Hakutulokset: Kirjoja kirjailijalta Christian Gourieroux
yhteensä 19 hakutulosta
ARCH Models and Financial Applications
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. …
Granularity Theory with Applications to Finance and Insurance
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and …
The Econometrics of Individual Risk
The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by …
Contagion Phenomena with Applications in Finance
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase …
ARCH Models and Financial Applications
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. …
Time Series and Dynamic Models
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an …
Econometrics of Qualitative Dependent Variables
This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring …
Granularity Theory with Applications to Finance and Insurance
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and …
Granularity Theory with Applications to Finance and Insurance
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and …
Simulation-based Econometric Methods
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical …
Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms
This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. …
Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a …