This book presents statistical methods and models of importance to quantitative finance and links finance theory to market ...
WeiterlesenThis selection of articles has emerged from different works presented at the conference "The Art of Semiparametrics" celebrated ...
WeiterlesenThis completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides ...
WeiterlesenProvides a variety of modelling frameworks for documenting the frequency and intensity of commodity price shocks. Second, ...
WeiterlesenThis collected volume represents the final outcome of the COST Action IS1104 “The EU in the new complex geography of economic ...
WeiterlesenClassical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots ...
WeiterlesenCovers all of the major risk areas that a financial institution is exposed to and uses models for, including market risk, ...
Weiterlesenhe primary objective of this book is to offer practical means for strengthening the economics and policy dimension of the ...
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