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1. The Gini Methodology : A Primer on a Statistical Methodology
by Shlomo Yitzhaki, Edna Schechtman
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
シリーズ名: Springer Series in Statistics ; 272
オンライン: http://dx.doi.org/10.1007/978-1-4614-4720-7
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Introduction
More Than a Dozen Alternative Ways of Spelling Gini
The Gini equivalents of the covariance, the correlation and the regression coefficient
Decompositions of the GMD
The Lorenz curve and the concentration curve
The extended Gini family of measures
Gini Simple Regressions
Multiple Regressions
Inference on Gini-based parameters -estimation
Inference on Gini-based parameters -testing
Inference on Lorenz and on Concentration curves
Introduction to applications
Social welfare, relative deprivation and the Gini coefficient
Policy Analysis.-  Policy Analysis Using the Decomposition of the Gini by non-marginal analysis.- Incorporating poverty in Policy Analysis - the Marginal Analysis case
Introduction to applications of the GMD and the Lorenz curve in finance
The mean-Gini portfolio and the pricing of capital assets
Applications of Gini methodology in regression analysis
Gini's multiple regressions: two approaches and their interaction
Mixed OLS, Gini and extended Gini regressions.-  An application in statistics - ANOGI
Suggestions for further research
Introduction
More Than a Dozen Alternative Ways of Spelling Gini
The Gini equivalents of the covariance, the correlation and the regression coefficient
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2. Statistics for Business and Financial Economics. 3rd ed. 2013
by Cheng-Few Lee, John C. Lee, Alice C. Lee
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
オンライン: http://dx.doi.org/10.1007/978-1-4614-5897-5
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Introduction and Descriptive Statistics
Probability and Important Distributions
Statistical Inferences Based on Samples
Regression and Correlation: Relating Two or More Variables
Selected Topics in Statistical Analysis for Business and Economics
Appendices
Index
Introduction and Descriptive Statistics
Probability and Important Distributions
Statistical Inferences Based on Samples
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3. Copulae in Mathematical and Quantitative Finance : Proceedings of the Workshop Held in Cracow, 10-11 July 2012
edited by Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Lecture Notes in Statistics ; 213
オンライン: http://dx.doi.org/10.1007/978-3-642-35407-6
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A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi
Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber
Copulas in Machine Learning by Gal Elidan
An Overview of the Goodness-of-fit Test problem for Copulas by Jean-David Fermanian
Assessing and Modeling Asymmetry in Bivariate Continuous data by Christian Genest and Johanna G. Nešehová
Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series by Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig
The Limiting Properties of Copulas under Univariate Conditioning by Piotr Jaworski
Singular Mixture Copulas by Dominic Lauterbach and Dietmar Pfeifer
Toward a Copula Theory for Multivariate Regular Variation by Haijun Li
CIID Frailty Models and Implied Copulas by Jan-Frederik Mai, Matthias Scherer and Rudi Zagst
Copula-based Models for Multivariate Discrete Response Data by Aristidis K. Nikoloulopoulos
Vector Generalized Linear Models: A Gaussian Copula Approach by Peter X
K. Song, Mingyao Li and Peng Zhang
APPENDIX A: Gaussian-Hermite Quadrature
APPENDIX B: AREs of GEE and VGLM for binary
Application of Bernstein Copulas to the Pricing of Multi-asset Derivatives by Bertrand Tavin
A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi
Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber
Copulas in Machine Learning by Gal Elidan
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4. Statistical Inference for Financial Engineering
by Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata, Hiroyuki Taniai
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: SpringerBriefs in Statistics ;
オンライン: http://dx.doi.org/10.1007/978-3-319-03497-3
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Preface
Features of Financial Data
Empirical Likelihood Approaches for Financial Returns
Various Methods for Financial Engineering
Some Techniques for ARCH Financial Time Series
Index
Preface
Features of Financial Data
Empirical Likelihood Approaches for Financial Returns
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5. Study Guide for Statistics for Business and Financial Economics : A Supplement to the Textbook by Cheng-Few Lee, John C. Lee and Alice C. Lee
by Ronald L. Moy, Li-Shya Chen, Lie Jane Kao
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
オンライン: http://dx.doi.org/10.1007/978-3-319-11997-7
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Introduction
Data Collection and Presentation
Frequency Distribution and Data Analyses
Numerical Summary Measures
Probability Concepts and their Analyses
Discrete Random Variables and Probability Distributions
The Normal and Lognormal Distributions
Sampling and Sampling Distributions
Other Continuous Distributions and Moments for Distributions
Hypothesis Testing
Analysis of Variance and Chi-Square Tests
Simple Linear Regression and the Correlation Coefficient
Simple Linear Regression and Correlation: Analyses and Applications
Multiple Linear Regression
Other Topics in Applied Regression Analysis
Nonparametric Statistics
Time-Series: Analysis, Model and Forecasting
Index Numbers and Stock Market Indexes
Sampling Surveys
Statistical Decision Theory
Introduction
Data Collection and Presentation
Frequency Distribution and Data Analyses
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6. Financial and Insurance Formulas
by Tomas Cipra
出版情報: Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
オンライン: http://dx.doi.org/10.1007/978-3-7908-2593-0
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