This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications.
The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.
This is a practical guide to solutions for a case study of forecasting demand for services and products in international markets - and so much more than just another listing of dry theoretical methods.
provide models that could be used by do-it-yourselfers and also can be used toprovideunderstandingofthebackgroundissuessothatonecandoabetter job of working with the (proprietary) algorithms of the software vendors.
A Short History of Economics offers a compelling journey through the evolution of economic thought, from ancient trade systems to the complexities of modern global markets.
Unlock the full potential of quantitative trading with Prescriptions for Quant Traders Using R-a practical, hands-on guide for turning data into trading decisions.
Unlock the full potential of quantitative trading with Prescriptions for Quant Traders Using R-a practical, hands-on guide for turning data into trading decisions.
What's New in the Second Edition (25 July 2026)Advanced Economic Theory: Classical Foundations, Modern Analysis, and Policy Applications is a comprehensive and rigorously structured treatise designed for advanced students, researchers, civil service aspirants, and academic professionals seeking deep conceptual clarity and mathematical precision in economics.
This compendium collects advances and reflections on the teaching of econometrics from internationally well-known econometricians, including a number of accomplished textbook writers.
This compendium collects advances and reflections on the teaching of econometrics from internationally well-known econometricians, including a number of accomplished textbook writers.
This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models.
This volume provides recent research results in data analysis, classification and multivariate statistics and highlights perspectives for new scientific developments within these areas.
Nonlinear models are indispensable in modern finance, yet their reliance on numerical root-finding methods introduces layers of complexity that demand careful attention.
Nonlinear models are indispensable in modern finance, yet their reliance on numerical root-finding methods introduces layers of complexity that demand careful attention.
Bringing together a distinguished group of contributors, this volume in honor of José García Pérez provides a comprehensive overview of the latest advances in quantitative methods for business and economics, including distribution theory, econometrics, behavioral finance, financial networks and economic applications, as well as parallels exploring José García Pérez's research interests.