Econometrics of Risk (2015) (Studies in Computational Intelligence #583)

By: Van-Nam Huynh and Vladik Kreinovich and Songsak Sriboonchitta and Komsan Suriya

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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 Quality:: Publisher Quality
ISBN-13:: 9783319134499
Related ISBNs:: 9783319134482
Publisher:: Springer International Publishing
Date of Addition:: 09/05/19
Copyrighted By:: Springer International Publishing, Cham
Adult content:: No
Language:: English
Has Image Descriptions:: No
Categories:: Nonfiction, Computers and Internet, Business and Finance, Technology, Mathematics and Statistics
Submitted By:: Bookshare Staff
Usage Restrictions:: This is a copyrighted book.
Edited by:: Van-Nam Huynh
Edited by:: Vladik Kreinovich
Edited by:: Songsak Sriboonchitta
Edited by:: Komsan Suriya