Search Results for "handbook-of-research-methods-and-applications-in-empirical-finance"

Handbook of Research Methods and Applications in Empirical Finance

Handbook of Research Methods and Applications in Empirical Finance

  • Author: Adrian R. Bell,Chris Brooks,Marcel Prokopczuk
  • Publisher: Edward Elgar Publishing
  • ISBN: 0857936093
  • Category: Business & Economics
  • Page: 504
  • View: 8508
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This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.

Handbook of Research Methods and Applications in Heterodox Economics

Handbook of Research Methods and Applications in Heterodox Economics

  • Author: Frederic S. Lee,Bruce Cronin
  • Publisher: N.A
  • ISBN: 9781782548454
  • Category: Economics
  • Page: 640
  • View: 4953
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'A very welcome compendium on the wide range of research methods available for economists and social scientists more generally. Highly recommended, particularly for those wishing to explore alternative methods to be applied in all fields of economic analy

Handbook of Research Methods and Applications in Happiness and Quality of Life

Handbook of Research Methods and Applications in Happiness and Quality of Life

  • Author: Luigino Bruni,Pier Luigi Porta
  • Publisher: Edward Elgar Publishing
  • ISBN: 1783471174
  • Category: Business & Economics
  • Page: 552
  • View: 2782
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Offering a thorough assessment of recent developments in the economic literature on happiness and quality of life, this major research Handbook astutely considers both methods of estimation and policy application. Luigino Bruni and Pier Luigi Porta’s refreshing, and constructively critical, approach emphasizes the subject’s integral impact on latter-day capitalism. Expert contributors critically present in-depth research on a wide range of topics including: • the history of the idea of quality of life and the impact of globalization • links between happiness and health • comparisons between hedonic and eudaimonic well-being • the relational and emotional side of human life, including subjective indicators of well-being • genetic and environmental contributions to life satisfaction • the impact of culture, fine arts and new media. Accessible and far-reaching, the Handbook of Research Methods and Applications in Happiness and Quality of Life will prove an invaluable resource for students and scholars of welfare and economics as well as practicing psychologists and researchers.

Handbook of Research Methods and Applications in Empirical Macroeconomics

Handbook of Research Methods and Applications in Empirical Macroeconomics

  • Author: Nigar Hashimzade,Michael A. Thornton
  • Publisher: Edward Elgar Publishing
  • ISBN: 0857931024
  • Category: Business & Economics
  • Page: 640
  • View: 5027
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This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.

Handbook of Research Methods and Applications in Economic Geography

Handbook of Research Methods and Applications in Economic Geography

  • Author: Charlie Karlsson,Martin Andersson,Therese Norman
  • Publisher: Edward Elgar Publishing
  • ISBN: 0857932675
  • Category: Social Science
  • Page: 672
  • View: 8920
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The main purpose of this Handbook is to provide overviews and assessments of the state-of-the-art regarding research methods, approaches and applications central to economic geography. The chapters are written by distinguished researchers from a variet

Handbook of Research Methods in Migration

Handbook of Research Methods in Migration

  • Author: Carlos Vargas-Silva
  • Publisher: Edward Elgar Publishing
  • ISBN: 1781005230
  • Category: Social Science
  • Page: 588
  • View: 7183
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Covering both qualitative and quantitative topics, the expert contributors in this Handbook explore fundamental issues of scientific logic, methodology and methods, through to practical applications of different techniques and approaches in migration research. The chapters of this interdisciplinary Handbook maintain an introductory level of discussion on migration research methods, while providing readers with references necessary for those wishing to go deeper into the topic. Using a combination of concepts and techniques with research experiences from the field, this Handbook will prove to be an invaluable guide. Master-level students and academics in migration-related programs will find this compendium a useful and stimulating resource. It also discusses issues relating to the collection of data on migrants, including topics such as survey designs, interviewing techniques and ethical issues that policymakers and government employees will find informative. Advisory Board: Professor Stephen Castles Professor Robin Cohen Professor Josh DeWind Professor Raoel Delgado Wise

Handbook of Research Methods in Complexity Science

Handbook of Research Methods in Complexity Science

Theory and Applications

  • Author: Eve Mitleton-Kelly,Alexandros Paraskevas,Christopher Day
  • Publisher: Edward Elgar Publishing
  • ISBN: 1785364421
  • Category:
  • Page: N.A
  • View: 8412
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This comprehensive Handbook is aimed at both academic researchers and practitioners in the field of complexity science. The book’s 26 chapters, specially written by leading experts, provide in-depth coverage of research methods based on the sciences of complexity. The research methods presented are illustratively applied to practical cases and are readily accessible to researchers and decision makers alike.

