🦃 Cozy up with autumn reads! Let our AI Librarian pick your perfect fireside book 🍁
Explore the literary world of this author
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have suc...
This is the first volume in a major two-volume set of advanced texts in econometrics....
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) bet...
The classical ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dyna...
High speed computing has enabled a new generation of statistical econometrics to become available. The simulation of problems that previously were too...
Problems, Models, and Methods
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and d...
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applicati...
This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and...
Credit, Insurance, and Marketing
The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks...
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivaria...
...
New Developments in Structured Product & Credit Derivatives