LIBROS DEL AUTOR: gourieroux

9 resultados para LIBROS DEL AUTOR: gourieroux

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  • Financial Econometrics
    Christian Gourieroux / Joann Jasiak
    Financial 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 problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of f...
    Disponible

    129,32 €

  • The Econometrics of Individual Risk
    Christian Gourieroux / Joann Jasiak
    The 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, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individua...
    Disponible

    68,17 €

  • Granularity Theory with Applications to Finance and Insurance
    Christian Gouriéroux / Patrick Gagliardini
    ...
    Disponible

    50,73 €

  • ARCH Models and Financial Applications
    Christian Gourieroux
    1.1 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 researchfocusedonaspecificclassoftimeseriesmodels,theso-calledautoregres­ sive moving average processes (ARMA), which were very easy to implement. In thesem...
    Disponible

    134,14 €

  • Financial Econometrics
    Christian Gouriéroux / Joann Jasiak
    Financial 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 problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of f...
    Disponible

    216,13 €

  • Econometrics of Qualitative Dependent Variables
    Christian Gouriéroux
    ...
    Disponible

    83,08 €

  • Time Series and Dynamic Models
    Alain Monfort / Christian Gouriéroux / Giampaolo Gallo
    ...
    Disponible

    75,94 €

  • Statistics and Econometric Models
    Christian Gouriéroux
    ...
    Disponible

    63,08 €

  • Statistics and Econometric Models
    Gourieroux
    ...
    Disponible

    62,99 €