소장자료
LDR | 03792nam a2200313 a 4500 | ||
001 | 0093151678▲ | ||
003 | DLC▲ | ||
005 | 20180519162206▲ | ||
008 | 131204s2014 si a b 101 0 eng c▲ | ||
010 | ▼a2013048354▲ | ||
020 | ▼a9789814513463 (hard-cover : alk. paper)▲ | ||
020 | ▼a9814513466 (hard-cover : alk. paper)▲ | ||
040 | ▼aIEN/DLC▼beng▼cIEN▲ | ||
042 | ▼apcc▲ | ||
050 | 0 | 0 | ▼aHG106▼b.A3847 2010▲ |
082 | 0 | 4 | ▼a332.015195▼223▲ |
090 | ▼a332.015195▼bA258e▲ | ||
110 | 2 | ▼aAfrican Econometric Society.▼bAnnual Conference▼n(15th :▼d2010 :▼cCairo, Egypt)▲ | |
245 | 1 | 0 | ▼aEconometric methods and their applications in finance, macro and related fields /▼ceditors, Kaddour Hadri, William Mikhail.▲ |
260 | ▼aSingapore ;▼aHackensack, NJ :▼bWorld Scientific,▼c2014.▲ | ||
300 | ▼aix, 605 p. :▼bill. ;▼c24 cm.▲ | ||
500 | ▼aPapers presented at the 15th Annual Conference of the African Econometric Society, held July 7-9, 2010 in Cairo, Egypt.▲ | ||
504 | ▼aIncludes bibliographical references and index.▲ | ||
505 | 0 | 0 | ▼tModeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach /▼rRuijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano --▼tFinancial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics /▼rAlaa El-Shazly --▼tTime-varying dependence in the term structure of interest rates : a copula-based approach /▼rDiaa Noureldin --▼tNonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk /▼rAlaa El-Shazly --▼tTime-varying optimal weights for international asset allocation in African and South Asian markets /▼rDalia El-Edel --▼tEconometric methods for ordered responses : some recent developments /▼rFranco Peracchi --▼tWhich quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression /▼rAnil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park --▼tThe experimetrics of fairness /▼rAnna Conte and Peter G. Moffatt --▼tUniform in bandwidth tests of specification for conditional moment restrictions models /▼rPascal Lavergne and Pierre E. Nguimkeu --▼tJoint lM test for homoscedasticity in a two-way error components model /▼rEugene Kouassi, Joel Sango, J. M. Bosson Brou and Kern O. Kymn --▼tAn approximation to the distribution of the pooled estimator when the time series equation is one of a complete system /▼rWilliam M. Mikhail and Ghazal a. Ghazal --▼tMonetary policy and the role of the exchange rate in Egypt /▼rTarek A. Moursi and Mai El-Mossallamy --▼tInternational migration, remittances and household poverty status in Egypt /▼rRania Roushdy, Ragui Assaad and Ali Rashed --▼tDeterminants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey /▼rMona Said --▼tA contract-theoretic model of conservation agreements /▼rHeidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson --▼tHousehold environment and child health in Egypt /▼rMahmoud Hailat and Franco Peracchi --▼tModeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study /▼rHala Abou-Ali and Yasmine M. Abdelfattah --▼tGlobal cement industry : competitive and institutional frameworks /▼rTarek H. Selim and Ahmed S. Salem --▼tOn the occurrence of ponzi schemes in presence of credit restrictions penalizing default /▼rA Seghir --▼tIs targeted advertising always beneficial? /▼rNada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel.▲ |
650 | 0 | ▼aFinance▼xEconometric models▼vCongresses.▲ | |
650 | 0 | ▼aEconometrics▼vCongresses.▲ | |
700 | 1 | ▼aHadri, K.▼q(Kaddour)▲ | |
700 | 1 | ▼aMikhail, William.▲ | |
999 | ▼c김정이▲ |
Econometric methods and their applications in finance, macro and related fields
자료유형
국외단행본
서명/책임사항
Econometric methods and their applications in finance, macro and related fields / editors, Kaddour Hadri, William Mikhail.
개인저자
발행사항
Singapore ; Hackensack, NJ : World Scientific , 2014.
형태사항
ix, 605 p. : ill. ; 24 cm.
일반주기
Papers presented at the 15th Annual Conference of the African Econometric Society, held July 7-9, 2010 in Cairo, Egypt.
서지주기
Includes bibliographical references and index.
내용주기
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
9789814513463 (hard-cover : alk. paper) 9814513466 (hard-cover : alk. paper)
청구기호
332.015195 A258e
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