Statistical Models and Methods for Financial Markets
This book presents statistical methods and models of importance to quantitative finance and links finance theory to market ...
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The Art of Semiparametrics
This selection of articles has emerged from different works presented at the conference "The Art of Semiparametrics" celebrated ...
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The Econometrics of Panel Data
This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides ...
Lire la suiteThe Economics and Finance of Commodity Price Shocks / Mikidadu Mohammed
Provides a variety of modelling frameworks for documenting the frequency and intensity of commodity price shocks. Second, ...
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The Economy as a Complex Spatial System
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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Topics in Dynamic Model Analysis
Classical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots ...
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Validation of Risk Management Models for Financial Institutions : Theory and Practice / David Lynch, Iftekhar Hasan, Akhtar Siddique
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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Valuing Agroforestry Systems
he primary objective of this book is to offer practical means for strengthening the economics and policy dimension of the ...
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