Kód: 13470465
Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
Autor Rustam Ibragimov, Artem Prokhorov
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 notion ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 304
Nakladateľ: World Scientific Publishing Co Pte Ltd, 2017
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Viac informácií o knihe Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
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Anotácia knihy
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
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics
151.45 €
- Celý názov: Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
- Autor: Rustam Ibragimov, Artem Prokhorov
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 304
- EAN: 9789814689793
- ISBN: 9814689793
- ID: 13470465
- Nakladateľ: World Scientific Publishing Co Pte Ltd
- Hmotnosť: 590 g
- Rozmery: 236 × 158 × 22 mm
- Dátum vydania: 09. March 2017
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