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- 2013048354 contributor B12755928.
- 2013048354 contributor B12755929.
- 2013048354 date "2014".
- 2013048354 description "Includes bibliographical references and index.".
- 2013048354 description "Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano -- Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Alaa El-Shazly -- Time-varying dependence in the term structure of interest rates : a copula-based approach / Diaa Noureldin -- Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Alaa El-Shazly -- Time-varying optimal weights for international asset allocation in African and South Asian markets / Dalia El-Edel -- Econometric methods for ordered responses : some recent developments / Franco Peracchi -- Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park -- The experimetrics of fairness / Anna Conte and Peter G. Moffatt -- Uniform in bandwidth tests of specification for conditional moment restrictions models / Pascal Lavergne and Pierre E. Nguimkeu -- Joint lM test for homoscedasticity in a two-way error components model / Eugene Kouassi, Joel Sango, J. M. Bosson Brou and Kern O. Kymn -- An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / William M. Mikhail and Ghazal a. Ghazal -- Monetary policy and the role of the exchange rate in Egypt / Tarek A. Moursi and Mai El-Mossallamy -- International migration, remittances and household poverty status in Egypt / Rania Roushdy, Ragui Assaad and Ali Rashed -- Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / Mona Said -- A contract-theoretic model of conservation agreements / Heidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson -- Household environment and child health in Egypt / Mahmoud Hailat and Franco Peracchi -- Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Hala Abou-Ali and Yasmine M. Abdelfattah -- Global cement industry : competitive and institutional frameworks / Tarek H. Selim and Ahmed S. Salem -- On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / A Seghir -- Is targeted advertising always beneficial? / Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel.".
- 2013048354 extent "pages cm".
- 2013048354 identifier "9789814513463 (hard-cover : alk. paper)".
- 2013048354 identifier "9814513466 (hard-cover : alk. paper)".
- 2013048354 issued "2014".
- 2013048354 language "eng".
- 2013048354 subject "332.015195 23".
- 2013048354 subject "Econometrics Congresses.".
- 2013048354 subject "Finance Econometric models Congresses.".
- 2013048354 subject "HG106 .A3847 2010".
- 2013048354 tableOfContents "Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano -- Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Alaa El-Shazly -- Time-varying dependence in the term structure of interest rates : a copula-based approach / Diaa Noureldin -- Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Alaa El-Shazly -- Time-varying optimal weights for international asset allocation in African and South Asian markets / Dalia El-Edel -- Econometric methods for ordered responses : some recent developments / Franco Peracchi -- Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park -- The experimetrics of fairness / Anna Conte and Peter G. Moffatt -- Uniform in bandwidth tests of specification for conditional moment restrictions models / Pascal Lavergne and Pierre E. Nguimkeu -- Joint lM test for homoscedasticity in a two-way error components model / Eugene Kouassi, Joel Sango, J. M. Bosson Brou and Kern O. Kymn -- An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / William M. Mikhail and Ghazal a. Ghazal -- Monetary policy and the role of the exchange rate in Egypt / Tarek A. Moursi and Mai El-Mossallamy -- International migration, remittances and household poverty status in Egypt / Rania Roushdy, Ragui Assaad and Ali Rashed -- Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / Mona Said -- A contract-theoretic model of conservation agreements / Heidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson -- Household environment and child health in Egypt / Mahmoud Hailat and Franco Peracchi -- Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Hala Abou-Ali and Yasmine M. Abdelfattah -- Global cement industry : competitive and institutional frameworks / Tarek H. Selim and Ahmed S. Salem -- On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / A Seghir -- Is targeted advertising always beneficial? / Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel.".
- 2013048354 title "Econometric methods and their applications in finance, macro and related fields / edited by Kaddour Hadri (Queens University, UK) and William Mikhail (The American University in Cairo, Egypt).".
- 2013048354 type "text".