Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society Faculty of Economics Chiang Mai University Thailand January 8 10 2014 1st Edition by Van Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta 3319033948 9783319033945

Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society Faculty of Economics Chiang Mai University Thailand January 8 10 2014 1st Edition by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta  – Ebook PDF Instant Download/DeliveryISBN:  3319033948, 9783319033945

Full download Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society Faculty of Economics Chiang Mai University Thailand January 8 10 2014 1st Edition after payment.

Product details:

ISBN-10 :  3319033948 

ISBN-13 : 9783319033945

Author:  Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta

In economics, many quantities are related to each other. Such economic relations are often much more complex than relations in science and engineering, where some quantities are independence and the relation between others can be well approximated by linear
functions. As a result of this complexity, when we apply traditional statistical techniques – developed for science and engineering – to process economic data, the inadequate treatment of dependence leads to misleading models and erroneous predictions. Some economists even blamed such inadequate treatment of dependence for the 2008 financial crisis.

Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society Faculty of Economics Chiang Mai University Thailand January 8 10 2014 1st Table of contents:

1. The Effects of Management and Provision Accounts on Hedge Fund Returns – Part I: The HighWater Mark Scheme
2. The Effects of Management and Provision Accounts on Hedge Fund Returns – Part II: The Loss Carry Forward Scheme
3. How to Detect Linear Dependence on the Copula Level?
4. An Innovative Financial Time Series Model: The Geometric Process Model
5. Residual Based Cusum Test for Parameter Change in AR-GARCH Models
6. Dependence and Association Concepts through Copulas
7. Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models
8. Testing Dependencies in Term Structure of Interest Rates
9. Joint Distributions of Random Sets and Their Relation to Copulas
10. Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian
11. Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand
12. Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People’s Democratic Republic Using Copula-Based GARCH 
13. Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Data
14. Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas
15. A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets

People also search for Modeling Dependence in Econometrics Selected Papers of the Seventh International Conference of the Thailand Econometric Society Faculty of Economics Chiang Mai University Thailand January 8 10 2014 1st:

model dependence
    
models in econometrics
    
dependence modeling
    
a model in economics
    
dependence modeling with copulas

Tags: Modeling Dependence, Econometrics, the Seventh, Thailand Econometric, Society Faculty, Van Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta