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Econometrics of Risk

Gebonden Engels 2014 2015e druk 9783319134482
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques.

This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.

Specificaties

ISBN13:9783319134482
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:498
Uitgever:Springer International Publishing
Druk:2015

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Inhoudsopgave

Part I Fundamental Theory.- Part II Applications.

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        Econometrics of Risk