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Econometric modeling of value-at-risk [[electronic resource] /] / Timotheos Angelidis and Stavros Degiannakis
| Econometric modeling of value-at-risk [[electronic resource] /] / Timotheos Angelidis and Stavros Degiannakis |
| Autore | Angelidis Timotheos |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2009 |
| Descrizione fisica | 1 online resource (93 p.) |
| Disciplina | 338.501/5195 |
| Altri autori (Persone) | DegiannakisStavros |
| Collana | Financial institutions and services series |
| Soggetto topico |
Risk management - Econometric models
Value - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-61324-507-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910461535103321 |
Angelidis Timotheos
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| New York, : Nova Science Publishers, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Econometric modeling of value-at-risk [[electronic resource] /] / Timotheos Angelidis and Stavros Degiannakis
| Econometric modeling of value-at-risk [[electronic resource] /] / Timotheos Angelidis and Stavros Degiannakis |
| Autore | Angelidis Timotheos |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2009 |
| Descrizione fisica | 1 online resource (93 p.) |
| Disciplina | 338.501/5195 |
| Altri autori (Persone) | DegiannakisStavros |
| Collana | Financial institutions and services series |
| Soggetto topico |
Risk management - Econometric models
Value - Econometric models |
| ISBN | 1-61324-507-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910789693103321 |
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Angelidis Timotheos
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| New York, : Nova Science Publishers, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling under risk and uncertainty : an introduction to statistical, phenomenological and computational methods / / Etienne de Rocquigny
| Modelling under risk and uncertainty : an introduction to statistical, phenomenological and computational methods / / Etienne de Rocquigny |
| Autore | Rocquigny Etienne de |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (484 p.) |
| Disciplina | 338.501/5195 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Industrial management - Mathematical models
Uncertainty - Mathematical models Risk management - Mathematical models |
| ISBN |
9786613619044
9781119941651 1119941652 9781280589218 1280589213 9781119969501 1119969506 9781119969495 1119969492 |
| Classificazione | MAT029000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods; Contents; Preface; Acknowledgements; Introduction and reading guide; Notation; Acronyms and abbreviations; 1 Applications and practices of modelling, risk and uncertainty; 1.1 Protection against natural risk; 1.1.1 The popular 'initiator/frequency approach'; 1.1.2 Recent developments towards an 'extended frequency approach'; 1.2 Engineering design, safety and structural reliability analysis (SRA); 1.2.1 The domain of structural reliability
1.2.2 Deterministic safety margins and partial safety factors1.2.3 Probabilistic structural reliability analysis; 1.2.4 Links and differences with natural risk studies; 1.3 Industrial safety, system reliability and probabilistic risk assessment (PRA); 1.3.1 The context of systems analysis; 1.3.2 Links and differences with structural reliability analysis; 1.3.3 The case of elaborate PRA (multi-state, dynamic); 1.3.4 Integrated probabilistic risk assessment (IPRA); 1.4 Modelling under uncertainty in metrology, environmental/sanitary assessment and numerical analysis 1.4.1 Uncertainty and sensitivity analysis (UASA)1.4.2 Specificities in metrology/industrial quality control; 1.4.3 Specificities in environmental/health impact assessment; 1.4.4 Numerical code qualification (NCQ), calibration and data assimilation; 1.5 Forecast and time-based modelling in weather, operations research, economics or finance; 1.6 Conclusion: The scope for generic modelling under risk and uncertainty; 1.6.1 Similar and dissimilar features in modelling, risk and uncertainty studies; 1.6.2 Limitations and challenges motivating a unified framework; References 2 A generic modelling framework2.1 The system under uncertainty; 2.2 Decisional quantities and goals of modelling under risk and uncertainty; 2.2.1 The key concept of risk measure or quantity of interest; 2.2.2 Salient goals of risk/uncertainty studies and decision-making; 2.3 Modelling under uncertainty: Building separate system and uncertainty models; 2.3.1 The need to go beyond direct statistics; 2.3.2 Basic system models; 2.3.3 Building a direct uncertainty model on variable inputs; 2.3.4 Developing the underlying epistemic/aleatory structure; 2.3.5 Summary 2.4 Modelling under uncertainty - the general case2.4.1 Phenomenological models under uncertainty and residual model error; 2.4.2 The model building process; 2.4.3 Combining system and uncertainty models into an integrated statistical estimation problem; 2.4.4 The combination of system and uncertainty models: A key information choice; 2.4.5 The predictive model combining system and uncertainty components; 2.5 Combining probabilistic and deterministic settings; 2.5.1 Preliminary comments about the interpretations of probabilistic uncertainty models 2.5.2 Mixed deterministic-probabilistic contexts |
