Econometrics and economic statistics

This innovative volume comprises a selection of original research articles offering a broad perspective on various dimensions of asset management in an international capital market environment.

The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks.

Natürlich kennen Sie diese Vorurteile: Kryptogeld ist nur etwas für Kriminelle, Bitcoin verbraucht sinnlos unvorstellbare Mengen an Strom und mit dem digitalen Euro will uns die Politik das Bargeld wegnehmen, um uns besser überwachen zu können.

Mathematics instructors are always looking for ways to engage students in meaningful and authentic tasks that utilize mathematics.

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

The Handbook is written for academics, researchers, practitioners and advanced graduate students.

Given the importance of linear models in statistical theory and experimental research, a good understanding of their fundamental principles and theory is essential.

This textbook for advanced econometrics students introduces key concepts of dynamic non-stationary modelling.

Volumes 45a and 45b of Advances in Econometrics honor Joon Y.

The 2008 credit crisis started with the failure of one large bank: Lehman Brothers.

The first cutting-edge guide to using the SAS system for the analysis of econometric data Applied Econometrics Using the SAS System is the first book of its kind to treat the analysis of basic econometric data using SAS , one of the most commonly used software tools among today's statisticians in business and industry.

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making.

In rasantem Tempo ist China zur größten Volkswirtschaft hinter den USA aufgestiegen.

Russia and America (1987) examines the divergence between two countries organised on diametrically opposed economic principles - one centrally-planned, state-dominated, the other a highly decentralised market economy, free from significant government intervention.

This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009.

Every advance in computer architecture and software tempts statisticians to tackle numerically harder problems.

A comprehensive book on validation with coverage of all the risk management models.

This book shows how to build and maintain a distinctive and credible employer brand and develop a set of relevant success metrics to help measure return on investment (ROI).

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.

The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond.

A function is convex if its epigraph is convex.

The field of Computational Economics is a fast growing area.

Telecommunications Demand in Theory and Practice, which builds upon the author's seminal 1980 book, Telecommunications Demand: A Review and Critique, provides comprehensive analyses of the determinants and structure of telecommunications demands in the United States and Canada.

Handbook of the Economics of Education, Volume Seven describes the research frontier in key topical areas and sets the agenda for further work.

Voraussetzung für ein erfolgreiches Risikomanagement ist dessen Ausrichtung an den Unternehmenszielen ebenso wie das Verzahnen der risikorelevanten Unternehmensbereiche untereinander.

Designed for the intellectually curious, this book provides a solid foundation in basic probability in an informal style, without jargon.

In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems.

The State and Metropolitan Area Data Book is the continuation of the U.

Carl Menger, Friedrich Wieser and Eugen Bohm-Bawerk are acknowledged as pioneers in the development of neoclassical economics, as well as being recognized as the founders of the Austrian School of Economics.

Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.

This book is a compendium of Alok Bhargava's most important contributions in longitudinal econometric methods and its application to problems of food, nutrition and health.

This book mainly focuses on why data analytics fails in business.

This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.

This work is a detailed description of different discrete and continuous univariate and multivariate distributions with applications in economics, different financial problems, and other scenarios in which these recently developed statistical models have been applied in recent years.

While women's cricket, and women's sport in general, has gained enormously in popularity in terms of both spectators and TV audiences, comparatively little is known about it and its participants, and there are few, if any, quantitative assessments of the game.

This is the seventh book in a series of discussions about the great minds in the history and theory of finance.

In a constrained optimization problem, the decisionmaker wants to select the “optimal” choice – the one most valuable to him or her – that also meets all of the constraints imposed by the problem.

The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the growing influence of matrix analysis in many scientific disciplines.

This book applies the multidisciplinary approaches of econometrics, statistics, finance and artificial intelligence for pricing and forecasting the carbon market in the context of managerial issues.

The Handbook of Historical Economics guides students and researchers through a quantitative economic history that uses fully up-to-date econometric methods.

This collection of papers describes advances in the measurement of innovation output, principally through the use of a new technique based on scanning of trade and technical journals.

This manuscript is about the joint dynamics of stock returns and trading volume.