Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind.
These essays in honor of Professor Gerhard Tintner are substantive contributions to three areas of econometrics, (1) economic models and applications,.
Max-Min problems are two-step allocation problems in which one side must make his move knowing that the other side will then learn what the move is and optimally counter.
The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for accu- rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model.
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices.
This book presents a comprehensive, innovative, integrated, and empirically effective system for cross-sectionally analyzing prices of government bonds (GBs) and corporate bonds (CBs) to timely obtain practically useful information on yield curves and default curves.
Why do policymakers allow economies to settle into a "e;new normal"e; after a bad break in the economy rather than try to return the economy to its previous trend?
This book presents a comprehensive, innovative, integrated, and empirically effective system for cross-sectionally analyzing prices of government bonds (GBs) and corporate bonds (CBs) to timely obtain practically useful information on yield curves and default curves.
Why do policymakers allow economies to settle into a "e;new normal"e; after a bad break in the economy rather than try to return the economy to its previous trend?
This comprehensive textbook equips students of economics and business, as well as industry professionals, with essential principles, techniques, and applications of applied statistics, statistical testing, and multivariate data analysis.
This volume develops original methods of analyzing biased technological progress in the theory and empirics of economic growth and income distribution.
This book examines the presence of stochastic and deterministic convergence in ten series of greenhouse gases, aerosol precursors, and aerosols across 29 industrialized and emerging countries from 1820 to 2018.
Explores the Origin of the Recent Banking Crisis and how to Preclude Future CrisesShedding new light on the recent worldwide banking debacle, The Banking Crisis Handbook presents possible remedies as to what should have been done prior, during, and after the crisis.
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data.
Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results.
Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes.
More than just an investment dictionary, 101 Investment Tools for Buying Low and Selling High analyzes in a concise style various investment vanes-from stock indexes to measures of affordable housing to leading economic reports.
Along with many practical applications, Bayesian Model Selection and Statistical Modeling presents an array of Bayesian inference and model selection procedures.
Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices-focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets.
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals.
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance.
An Introductory Econometrics TextMathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics.
