Econometrics and economic statistics

With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape.

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts.

Competitive Innovation and Improvement: Statistical Design and Control explains how to combine two widely known statistical methods'statistical design and statistical control in a manner that can solve any business, government, or research problem quickly with sustained results.

Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community.

Actuarial Models: The Mathematics of Insurance, Second Edition thoroughly covers the basic models of insurance processes.

Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management.

Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved.

Proven Methods for Big Data Analysis As big data has become standard in many application areas, challenges have arisen related to methodology and software development, including how to discover meaningful patterns in the vast amounts of data.

Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results.

The most authoritative and comprehensive synthesis of modern econometrics availableEconometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration.

These two volumes are about understanding-why-and application-how-with the aim of providing guidance and introduction to both.

This book is intended to provide a summarized knowledge of the various fields that make up the management discipline for executives, entrepreneurs, doctors, architects, engineers, lawyers, etc.

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Given the magnitude of currency speculation and sports gambling, it is surprising that the literature contains mostly negative forecasting results.

Industrial Price, Quantity, and Productivity Indices: The Micro-Economic Theory and an Application gives a comprehensive account of the micro-economic foundations of industrial price, quantity, and productivity indices.

Aggregation of individual opinions into a social decision is a problem widely observed in everyday life.

Managers are often under great pressure to improve the performance of their organizations.

Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application.

The motive force of human activity that propels the stream of progress is here caught at its source, in its most modest, material expressions.

Books on time series models deal mainly with models based on Box-Jenkins methodology which is generally represented by autoregressive integrated moving average models or some nonlinear extensions of these models, such as generalized autoregressive conditional heteroscedasticity models.

This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series, namely nonlinearity and nonstationarity.

The field of econometrics has gone through remarkable changes during the last thirty-five years.

One cannot exaggerate the importance of estimating how international trade responds to changes in income and prices.

Standard macroeconomic monographs often discuss the mechanism of monetary transmission, usually ending by highlighting the complexities and uncertainties involved in this mechanism.

Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods.

Almost half a century has elapsed since the demand for money began to attract widespread attention from economists and econometricians, and it has been a topic of ongoing controversy and research ever since.

Game Theory: Stochastics, Information, Strategies and Cooperation provides a discussion of some relevant topics in game theory.

Aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics.

Are foreign exchange markets efficient?

The purpose of models is not to fit the data but to sharpen the questions.

This volume contains a selection of papers presented at the first conference of the Society for Computational Economics held at ICC Institute, Austin, Texas, May 21-24, 1995.

This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland.

Coalition Formation and Social Choice provides a unified and comprehensive study of coalition formation and collective decision-making in committees.

This booklet was begun as an appendix to Introductory Econometrics.

This booklet was begun as an appendix to Introductory Econometrics.

Financial Data Analysis with R: Monte-Carlo Validation is a comprehensive exploration of statistical methodologies and their applications in finance.

Takes the challenging and makes it understandable.

Takes the challenging and makes it understandable.

Globalization studies are rapidly filling many a library shelf, and understandably so.

This book presents statistics and data science methods for risk analytics in quantitative finance and insurance.

'Refreshingly clear and engaging' Tim Harford'Delightful .

An Introductory Econometrics TextMathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics.

A Hands-On Approach to Understanding and Using Actuarial ModelsComputational Actuarial Science with R provides an introduction to the computational aspects of actuarial science.

A User's Guide to Business Analytics provides a comprehensive discussion of statistical methods useful to the business analyst.

Combining the two statistical techniques of network sampling and adaptive sampling, this book illustrates the advantages of using them in tandem to effectively capture sparsely located elements in unknown pockets.