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Statistics and Econometric Models by Christian Gourieroux 9780521477444
RRP: £40.00Booksplease Price: £37.74This 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. Christian Gourieroux and... -
Financial Econometrics: Problems, Models, and Methods by Christian Gourieroux
RRP: £84.00Booksplease Price: £66.38Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic... -
Statistics and Econometric Models by Christian Gourieroux 9780521477451
RRP: £40.00Booksplease Price: £37.74This 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 description not only... -
Time Series and Dynamic Models by Christian Gourieroux 9780521423083
RRP: £48.00Booksplease Price: £45.32In 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 organised and... -
Econometrics of Qualitative Dependent Variables by Christian Gourieroux 9780521331494
RRP: £89.99Booksplease Price: £79.79This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative... -
ARCH Models and Financial Applications by Christian Gourieroux 9780387948768
Booksplease Price: £90.561.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. In the 1970s, the... -
Simulation-based Econometric Methods by Christian Gourieroux 9780198774754
RRP: £105.00Booksplease Price: £76.18This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms,... -
ARCH Models and Financial Applications by Christian Gourieroux 9781461273141
Booksplease Price: £91.431.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. In the 1970s, the... -
Financial Econometrics: Problems, Models, and Methods Christian Gourieroux 9780691088723
RRP: £142.00Booksplease Price: £112.92Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic... -
Econometrics of Qualitative Dependent Variables by Christian Gourieroux 9780521589857
RRP: £38.00Booksplease Price: £34.73This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative... -
The Econometrics of Individual Risk: Credit, Insurance, and Marketing by Christian Gourieroux 9780691168210
RRP: £45.00Booksplease Price: £36.55The 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 individual people,... -
Reduced Forms of Rational Expectations Models by L. Broze
RRP: £48.99Booksplease Price: £44.37A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.About the AuthorLAURENCE... -
Granularity Theory with Applications to Finance and Insurance by Patrick Gagliardini 9781107070837
RRP: £95.00Booksplease Price: £86.14The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks... -
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by Greg N. Gregoriou 9780230283640
RRP: £109.99Booksplease Price: £109.36This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in... -
Contagion Phenomena with Applications in Finance by Serges Darolles 9781785480355
RRP: £72.99Booksplease Price: £66.38Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during... -
Finance and the Economics of Uncertainty by Gabrielle Demange 9781405121385
RRP: £97.95Booksplease Price: £85.86Finance and the Economics of Uncertainty explores the growing range of economic decisions that are conducted under uncertainty both on the personal level, as well as by large firms. Analyzes the... -
Finance and the Economics of Uncertainty Gabrielle Demange (DELTA, Paris) 9781405121392
RRP: £45.95Booksplease Price: £41.37Finance and the Economics of Uncertainty explores the growing range of economic decisions that are conducted under uncertainty both on the personal level, as well as by large firms. Analyzes the... -
Granularity Theory with Applications to Finance and Insurance Patrick Gagliardini 9781107662889
RRP: £28.00Booksplease Price: £25.43The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks...