Econometrics of Risk

  • Van-Nam Huynh
  • Vladik Kreinovich
  • Songsak Sriboonchitta
  • Komsan Suriya

Part of the Studies in Computational Intelligence book series (SCI, volume 583)

Table of contents

  1. Front Matter
    Pages i-x
  2. Fundamental Theory

    1. Front Matter
      Pages 1-1
    2. Andrew Hencic, Christian Gouriéroux
      Pages 17-40
    3. Chadd B. Hunzinger, Coenraad C. A. Labuschagne
      Pages 41-52
    4. Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
      Pages 53-61
    5. Vladik Kreinovich, Hung T. Nguyen, Rujira Ouncharoen
      Pages 63-73
    6. Serge Darolles, Christian Gouriéroux, Jérome Teiletche
      Pages 85-113
    7. Zheng Wei, Tonghui Wang, Baokun Li, Phuong Anh Nguyen
      Pages 115-133
    8. Weizhong Tian, Tonghui Wang, Liangjian Hu, Hien D. Tran
      Pages 135-148
    9. Hien D. Tran, Phuong Anh Nguyen
      Pages 149-160
    10. P. Buthkhunthong, A. Junchuay, I. Ongeera, T. Santiwipanont, S. Sumetkijakan
      Pages 161-169
    11. Orakanya Kanjanatarakul, Nachatchapong Kaewsompong, Songsak Sriboonchitta, Thierry Denœux
      Pages 171-184
    12. Supanika Leurcharusmee, Jirakom Sirisrisakulchai, Songsak Sriboonchitta, Thierry Denœux
      Pages 185-199
  3. Applications

    1. Front Matter
      Pages 201-201
    2. Mohd Fahmi Ghazali, Hooi Hooi Lean
      Pages 203-218
    3. Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
      Pages 219-231
    4. Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
      Pages 233-244
    5. Sutthiporn Piamsuwannakit, Songsak Sriboonchitta
      Pages 259-271
    6. Berlin Wu, Wei-Shun Sha, Juei-Chao Chen
      Pages 273-285
    7. Jianxu Liu, Songsak Sriboonchitta, Roland-Holst David, Zilberman David, Aree Wiboonpongse
      Pages 287-303
    8. Jiechen Tang, Songsak Sriboonchitta, Xinyu Yuan
      Pages 329-341
    9. Nyo Min, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
      Pages 343-357
    10. Panisara Phochanachan, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
      Pages 377-389
    11. Chantha Hor, Nalitra Thaiprasert
      Pages 415-425
    12. Sumate Pruekruedee, Komsan Suriya, Niwattisaiwong Seksiri
      Pages 427-433
  4. Back Matter
    Pages 497-498

About this book


This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques.

This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.


Asset Pricing Computational Intelligence Corporate Finance Econometrics Intelligent Econometrics Intelligent Systems Option Pricing Quantitative Finance Risk

Editors and affiliations

  • Van-Nam Huynh
    • 1
  • Vladik Kreinovich
    • 2
  • Songsak Sriboonchitta
    • 3
  • Komsan Suriya
    • 4
  1. 1.Japan Advanced Institute of Science and TechnologyNomiJapan
  2. 2.Department of Computer ScienceUniversity of Texas at El PasoEl PasoUSA
  3. 3.Faculty of EconomicsChiang Mai UniversityChiang MaiThailand
  4. 4.Faculty of EconomicsChiang Mai UniversityChiang MaiThailand

Bibliographic information

  • DOI
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Engineering Engineering (R0)
  • Print ISBN 978-3-319-13448-2
  • Online ISBN 978-3-319-13449-9
  • Series Print ISSN 1860-949X
  • Series Online ISSN 1860-9503
  • Buy this book on publisher's site
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