Editors:
- Recent Research on Econometrics of Risk
- Includes theoretical foundations and applications
- Written by experts in the field
- Includes supplementary material: sn.pub/extras
Part of the book series: Studies in Computational Intelligence (SCI, volume 583)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (34 chapters)
-
Front Matter
-
Fundamental Theory
-
Front Matter
-
-
Applications
-
Front Matter
-
About this book
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.
Editors and Affiliations
-
Japan Advanced Institute of Science and Technology, Nomi, Japan
Van-Nam Huynh
-
Department of Computer Science, University of Texas at El Paso, El Paso, USA
Vladik Kreinovich
-
Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand
Songsak Sriboonchitta, Komsan Suriya
Bibliographic Information
Book Title: Econometrics of Risk
Editors: Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya
Series Title: Studies in Computational Intelligence
DOI: https://doi.org/10.1007/978-3-319-13449-9
Publisher: Springer Cham
eBook Packages: Engineering, Engineering (R0)
Copyright Information: Springer International Publishing Switzerland 2015
Hardcover ISBN: 978-3-319-13448-2Published: 30 December 2014
Softcover ISBN: 978-3-319-38552-5Published: 10 September 2016
eBook ISBN: 978-3-319-13449-9Published: 15 December 2014
Series ISSN: 1860-949X
Series E-ISSN: 1860-9503
Edition Number: 1
Number of Pages: X, 498
Number of Illustrations: 19 b/w illustrations, 75 illustrations in colour
Topics: Computational Intelligence, Quantitative Finance, Econometrics, Quality Control, Reliability, Safety and Risk