economics and Finance

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量化金融里“肥尾”是重点也是难点。。。2015年最新教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。


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【经典教材系列】（资料汇总帖，附链接，持续添加中）
【经典教材系列】Advances in Heavy Tailed Risk Modeling


Heavy-Tailed Distributions and Robustness in Economics and Finance

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.
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关键词：distribution Robustness Economics Economic Finance management insurance presence general central

谢谢啊，有没asymmetrical distribution类的呢

非常感谢，谢谢分享。

wwqqer 发表于 2015-5-26 23:37
量化金融里“肥尾”是重点也是难点。。。2015年最新教材降价出售3天！想要随时跟踪最新好书，请点击头像 ...

:-D

thanks ..

Heavy-Tailed Distributions and Robustness in Economics and Finance

kankan

thanks.,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,

好书，支持一下

支持！