Handbook of Research Methods and Applications in Urban Economies

Handbook of Research Methods and Applications in Urban Economies

  • Author: Peter Karl Kresl,Jaime Sobrino
  • Publisher: Edward Elgar Publishing
  • ISBN: 0857934627
  • Category: Social Science
  • Page: 525
  • View: 6487
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'I highly recommend students, teachers and researchers to enjoy reading this set of excellent papers.' – Boris Graizbord, El Colegio de México, Mexico 'It is obvious that cities have long been the focus if analysis by the scholars and practitioners whose writings published in the Kresl-Sobrino Handbook of Research Methods and Applications in Urban Economies. The depth and excellence of the numerous topics examined reflects effective networking between the scholars involved, their analyses of approaches, problems and potentials of cities on the numerous continents, and the continuing role of the Global Urban Competitiveness Project in encouraging the development of methodologies and data helpful in understanding the hard and soft determinants of the growth and decline of cities.' – Pierre-Paul Proulx, Université de Montréal, Canada 'This collection of essays provides a rich assortment of methods used to investigate the complex economic, social, environmental, demographic and political systems in cities throughout the world. It gives researchers, lecturers and students a useful taste of the different ways of studying these phenomena in diverse urban settings.' – Ivan Turok, University of Glasgow, UK In this timely Handbook, seventeen renowned contributors from Asia, the Americas and Europe provide chapters that deal with some of the most intriguing and important aspects of research methodologies on cities and urban economies. The Handbook comprises five parts: methodology, continental distinctions, positioning cities, planning for the future, and urban structures. The 'methodologies' section includes interviews, empirical and theoretical approaches whilst 'continental distinctions' offers contributions on China, North America, Europe, Latin America and South Africa. 'Positioning' treats cities in the international context and relates them to economic and administrative spaces whilst 'planning' includes general strategic economic planning, as well as the experience of individual cities. Finally, the 'structures' section refers to contextual and situational aspects of urban development. Providing a comprehensive study of urban development and competitiveness, this Handbook will strongly appeal to students wishing to gain a deeper understanding of research methods in urban economics, urban studies and planning.

Handbook of Research Methods and Applications in Entrepreneurship and Small Business

Handbook of Research Methods and Applications in Entrepreneurship and Small Business

  • Author: Alan Carsrud,Malin Brännback
  • Publisher: Edward Elgar Publishing
  • ISBN: 0857935054
  • Category: Business & Economics
  • Page: 296
  • View: 9008
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This thought provoking book builds on existing research traditions that make small business, entrepreneurship and family business a resource rich arena for study.

Handbook of Research Methods in Tourism

Handbook of Research Methods in Tourism

Quantitative and Qualitative Approaches

  • Author: Larry Dwyer,Alison Gill,Neelu Seetaram
  • Publisher: Edward Elgar Publishing
  • ISBN: 1781001294
  • Category: Business & Economics
  • Page: 528
  • View: 2646
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'This is an excellent book which significantly contributes to tourism research and education. It takes a rigorous yet readable style to address twenty five of the most pertinent quantitative and qualitative techniques applied in tourism research. the book will appeal to a wider readership of social scientists as well as to scholars of tourism as each chapter provides a thorough overview and explanation of the techniques irrespective of their tourism application.' – Dimitrios Buhalis, Bournemouth University, UK This insightful book explores the most important established and emerging qualitative and quantitative research methods in tourism. the authors provide a detailed overview of the nature of the research method, its use in tourism, the advantages and limitations, and future directions for research. Each chapter is structured to provide information on: the nature of the technique and its evolution; background and types of problems that the technique is designed to handle; applications of the technique to tourism, including discussion of studies that have used the technique and their findings; advantages and limitations of the technique conceptually and for policy formulation; and further developments and applications of the technique in tourism research. Handbook of Research Methods in Tourism will appeal to social scientists, students as well as researchers in tourism who use quantitative and qualitative research techniques.

