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Econometrics of Risk - Studies in Computational Intelligence 583 (Paperback)
  • Econometrics of Risk - Studies in Computational Intelligence 583 (Paperback)
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Econometrics of Risk - Studies in Computational Intelligence 583 (Paperback)

(editor), (editor), (editor), (editor)
£99.99
Paperback 498 Pages / Published: 10/09/2016
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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.

Publisher: Springer International Publishing AG
ISBN: 9783319385525
Number of pages: 498
Weight: 7664 g
Dimensions: 235 x 155 x 26 mm
Edition: Softcover reprint of the original 1st ed. 201

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