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Time Series Econometrics
Neusser, Klaus - 2016
application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of …
Persistent link: https://www.econbiz.de/10012397877
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Regulation of Cryptocurrencies and Blockchain Technologies : National and International Perspectives
Girasa, Rosario J. - 2018
and tokens that emerged thereafter. Although Bitcoin and other cryptocurrencies have made national and international news … articles, laws, cases, and other materials, the book discusses the digital transformation, the types of cryptocurrencies, key …Ch. 1. The Digital Transformation -- Ch. 2. Technology Underlying Cryptocurrencies and Types of Cryptocurrencies -- Ch …
Persistent link: https://www.econbiz.de/10012396766
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Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Bolder, David Jamieson - 2018
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...
Persistent link: https://www.econbiz.de/10012396938
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Income Modeling and Balancing : A Rigorous Treatment of Distribution Patterns
Kämpke, Thomas - 2015
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....
Persistent link: https://www.econbiz.de/10012402036
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The Distribution of Income and Wealth : Parametric Modeling with the κ-Generalized Family
Clementi, Fabio - 2016 - 1st ed. 2016
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...
Persistent link: https://www.econbiz.de/10014018405
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Theory of Zipf's Law and Beyond
Saičev, Aleksandr I. - 2010
. The general theory is presented in the language of firm dynamics for the sake of convenience but applies to many other …
Persistent link: https://www.econbiz.de/10013521305
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Quantile Regression for Spatial Data
McMillen, Daniel P. - 2013
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
Persistent link: https://www.econbiz.de/10014016122
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Time Series Econometrics : Learning Through Replication
Levendis, John D. - 2018 - Corrected publication 2021
In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by...
Persistent link: https://www.econbiz.de/10012397044
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Multivariate Modelling of Non-Stationary Economic Time Series
Hunter, John - 2017 - 2nd ed. 2017
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context,...
Persistent link: https://www.econbiz.de/10012398276
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A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Chorro, Christophe - 2015
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices....
Persistent link: https://www.econbiz.de/10012401993