Handbook of Computational and Numerical Methods in Finance

Handbook of Computational and Numerical Methods in Finance

  • Author: Svetlozar T. Rachev
  • Publisher: Springer Science & Business Media
  • ISBN: 9780817632199
  • Category: Business & Economics
  • Page: 435
  • View: 9959
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Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research focusing on various numerical methods in finance. The contributions cover methodological issues. Genetic Algorithms, Neural Net works, Monte-Carlo methods, Finite Difference Methods, Stochastic Portfolio Opti mization as well as the application of other numerical methods in finance and risk management. As editor, I am grateful to the contributors for their fruitful collaboration. I would particularly like to thankStefan Trueck and Carlo Marinelli for the excellent editorial assistance received over the progress of this project. Thomas Plum did a splendid word-processingjob in preparing the manuscript. lowe much to George Anastassiou (ConsultantEditor, Birkhauser) and Ann Kostant Executive Editor, Mathematics and Physics, Birkhauser for their help and encouragement.

Handbook of Empirical Economics and Finance

Handbook of Empirical Economics and Finance

  • Author: Aman Ullah,David E. A. Giles
  • Publisher: CRC Press
  • ISBN: 9781420070361
  • Category: Mathematics
  • Page: 532
  • View: 9824
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Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

Handbook of Financial Econometrics

Handbook of Financial Econometrics

Applications

  • Author: Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher: Elsevier
  • ISBN: 9780444535498
  • Category: Business & Economics
  • Page: 384
  • View: 8182
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Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years. Presents a broad survey of current research Contributors are leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections

Cost of Capital

Cost of Capital

Applications and Examples

  • Author: Shannon P. Pratt,Roger J. Grabowski
  • Publisher: John Wiley & Sons
  • ISBN: 1118852826
  • Category: Business & Economics
  • Page: 1344
  • View: 607
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A one-stop shop for background and current thinking on the development and uses of rates of return on capital Completely revised for this highly anticipated fifth edition, Cost of Capital contains expanded materials on estimating the basic building blocks of the cost of equity capital, the risk-free rate, and equity risk premium. There is also discussion of the volatility created by the financial crisis in 2008, the subsequent recession and uncertain recovery, and how those events have fundamentally changed how we need to interpret the inputs to the models we use to develop these estimates. The book includes new case studies providing comprehensive discussion of cost of capital estimates for valuing a business and damages calculations for small and medium-sized businesses, cross-referenced to the chapters covering the theory and data. Addresses equity risk premium and the risk-free rate, including the impact of Federal Reserve actions Explores how to use Morningstar's Ibbotson and Duff Phelps Risk Premium Report data Discusses the global cost of capital estimation, including a new size study of European countries Cost of Capital, Fifth Edition puts an emphasis on practical application. To that end, this updated edition provides readers with exclusive access to a companion website filled with supplementary materials, allowing you to continue to learn in a hands-on fashion long after closing the book.

Extreme Events in Finance

Extreme Events in Finance

A Handbook of Extreme Value Theory and Its Applications

  • Author: Francois Longin
  • Publisher: John Wiley & Sons
  • ISBN: 1118650190
  • Category: Business & Economics
  • Page: 640
  • View: 5225
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A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: • Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management • Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets • Extensive references in order to provide readers with resources for further study • Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance. François Longin, PhD, is Professor in the Department of Finance at ESSEC Business School, France. He has been working on the applications of extreme value theory to financial markets for many years, and his research has been applied by financial institutions in the risk management area including market, credit, and operational risks. His research works can be found in scientific journals such as The Journal of Finance. Dr. Longin is currently a financial consultant with expertise covering risk management for financial institutions and portfolio management for asset management firms.

