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Most popular at the top
- Elsevier Science 2014; US$ 89.95
This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts... more...
- Taylor and Francis 2015; US$ 54.95
The global financial crisis saw many Eurozone countries bearing excessive public debt. This led the government bond yields of some peripheral countries to rise sharply, resulting in the outbreak of the European sovereign debt crisis. The debt crisis is characterized by its immediate spread from Greece, the country of origin, to its neighbouring countries... more...
- Vieweg+Teubner Verlag 2013; Not Available
Die Ökonometrie fasst diejenigen Methoden der mathematischen Statistik zusammen, die bei der quantitativen Analyse ökonomischer Phänomene angewendet werden. Damit hat das Lehrgebiet Ökonometrieeinen festen Platz in der Ausbildung von Wirtschaftsmathematikern sowie von Mathematikern mit Nebenfach Volkswirtschaftslehre oder Betriebswirtschaftsleh re.... more...
- Wiley 2016; US$ 24.00
"Mesmerizing & fascinating..." — The Seattle Post-Intelligencer "The Freakonomics of big data." —Stein Kretsinger , founding executive of Advertising.com Award-winning | Used by over 30 universities | Translated into 9 languages An introduction for everyone. In this rich, fascinating — surprisingly... more...
- Springer International Publishing 2015; US$ 89.99
This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in these fields, depending... more...
- Princeton University Press 2015; US$ 49.50
Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book... more...
- Palgrave Macmillan 2015; US$ 95.00
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a financial instrument in today's markets. more...
- Elsevier Science 2015; US$ 120.00
This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR). Hazardous Forecasts... more...