Econometric methods and their applications in finance, macro and related fields
eds.: Kaddour Hadri ...
| Year of publication: |
2013
|
|---|---|
| Other Persons: | Hadri, Kaddour (contributor) |
| Publisher: |
Singapore [u.a.] : World Scientific |
| Subject: | Ökonometrie | Econometrics | Finanzmarktökonometrie | Financial econometrics | Makroökonomik | Macroeconomics | Ägypten | Egypt | Ökonometrisches Modell | Wirtschaftstheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | IX, 605 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Conference proceedings ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Enth. 20 Beitr. Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Alaa El-Shazly Time-varying dependence in the term structure of interest rates : a copula-based approach / Diaa Noureldin Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Alaa El-Shazly Time-varying optimal weights for international asset allocation in African and South Asian markets / Dalia El-Edel Econometric methods for ordered responses : some recent developments / Franco Peracchi Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park The experimetrics of fairness / Anna Conte and Peter G. Moffatt Uniform in bandwidth tests of specification for conditional moment restrictions models / Pascal Lavergne and Pierre E. Nguimkeu Joint lM test for homoscedasticity in a two-way error components model / Eugene Kouassi, Joel Sango, J. M. Bosson Brou and Kern O. Kymn An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / William M. Mikhail and Ghazal a. Ghazal Monetary policy and the role of the exchange rate in Egypt / Tarek A. Moursi and Mai El-Mossallamy International migration, remittances and household poverty status in Egypt / Rania Roushdy, Ragui Assaad and Ali Rashed Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / Mona Said A contract-theoretic model of conservation agreements / Heidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson Household environment and child health in Egypt / Mahmoud Hailat and Franco Peracchi Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Hala Abou-Ali and Yasmine M. Abdelfattah Global cement industry : competitive and institutional frameworks / Tarek H. Selim and Ahmed S. Salem On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / A Seghir Is targeted advertising always beneficial? / Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel. |
| ISBN: | 981-4513-46-6 ; 978-981-4513-46-3 ; 978-981-4513-47-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010374000