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Econometrics of risk

Huynh, Van-Nam.

Econometrics of risk

Record Type:	Electronic resources : Monograph/item
Title/Author:	Econometrics of riskedited by Van-Nam Huynh ... [et al.].
other author:	Huynh, Van-Nam.
Published:	Cham :Springer International Publishing :2015.
Description:	x, 498 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Econometrics.
Online resource:	http://dx.doi.org/10.1007/978-3-319-13449-9
ISBN:	9783319134499 (electronic bk.)

Econometrics of risk
Econometrics of risk[electronic resource] /edited by Van-Nam Huynh ... [et al.]. - Cham :Springer International Publishing :2015. - x, 498 p. :ill. (some col.), digital ;24 cm. - Studies in computational intelligence,v.5831860-949X ;. - Studies in computational intelligence ;v. 216..

This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques. This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.

ISBN: 9783319134499 (electronic bk.)

Standard No.: 10.1007/978-3-319-13449-9doiSubjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HB139

Dewey Class. No.: 330.015195

Econometrics of risk
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520 $a This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques. This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.
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