Econometrics of risk[electronic reso...
Huynh, Van-Nam.

 

  • Econometrics of risk[electronic resource] /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 330.015195
    書名/作者: Econometrics of risk/ edited by Van-Nam Huynh ... [et al.].
    其他作者: Huynh, Van-Nam.
    出版者: Cham : : Springer International Publishing :, 2015.
    面頁冊數: x, 498 p. : : ill. (some col.), digital ;; 24 cm.
    Contained By: Springer eBooks
    標題: Econometrics.
    標題: Financial risk - Mathematical models.
    標題: Engineering.
    標題: Computational Intelligence.
    標題: Quantitative Finance.
    標題: Quality Control, Reliability, Safety and Risk.
    ISBN: 9783319134499 (electronic bk.)
    ISBN: 9783319134482 (paper)
    摘要、提要註: 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.
    電子資源: http://dx.doi.org/10.1007/978-3-319-13449-9
評論
Export
取書館別
 
 
變更密碼
登入