Econometrics of Risk

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Synopsis

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.

Book details

Edition:
2015
Series:
Studies in Computational Intelligence (Book 583)
Author:
Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya
ISBN:
9783319134499
Related ISBNs:
9783319134482
Publisher:
Springer International Publishing
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2019-09-05
Usage restrictions:
Copyright
Copyright date:
2015
Copyright by:
Springer International Publishing, Cham 
Adult content:
No
Language:
English
Categories:
Business and Finance, Computers and Internet, Mathematics and Statistics, Nonfiction, Technology