Econometrics of Risk

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 technique...

Full description

Main Author: Huynh, Van-Nam
Corporate Author: SpringerLink (Online service)
Other Authors: Kreinovich, Vladik (Editor), Sriboonchitta, Songsak (Editor), Suriya, Komsan (Editor)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2015, 2015
Series:Studies in Computational Intelligence
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
LEADER 02167nmm a2200361 u 4500
001 EB000913935
003 EBX01000000000000000709831
005 00000000000000.0
007 cr|||||||||||||||||||||
008 150107 ||| eng
020 |a 9783319134499 
100 1 |a Huynh, Van-Nam 
245 0 0 |a Econometrics of Risk  |h Elektronische Ressource  |c edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya 
260 |a Cham  |b Springer International Publishing  |c 2015, 2015 
300 |a X, 498 p. 94 illus., 19 illus. in color  |b online resource 
653 |a Finance 
653 |a Engineering 
653 |a Computational Intelligence 
653 |a System safety 
653 |a Econometrics 
653 |a Quantitative Finance 
653 |a Quality Control, Reliability, Safety and Risk 
700 1 |a Kreinovich, Vladik  |e [editor] 
700 1 |a Sriboonchitta, Songsak  |e [editor] 
700 1 |a Suriya, Komsan  |e [editor] 
710 2 |a SpringerLink (Online service) 
041 0 7 |a eng  |2 ISO 639-2 
989 |b Springer  |a Springer eBooks 2005- 
490 0 |a Studies in Computational Intelligence 
856 |u http://dx.doi.org/10.1007/978-3-319-13449-9?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 006.3 
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