Hugendubel.info - Die B2B Online-Buchhandlung 

Merkliste
Die Merkliste ist leer.
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.

Quantile Regression for Cross-Sectional and Time Series Data

Applications in Energy Markets Using R
BuchKartoniert, Paperback
63 Seiten
Englisch
Springererschienen am31.03.20201st ed. 2020
This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables.mehr
Verfügbare Formate
BuchKartoniert, Paperback
EUR69,54
E-BookPDF1 - PDF WatermarkE-Book
EUR69,54

Produkt

KlappentextThis brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables.
Details
ISBN/GTIN978-3-030-44503-4
ProduktartBuch
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2020
Erscheinungsdatum31.03.2020
Auflage1st ed. 2020
ReiheSpringerBriefs in Finance
Seiten63 Seiten
SpracheEnglisch
Gewicht136 g
IllustrationenX, 63 p. 13 illus., 7 illus. in color.
Artikel-Nr.16111364
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
Why and When Should Quantile Regression Be Used?- A Case of Study: Modelling Energy Markets by the Means of Quantile Regression.- Quantile Regression: A Methodological Overview.- Cross-Sectional Quantile Regression.- Time Series Quantile Regression.- Goodness of Fit in Quantile Regression Models.- Novel Approaches in Quantile Regression.- What Have We Learned from Quantile Regression? Implications for Economics and Finance.- Appendix: Programs for Quantile Regression and Implementation in R.mehr

Schlagworte

Autor

Jorge M. Uribe is an Associate Professor at the Universitat Oberta de Catalunya, Spain. He received a PhD in Economics from the University of Barcelona, Spain, in 2018. He is an Associate Researcher at UB Riskcenter, Barcelona, and has lead the Research Group in Quantitative Finance, Universidad del Valle, Colombia, since 2015.
Montserrat Guillen is a Professor of Quantitative Methods and the Director of UB Riskcenter, a research center for risk analysis at the University of Barcelona, Spain. She is also an Honorary Professor of the Faculty of Actuarial Science and Insurance at the City University London, United Kingdom. She was honored with the ICREA Academia Distinction award for outstanding research.
Weitere Artikel von
Uribe, Jorge M.