Econometrics of Risk

This PDF book is become immediate popular in Technology & Engineering genre. Econometrics of Risk is written by famous author Van-Nam Huynh and Ready to Download in ePUB, PDF or Kindle formats. Released by Springer in 2014-12-15. Click Download Book button to get book file and read directly from your devices. Here is a quick description and cover image of Econometrics of Risk book.

Econometrics of Risk
Author :
Publisher : Springer
Release Date :
ISBN : 9783319134499
Pages : 498 pages
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Econometrics of Risk by Van-Nam Huynh Book PDF Summary

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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