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.
Advanced and Multivariate Statistical Methods, Eighth Edition, offers conceptual and practical insights into multivariate statistical techniques, designed for students without requiring deep technical or mathematical expertise.
Advanced and Multivariate Statistical Methods, Eighth Edition, offers conceptual and practical insights into multivariate statistical techniques, designed for students without requiring deep technical or mathematical expertise.
This book discusses the multifaceted nature of organizational excellence and proceeds to consider the roles played by data, technological advances leading to innovation and value-based leadership in guiding an organization in its journey towards excellence.
This book discusses the multifaceted nature of organizational excellence and proceeds to consider the roles played by data, technological advances leading to innovation and value-based leadership in guiding an organization in its journey towards excellence.
The Effect: An Introduction to Research Design and Causality, Second edition is an excellent teaching text about research design, specifically concerning research that uses observational data to make a causal inference.
Cree en 2001, Investance Partners est un cabinet de conseil en management, specialise dans la transformation et la Performance des organisations, la Gestion du Risque, la mise en Conformite Reglementaire, le Data Management et la RSE.
This book discusses the economic models and quantitative research involved in merger control forecasts and the relationship between antitrust law and economics.
This work aims to serve two primary purposes: first, to present findings regarding the age and related characteristics of corporations within the private enterprise system.
Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years.
Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology.
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.
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.
