The Resource Econometrics of Risk, edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya, (electronic resource)

Econometrics of Risk, edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya, (electronic resource)

Label
Econometrics of Risk
Title
Econometrics of Risk
Statement of responsibility
edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya
Contributor
Editor
Provider
Subject
Language
eng
Summary
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
Member of
Image bit depth
0
LC call number
Q342
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Huynh, Van-Nam.
  • Kreinovich, Vladik.
  • Sriboonchitta, Songsak.
  • Suriya, Komsan.
  • SpringerLink
Series statement
Studies in Computational Intelligence,
Series volume
583
http://library.link/vocab/subjectName
  • Engineering
  • Finance
  • System safety
  • Econometrics
  • Engineering
  • Computational Intelligence
  • Quantitative Finance
  • Econometrics
  • Quality Control, Reliability, Safety and Risk
Label
Econometrics of Risk, edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
X, 498 p. 94 illus., 19 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319134499
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-13449-9
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-13449-9
Label
Econometrics of Risk, edited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
X, 498 p. 94 illus., 19 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319134499
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-13449-9
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-13449-9

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