{"product_id":"heavy-tails-and-copulas-ibragimov-rustam-9789814689793","title":"Heavy Tails and Copulas","description":"\u003cp\u003eThis 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 tails -- two particularly valuable tools of today's research in economics, finance, econometrics and other fields -- in order to provide a new way of thinking about such vital problems as diversification of risk and propagation of crises through financial markets due to contagion phenomena, among others. The aim is to arm today's economists with a toolbox suited for analyzing multivariate data with many outliers and with arbitrary dependence patterns. The methods and topics discussed and used in the book include, in particular, majorization theory, heavy-tailed distributions and copula functions -- all applied to study robustness of economic, financial and statistical models, and estimation methods to heavy tails and dependence.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Ibragimov Rustam\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9814689793\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789814689793\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e World Scientific Publishing Company\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 03\/06\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 304\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.27lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.69d","brand":"Ibragimov Rustam","offers":[{"title":"Hardcover","offer_id":48446718836991,"sku":"9789814689793","price":118.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_d1d0700c-cc72-4029-97d2-5c69ceeadce3.jpg?v=1777226501","url":"https:\/\/www.whiterainbookhouse.com\/products\/heavy-tails-and-copulas-ibragimov-rustam-9789814689793","provider":"WR Book House","version":"1.0","type":"link"}