[DOWNLOAD] "Econometrics of Risk" by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta & Komsan Suriya # eBook PDF Kindle ePub Free

📘 Read Now 📥 Download

eBook details

Title: Econometrics of Risk
Author : Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta & Komsan Suriya
Release Date : January 15, 2014
Genre: Engineering,Books,Professional & Technical,Science & Nature,Mathematics,Business & Personal Finance,Economics,
Pages : * pages
Size : 10266 KB

Description

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.