Dieses Buch vermittelt anschaulich und leicht verständlich die Grundlagen der Wirtschaftsstatistik (Mathematische Voraussetzungen, Beschreibende und Schließende Statistik, Datenanalyse), die für empirische Aufgabenstellungen, Datenaufbereitung, Ergebnisinterpretation und den Einsatz von...

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...

This book presents a rigorous treatment of the mathematical instruments available for dealing with income distributions, in particular Lorenz curves and related methods. The methods examined allow us to analyze, compare and modify such distributions from an economic and social perspective....

Introduction -- The Revived Interest in the Problems of Income and Wealth Distribution -- Re-incorporating Distributional Issues Into the Main Body of Economic Analysis -- Aim and Contents of this Book -- The Parametric Approach to Income and Wealth Distributional Analysis -- The Idea of a...

1 Quantile Regression: An Overview. 2 Linear and Nonparametric Quantile Regression -- 3 A Quantile Regression Analysis of Assessment Regressivity.-4 Quantile Version of the Spatial AR Model -- 5 . Conditionally Parametric Quantile Regression.- 6 Guide to Further Reading -- References

Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren und Copulae -- Multivariate Erweiterung des Heckman-Schätzers, um der Stichprobenselektion seitens der Verlustrate und der Forderungshöhe gerecht zu werden -- Empirische Befunde zur...

This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...

Einführung -- Zunehmender Effizienzdruck im Marketing - Doing more with less -- Konzeptionelle und theoretische Grundlagen der Effizienzanalyse -- Begrifflich-konzeptionelle Grundlagen der Effizienzanalyse -- Allgemeine theoretische Fundierung der Effizienzanalyse -- Konzeptualisierung der...

Softcover version of the second edition Hardcover.Incorporates a new author, Dr. Chris O'Donnell, who brings considerable expertise to the project in the area of performance measurement. Numerous topics are being added and more applications using real data, as well as exercises at the end of the...