Buch, Englisch, 250 Seiten, Format (B × H): 152 mm x 229 mm
A Practical Guide to Bayesian and Frequentist Methods
Buch, Englisch, 250 Seiten, Format (B × H): 152 mm x 229 mm
ISBN: 978-0-12-817864-5
Verlag: Elsevier Science
Risk Econometrics: A Practical Guide to Bayesian and Frequentist Methods serves as a guide to mastering a growing number of applications in network analysis, environmental science and healthcare. By avoiding a focus either on time series or cross-sectional/panel data methods and adopting either Frequentist (Classical) or Bayesian approaches, it trains readers to recognize the most important aspects of applied Frequentist and Bayesian statistics, emphasizing methods, insights, and popular advances widely used during the last ten years. Sections dive deeply into the assumptions and pros and cons of statistical methods.
Based on R and Python, and accompanied by both exercises and research projects, this book reinforces a balance between theory and practice that other books, wedded to only one statistical method, cannot match.
Zielgruppe
<p>Upper level undergraduate and masters students, practitioners, and researchers in risk management, business analytics, and climate change science as well as economists and statisticians interested in applied work for various global risks</p>
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. Introduction to Risk Econometrics, Data and Software2. Review of Statistics: Frequentist and Bayesian Methods3. Financial Returns and Volatility4. Linear Regression and Factor Models5. Univariate Time Series Modeling and Forecasting6. Univariate Volatility Models7. Multivariate Time Series Modeling and Forecasting8. Downside Risk9. Credit Risk10. Systemic Risk and Financial Stability11. Climate Risk and ESG Investment12. High Frequency Data Analysis13. State Space and Regime Switching Models14. Corporate Financial Policies15. Big Data and Machine Learning