| Record Nr. | UNINA-9910141446203321 |
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Rocquigny Etienne de
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| Chichester, West Sussex, U.K., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Producer dynamics [[electronic resource] ] : new evidence from micro data / / edited by Timothy Dunne, J. Bradford Jensen, and Mark J. Roberts
| Producer dynamics [[electronic resource] ] : new evidence from micro data / / edited by Timothy Dunne, J. Bradford Jensen, and Mark J. Roberts |
| Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2009 |
| Descrizione fisica | 1 online resource (623 p.) |
| Disciplina | 338.501/5195 |
| Altri autori (Persone) |
DunneTimothy
JensenJ. Bradford RobertsMark J |
| Collana | Studies in income and wealth |
| Soggetto topico |
Commerce - Econometric models
Industrial productivity - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-06976-4
9786612069765 0-226-17257-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Prefatory Note -- Introduction: Producer Dynamics -- 1. Measuring and Analyzing Cross-Country Differences in Firm Dynamics -- 2. Studying the Labor Market with the Job Openings and Labor Turnover Survey -- 3. What Can We Learn About Firm Recruitment from the Job Openings and Labor Turnover Survey? -- 4. Business Employment Dynamics -- 5. The LEHD Infrastructure Files and the Creation of the Quarterly Workforce Indicators -- 6. The Role of Retail Chains: National, Regional, and Industry Results -- 7. Entry, Exit, and Labor Productivity in U.K. Retailing: Evidence from Micro Data -- 8. The Dynamics of Market Structure and Market Size in Two Health Services Industries -- 9. Measuring the Dynamics of Young and Small Businesses: Integrating the Employer and Nonemployer Universes -- 10. Producer Dynamics in Agriculture: Empirical Evidence -- 11. Ownership Change, Productivity, and Human Capital: New Evidence from Matched Employer-Employee Data -- 12. The Link between Human Capital, Mass Layoffs, and Firm Deaths -- 14. Importers, Exporters, and Multinationals: A Portrait of Firms in the U.S. that Trade Goods -- 15. The Impact of Trade on Plant Scale, Production-Run Length, and Diversification -- Contributors -- Author Index -- Subject Index |
| Record Nr. | UNINA-9910453760603321 |
| Chicago, : University of Chicago Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Producer dynamics [[electronic resource] ] : new evidence from micro data / / edited by Timothy Dunne, J. Bradford Jensen, and Mark J. Roberts
| Producer dynamics [[electronic resource] ] : new evidence from micro data / / edited by Timothy Dunne, J. Bradford Jensen, and Mark J. Roberts |
| Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2009 |
| Descrizione fisica | 1 online resource (623 p.) |
| Disciplina | 338.501/5195 |
| Altri autori (Persone) |
DunneTimothy
JensenJ. Bradford RobertsMark J |
| Collana | Studies in income and wealth |
| Soggetto topico |
Commerce - Econometric models
Industrial productivity - Econometric models |
| Soggetto non controllato | international trade, macroeconomics, growth, labor, industrial organization, business, capitalism, employment, work, turnover, economics, economy, firms, firm dynamics, nonmanufacturing industries, agriculture, health services, retail, globalization, commerce, productivity, job openings, recruitment, quarterly workforce indicators, diversification, production-run length, plant scale, fringe benefits, mass layoffs, human capital, ownership change, nonfiction |
| ISBN |
1-282-06976-4
9786612069765 0-226-17257-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Prefatory Note -- Introduction: Producer Dynamics -- 1. Measuring and Analyzing Cross-Country Differences in Firm Dynamics -- 2. Studying the Labor Market with the Job Openings and Labor Turnover Survey -- 3. What Can We Learn About Firm Recruitment from the Job Openings and Labor Turnover Survey? -- 4. Business Employment Dynamics -- 5. The LEHD Infrastructure Files and the Creation of the Quarterly Workforce Indicators -- 6. The Role of Retail Chains: National, Regional, and Industry Results -- 7. Entry, Exit, and Labor Productivity in U.K. Retailing: Evidence from Micro Data -- 8. The Dynamics of Market Structure and Market Size in Two Health Services Industries -- 9. Measuring the Dynamics of Young and Small Businesses: Integrating the Employer and Nonemployer Universes -- 10. Producer Dynamics in Agriculture: Empirical Evidence -- 11. Ownership Change, Productivity, and Human Capital: New Evidence from Matched Employer-Employee Data -- 12. The Link between Human Capital, Mass Layoffs, and Firm Deaths -- 14. Importers, Exporters, and Multinationals: A Portrait of Firms in the U.S. that Trade Goods -- 15. The Impact of Trade on Plant Scale, Production-Run Length, and Diversification -- Contributors -- Author Index -- Subject Index |
| Record Nr. | UNINA-9910782823403321 |
| Chicago, : University of Chicago Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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