Handbook of Volatility Models and Their Applications

Handbook of Volatility Models and Their Applications

  • Author: Luc Bauwens,Christian M. Hafner,Sebastien Laurent
  • Publisher: John Wiley & Sons
  • ISBN: 1118272056
  • Category: Business & Economics
  • Page: 568
  • View: 3566
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A complete guide to the theory and practice of volatility modelsin financial engineering Volatility has become a hot topic in this era of instantcommunications, spawning a great deal of research in empiricalfinance and time series econometrics. Providing an overview of themost recent advances, Handbook of Volatility Models and TheirApplications explores key concepts and topics essential formodeling the volatility of financial time series, both univariateand multivariate, parametric and non-parametric, high-frequency andlow-frequency. Featuring contributions from international experts in the field,the book features numerous examples and applications fromreal-world projects and cutting-edge research, showing step by stephow to use various methods accurately and efficiently whenassessing volatility rates. Following a comprehensive introductionto the topic, readers are provided with three distinct sectionsthat unify the statistical and practical aspects of volatility: Autoregressive Conditional Heteroskedasticity and StochasticVolatility presents ARCH and stochastic volatility models, with afocus on recent research topics including mean, volatility, andskewness spillovers in equity markets Other Models and Methods presents alternative approaches, suchas multiplicative error models, nonparametric and semi-parametricmodels, and copula-based models of (co)volatilities Realized Volatility explores issues of the measurement ofvolatility by realized variances and covariances, guiding readerson how to successfully model and forecast these measures Handbook of Volatility Models and Their Applications isan essential reference for academics and practitioners in finance,business, and econometrics who work with volatility models in theireveryday work. The book also serves as a supplement for courses onrisk management and volatility at the upper-undergraduate andgraduate levels.

Handbook of High-Frequency Trading and Modeling in Finance

Handbook of High-Frequency Trading and Modeling in Finance

  • Author: Maria C. Mariani,H. Eugene Stanley
  • Publisher: John Wiley & Sons
  • ISBN: 1118443985
  • Category: Business & Economics
  • Page: 456
  • View: 429
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Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features: • Contributions by well-known experts within the academic, industrial, and regulatory fields • A well-structured outline on the various data analysis methodologies used to identify new trading opportunities • Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets • Practical applications using real-world data to help readers better understand the presented material The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics. Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley. Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley. H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences. Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.

Handbook of Quantitative Finance and Risk Management

Handbook of Quantitative Finance and Risk Management

  • Author: Cheng-Few Lee,John Lee
  • Publisher: Springer Science & Business Media
  • ISBN: 9780387771175
  • Category: Business & Economics
  • Page: 1716
  • View: 1582
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Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.

The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management

The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management

  • Author: Greg N. Gregoriou
  • Publisher: McGraw Hill Professional
  • ISBN: 0071713646
  • Category: Business & Economics
  • Page: 416
  • View: 5316
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Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time— a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers. Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making it a reliable indicator of total market risk. For this reason, among many others, VaR has become the dominant method for estimating precisely how much money is at risk each day in the financial markets. The VaR Modeling Handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking, and the insurance sector. The perfect primer to The VaR Implementation Handbook (McGraw- Hill), this foundational resource features The experience of 40 internationally recognized experts Useful perspectives from a wide range of practitioners, researchers, and academics Coverage on applying VaR to hedge fund strategies, microcredit loan portfolios, and economic capital management approaches for insurance companies Each illuminating chapter in The VaR Modeling Handbook presents a specific topic, complete with an abstract and conclusion for quick reference, as well as numerous illustrations that exemplify covered material. Practitioners can gain in-depth, cornerstone knowledge of VaR by reading the handbook cover to cover or take advantage of its user-friendly format by using it as a go-to resource in the real world. Financial success in the markets requires confident decision making, and The VaR Modeling Handbook gives you the knowledge you need to use this state-of-the-art modeling method to successfully manage financial risk.

Handbook of Applied Economic Statistics

Handbook of Applied Economic Statistics

  • Author: Aman Ullah
  • Publisher: CRC Press
  • ISBN: 9780824701291
  • Category: Mathematics
  • Page: 640
  • View: 5426
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This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series.