Econometrics of Risk

Download or Read online Econometrics of Risk full in PDF, ePub and kindle. This book written by Van-Nam Huynh and published by Springer which was released on 15 December 2014 with total pages 498. We cannot guarantee that Econometrics of Risk book is available in the library, click Get Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like.

Econometrics of Risk
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Publisher : Springer
Release Date :
ISBN : 9783319134499
Pages : 498 pages
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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.

Econometrics of Risk

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,

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