The Fundamentals of Heavy Tails

Download or Read eBook The Fundamentals of Heavy Tails PDF written by Jayakrishnan Nair and published by Cambridge University Press. This book was released on 2022-06-09 with total page 265 pages. Available in PDF, EPUB and Kindle.

Author	: Jayakrishnan Nair
Publisher	: Cambridge University Press
Total Pages	: 265
Release	: 2022-06-09
ISBN-10	: 9781316511732
ISBN-13	: 1316511731
Rating	: 4/5 (32 Downloads)

DOWNLOAD EBOOK

Book Synopsis The Fundamentals of Heavy Tails by : Jayakrishnan Nair

Book excerpt: An accessible yet rigorous package of probabilistic and statistical tools for anyone who must understand or model extreme events.

The Fundamentals of Heavy Tails Related Books

Language: en
Pages: 265

The Fundamentals of Heavy Tails

Authors: Jayakrishnan Nair

Categories: Business & Economics

Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

An accessible yet rigorous package of probabilistic and statistical tools for anyone who must understand or model extreme events.

Language: en
Pages: 266

The Fundamentals of Heavy Tails

Authors: Jayakrishnan Nair

Categories: Mathematics

Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are jus

Language: en
Pages: 412

Heavy-Tail Phenomena

Authors: Sidney I. Resnick

Categories: Business & Economics

Type: BOOK - Published: 2007 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is unique

Language: en
Pages: 342

Univariate Stable Distributions

Authors: John P. Nolan

Categories: Mathematics

Type: BOOK - Published: 2020-09-13 - Publisher: Springer Nature

DOWNLOAD EBOOK

This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with

Language: en
Pages: 281

Dynamic Models for Volatility and Heavy Tails

Authors: Andrew C. Harvey

Categories: Business & Economics

Type: BOOK - Published: 2013-04-22 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models h