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The econometrics of individual risk [[electronic resource] ] : credit, insurance, and marketing / / Christian Gourieroux, Joann Jasiak
| The econometrics of individual risk [[electronic resource] ] : credit, insurance, and marketing / / Christian Gourieroux, Joann Jasiak |
| Autore | Gourieroux Christian <1949-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princton, N.J., : Princeton University Press, c2007 |
| Descrizione fisica | 1 online resource (256 p.) |
| Disciplina | 330/.01/5195 |
| Altri autori (Persone) | JasiakJoann <1963-> |
| Soggetto topico |
Risk (Insurance)
Banks and banking - Risk management Marketing - Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-33974-9
9786613339744 1-4008-2941-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- 1. Introduction -- 2. Dichotomous Risk -- 3. Estimation -- 4. Score Performance -- 5. Count Data Models -- 6. Durations -- 7. Endogenous Selection and Partial Observability -- 8. Transition Models -- 9. Multiple Scores -- 10. Serial Dependence in Longitudinal Data -- 11. Management of Credit Risk -- Index |
| Record Nr. | UNINA-9910456794703321 |
Gourieroux Christian <1949->
|
||
| Princton, N.J., : Princeton University Press, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The econometrics of individual risk [[electronic resource] ] : credit, insurance, and marketing / / Christian Gourieroux, Joann Jasiak
| The econometrics of individual risk [[electronic resource] ] : credit, insurance, and marketing / / Christian Gourieroux, Joann Jasiak |
| Autore | Gourieroux Christian <1949-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princton, N.J., : Princeton University Press, c2007 |
| Descrizione fisica | 1 online resource (256 p.) |
| Disciplina | 330/.01/5195 |
| Altri autori (Persone) | JasiakJoann <1963-> |
| Soggetto topico |
Risk (Insurance)
Banks and banking - Risk management Marketing - Risk management |
| ISBN |
1-283-33974-9
9786613339744 1-4008-2941-0 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- 1. Introduction -- 2. Dichotomous Risk -- 3. Estimation -- 4. Score Performance -- 5. Count Data Models -- 6. Durations -- 7. Endogenous Selection and Partial Observability -- 8. Transition Models -- 9. Multiple Scores -- 10. Serial Dependence in Longitudinal Data -- 11. Management of Credit Risk -- Index |
| Record Nr. | UNINA-9910781488803321 |
|
Gourieroux Christian <1949->
|
||
| Princton, N.J., : Princeton University Press, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The econometrics of individual risk : credit, insurance, and marketing / / Christian Gourieroux, Joann Jasiak
| The econometrics of individual risk : credit, insurance, and marketing / / Christian Gourieroux, Joann Jasiak |
| Autore | Gourieroux Christian <1949-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princton, N.J., : Princeton University Press, c2007 |
| Descrizione fisica | 1 online resource (256 p.) |
| Disciplina | 330/.01/5195 |
| Altri autori (Persone) | JasiakJoann <1963-> |
| Soggetto topico |
Risk (Insurance)
Banks and banking - Risk management Marketing - Risk management |
| ISBN |
1-283-33974-9
9786613339744 1-4008-2941-0 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- 1. Introduction -- 2. Dichotomous Risk -- 3. Estimation -- 4. Score Performance -- 5. Count Data Models -- 6. Durations -- 7. Endogenous Selection and Partial Observability -- 8. Transition Models -- 9. Multiple Scores -- 10. Serial Dependence in Longitudinal Data -- 11. Management of Credit Risk -- Index |
| Record Nr. | UNINA-9910827355203321 |
|
Gourieroux Christian <1949->
|
||
| Princton, N.J., : Princeton University Press, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial econometrics : problems, models, and methods / / Christian Gourieroux, Joann Jasiak
| Financial econometrics : problems, models, and methods / / Christian Gourieroux, Joann Jasiak |
| Autore | Gourieroux Christian <1949, > |
| Pubbl/distr/stampa | Princeton, N.J. : , : Princeton University Press, , 2001 |
| Descrizione fisica | 1 online resource (193 pages) |
| Disciplina | 332.722 |
| Altri autori (Persone) | JasiakJoann <1963-> |
| Collana | Routledge Advanced Texts in Economics and Finance |
| Soggetto topico |
Finance - Econometric models
Time-series analysis Stochastic processes |
| ISBN |
1-134-59111-X
1-134-59112-8 1-280-17725-X 0-203-99073-0 |
| Classificazione |
85.03
85.33 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Half-Title -- Title -- Copyright -- Contents -- Detailed contents -- List of illustrations -- Preface -- Acknowledgements -- 1 Stochastic processes and financial time series -- 2 Unit roots, cointegration and other comovements in time series -- 3 Time-varying volatility models - GARCH and stochastic volatility -- 4 Shock persistence and impulse response analysis -- 5 Modelling regime shifts -- 6 Present value models and tests for rationality and market efficiency -- 7 State space models and the Kalman .lter -- 8 Frequency domain analysis of time series -- 9 Research tools and sources of information -- Subject index. |
| Record Nr. | UNINA-9910783861403321 |
|
Gourieroux Christian <1949, >
|
||
| Princeton, N.J. : , : Princeton University Press, , 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||