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