Introduction and Overview

Rustam Ibragimov and Artem Prokhorov

Chapter 1 in Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance, 2017, pp 1-17 from World Scientific Publishing Co. Pte. Ltd.

Abstract: In this chapter, we set the stage by defining the subject matter of the book and describing the main tools used to study it. We also outline the structure of the book.

Keywords: Heavy-Tailed Distribution; Copulas; Tail Dependence; Majorization Theory; Financial Contagion; Crises (search for similar items in EconPapers)
Date: 2017
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