Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance

DOI10.1080/14697688.2018.1549365zbMath1418.00010OpenAlexW2903812847WikidataQ128761887 ScholiaQ128761887MaRDI QIDQ4628028

Giovanni Puccetti

Publication date: 6 March 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1549365

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stable stochastic processes (60G52) External book reviews (00A17)

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