Econometrics Of Risk by Van-Nam HuynhEconometrics Of Risk by Van-Nam Huynh

Econometrics Of Risk

byVan-Nam HuynhEditorVladik Kreinovich, Songsak Sriboonchitta

Paperback | September 10, 2016

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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.

Title:Econometrics Of RiskFormat:PaperbackDimensions:498 pages, 23.5 × 15.5 × 0.02 inPublished:September 10, 2016Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3319385526

ISBN - 13:9783319385525

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Table of Contents

Part I Fundamental Theory.- Part II Applications.