Econometrics of Risk

Table of Contents

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   Book Overview
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   Chapter 1 Challenges for Panel Financial Analysis
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   Chapter 2 Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates
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   Chapter 3 An Overview of the Black-Scholes-Merton Model After the 2008 Credit Crisis
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   Chapter 4 What if We Only Have Approximate Stochastic Dominance?
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   Chapter 5 From Mean and Median Income to the Most Adequate Way of Taking Inequality into Account
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   Chapter 6 Belief Aggregation in Financial Markets and the Nature of Price Fluctuations
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   Chapter 7 The Dynamics of Hedge Fund Performance
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   Chapter 8 The Joint Belief Function and Shapley Value for the Joint Cooperative Game
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    Chapter 9 Distortion Risk Measures Under Skew Normal Settings
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    Chapter 10 Towards Generalizing Bayesian Statistics: A Random Fuzzy Set Approach
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    Chapter 11 Local Kendall’s Tau
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    Chapter 12 Estimation and Prediction Using Belief Functions: Application to Stochastic Frontier Analysis
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    Chapter 13 The Classifier Chain Generalized Maximum Entropy Model for Multi-label Choice Problems
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    Chapter 14 Asymmetric Volatility of Local Gold Prices in Malaysia
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    Chapter 15 Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model
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    Chapter 16 Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution
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    Chapter 17 Analysis of Branching Ratio of Telecommunication Stocks in Thailand Using Hawkes Process
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    Chapter 18 Forecasting Risk and Returns: CAPM Model with Belief Functions
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    Chapter 19 Correlation Evaluation with Fuzzy Data and its Application in the Management Science
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    Chapter 20 Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel
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    Chapter 21 Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics
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    Chapter 22 Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions
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    Chapter 23 Forecasting Inbound Tourism Demand to China Using Time Series Models and Belief Functions
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    Chapter 24 Forecasting Tourist Arrivals to Thailand Using Belief Functions
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    Chapter 25 Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers
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    Chapter 26 Estimating Oil Price Value at Risk Using Belief Functions
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    Chapter 27 Broad Monetary Condition Index: An Indicator for Short-Run Monetary Management in Vietnam
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    Chapter 28 Analysis of International Tourism Demand for Cambodia
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    Chapter 29 Modeling the Impact of Internet Broadband on e-Government Service Using Structural Equation Model
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    Chapter 30 Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market
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    Chapter 31 Strategic Path to Enhance the Impact of Internet Broadband on the Creative Economy in Thailand: An Analysis with Structural Equation Model
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    Chapter 32 Impact of Mobile Broadband on Non-life Insurance Industry in Thailand and Singapore
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    Chapter 33 Using Conditional Copula to Estimate Value-at-Risk in Vietnam’s Foreign Exchange Market
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    Chapter 34 The Effects of Foreign Direct Investment and Economic Development on Carbon Dioxide Emissions