Econometrics of Risk (Paperback, Softcover reprint of the original 1st ed. 2015)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Studies in Computational Intelligence, 583
Release date:	September 2016
First published:	2015
Editors:	Van-Nam Huynh • Vladik Kreinovich • Songsak Sriboonchitta • Komsan Suriya
Dimensions:	235 x 155 x 26mm (L x W x T)
Format:	Paperback
Pages:	498
Edition:	Softcover reprint of the original 1st ed. 2015
ISBN-13:	978-3-319-38552-5
Categories:	Books > Business & Economics > Finance & accounting > General Books > Business & Economics > Economics > Econometrics > General Books > Professional & Technical > Mechanical engineering & materials > Production engineering > Reliability engineering Books > Computing & IT > Applications of computing > Artificial intelligence > General Promotions
LSN:	3-319-38552-6
Barcode:	9783319385525

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