Talks about the time varying betas of the capital asset pricing model, analysis of predictive den...

Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many a...

Covers credit risk and credit derivatives. This book offers several points of view on credit risk...

Volume 38 of Advances in Econometrics collects twelve innovative and thought-provoking contributi...

This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdm...

This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics...

This volume of Advances in Econometrics discusses new econometric techniques for addressing probl...

Advances in Econometrics publishes original scholarly econometric papers with the intention of ex...

Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis...

Studies in the Economics of Uncertainty presents some new developments in the economics of uncert...

This volume of Advances in Econometrics looks at applying maximum entropy to econometric problems...

Studies in the Economics of Uncertainty presents some new developments in the economics of uncert...

This book is intended for a two-semester, graduate-level course and is paced to admit more extens...