Re° - Econometrics 1

How do you develop products that people will actually use and buy? This practical guide shows you how to validate product and company ideas through customer development researchーbefore you waste mo……続きを見る

This Open Access Brief presents the KAPSARC Global Energy Macroeconometric Model (KGEMM). KGEMM is a policy analysis tool for examining the impacts of domestic policy measures and global economic an……続きを見る

Content: YOU CAN, by George Matthew Adams AS A MAN THINKETH, by James Allen EIGHT PILLARS OF PROSPERITY, by James Allen FROM POVERTY TO POWER, by James Allen FOUNDATION STONES TO HAPPINESS AND SUCCE……続きを見る

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original mater……続きを見る

This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Br……続きを見る

This book introduces the basic tools of dynamic optimization in economics to study environmental problems, applies econometric methods to estimate and test the models derived by dynamic optimization……続きを見る

This 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 ……続きを見る

This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood functi……続きを見る

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of an……続きを見る

Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the Uni……続きを見る

Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena. This textbook shows ……続きを見る

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion ……続きを見る

This monograph examines the domain of classical political economy using the methodologies developed in recent years both by the new discipline of econo-physics and by computing science. This approac……続きを見る

India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and……続きを見る

The authors present a basic model of the Bayesian implementation problem and then consider its application in areas including classical pure exchange economies, public goods provision, auctions and ……続きを見る

Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded heavily as stand-alon……続きを見る

The authors present a new formal framework for finding the long-run competitive market equilibrium through short-run equilibria by exploiting the operating policies and plant valuations. This “short……続きを見る

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative ……続きを見る

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, compu……続きを見る

This is the seventh book in a series of discussions about the great minds in the history and theory of finance. While the series addresses the contributions of scholars in our understanding of finan……続きを見る

Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the ……続きを見る

This book combines game theory and complex networks to examine intentional technological risk through modeling. As information security risks are in constant evolution, the methodologies and tools t……続きを見る

Gegenstand des Buches ist die Erklärung des Angebots- und Nachfrageverhaltens von Haushalten und Unternehmungen und ihr Zusammenwirken auf Güter- und Faktormärkten. Zentrales Analysekonzept ist dabe……続きを見る

This textbook introduces essential topics and techniques in production and efficiency analysis and shows how to apply these methods using the statistical software R. Numerous small simulations lead ……続きを見る

James Buchanan (1919-2013), economist and philosopher, was awarded the Nobel Prize in Economics in 1986 for his original theory of political democracy as market exchange. Buchanan believed economics……続きを見る

As power and gas markets are becoming more and more mature and globally competitive, the importance of reaching maximum potential economic efficiency is fundamental in all the sectors of the value c……続きを見る

This authored monograph presents an unconventional approach to an important topic in economic theory. The author is an expert in the field of viability theory and applies this theory to analyze how ……続きを見る

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable……続きを見る

Carl Menger, Friedrich Wieser and Eugen Bohm-Bawerk are acknowledged as pioneers in the development of neoclassical economics, as well as being recognized as the founders of the Austrian School of E……続きを見る

Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly soph……続きを見る