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Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance Rustam Ibragimov
Libristo kod: 13470465
Nakladnici World Scientific Publishing Co Pte Ltd, ožujak 2017
This book offers a unified approach to the study of crises, large fluctuations, dependence and conta... Cijeli opis
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This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important topics in statistical modeling and estimation, which combine the notions of copulas and heavy tai

Informacije o knjizi

Puni naziv Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
Autor Rustam Ibragimov, Artem Prokhorov
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2017
Broj stranica 304
EAN 9789814689793
ISBN 9814689793
Libristo kod 13470465
Nakladnici World Scientific Publishing Co Pte Ltd
Težina 590
Dimenzije 158 x 236 x 22

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Economics, Finance, Business & Management > Economics > Economic & financial crises & disasters
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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