{"product_id":"9789814513487","title":"Econometric Methods And Their Applications In Finance, Macro And Related Fields","description":"\u003cp\u003eThe volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the “chapters” of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis.\u003c\/p\u003e\u003cb\u003eContents:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003e\n\u003cb\u003e\u003ci\u003eFinancial Econometrics and International Finance:\u003c\/i\u003e\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eModeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-Based Multivariate Approach \u003ci\u003e(Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eFinancial Risk Management Using Asymmetric Heavy-Tailed Distributions and Nonlinear Dependence Structures of Asset Returns Under Discontinuous Dynamics \u003ci\u003e(Alaa El-Shazly)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eTime-Varying Dependence in the Term Structure of Interest Rates: A Copula-Based Approach \u003ci\u003e(Diaa Noureldin)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eNonlinear Filtering and Market Implied Rating for a Jump-Diffusion Structural Model of Credit Risk \u003ci\u003e(Alaa El-Shazly)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eTime-Varying Optimal Weights for International Asset Allocation in African and South Asian Markets \u003ci\u003e(Dalia El-Edel)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003e\u003ci\u003eEconometric Theory and Methods:\u003c\/i\u003e\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eEconometric Methods for Ordered Responses: Some Recent Developments \u003ci\u003e(Franco Peracchi)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eWhich Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression \u003ci\u003e(Anil K Bera, Antonio F Galvao Jr, Gabriel V Montes-Rojas and Sung Y Park)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Experimetrics of Fairness \u003ci\u003e(Anna Conte and Peter G Moffatt)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eUniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models \u003ci\u003e(Pascal Lavergne and Pierre E Nguimkeu)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eJoint LM Test for Homoscedasticity in a Two-Way Error Components Model \u003ci\u003e(Eugene Kouassi, Joel Sango, J M Bosson Brou and Kern O Kymn)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eAn Approximation to the Distribution of the Pooled Estimator When the Time Series Equation is One of a Complete System \u003ci\u003e(William M Mikhail and Ghazal A Ghazal)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003e\u003ci\u003eMonetary, Labor and Environmental Applications:\u003c\/i\u003e\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eMonetary Policy and the Role of the Exchange Rate in Egypt \u003ci\u003e(Tarek A Moursi and Mai El-Mossallamy)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eInternational Migration, Remittances and Household Poverty Status in Egypt \u003ci\u003e(Rania Roushdy, Ragui Assaad and Ali Rashed)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eDeterminants of Job Quality and Wages of the Working Poor: Evidence From 1998–2006 Egypt Labor Market Panel Survey \u003ci\u003e(Mona Said)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eA Contract-Theoretic Model of Conservation Agreements \u003ci\u003e(Heidi Gjertsen, Theodore Groves, David A Miller, Eduard Niesten, Dale Squires and Joel Watson)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eHousehold Environment and Child Health in Egypt \u003ci\u003e(Mahmoud Hailat and Franco Peracchi)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eModeling the Relationship between Natural Resource Abundance, Economic Growth, and the Environment: A Cross-Country Study \u003ci\u003e(Hala Abou-Ali and Yasmine M Abdelfattah)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eGlobal Cement Industry: Competitive and Institutional Frameworks \u003ci\u003e(Tarek H Selim and Ahmed S Salem)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOn the Occurrence of Ponzi Schemes in Presence of Credit Restrictions Penalizing Default \u003ci\u003e(A Seghir)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eIs Targeted Advertising Always Beneficial? \u003ci\u003e(Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership:\u003c\/b\u003e Graduate students and researchers in the fields of econometrics, economic theory, applied econometrics.\u003cbr\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47185736728816,"sku":"9789814513487","price":62.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814513487_p0.jpg?v=1763692350","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814513487","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}