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  1. Indices and indicators in development
    an unhealthy obsession with numbers?
    Erschienen: 2004
    Verlag:  Earthscan, London

    Statistics persuade, convince, confirm, but can also mislead, & when decisions about development are being taken, this may lead to disaster. Stephen Morse considers the problems caused by our 'unhealthy obsession with numbers' & suggests ways in... mehr

    Standort:
    Hochschule für Gesundheit, Hochschulbibliothek
    Signatur:
    eBook EBSCO
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    Standort:
    Hochschule Zittau / Görlitz, Hochschulbibliothek
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    Statistics persuade, convince, confirm, but can also mislead, & when decisions about development are being taken, this may lead to disaster. Stephen Morse considers the problems caused by our 'unhealthy obsession with numbers' & suggests ways in which the accuracy of indices & indicators can be improved Simplifying Complexity: Why Do We Need Indicators? -- Indicators and league tables -- Modernist development -- Modernization to dependency -- Neopopulism, neoliberalism and anti-development -- Sustainable development -- Indicators of development -- Development Indicators: Economics -- Economic activity: The Gross Domestic Product -- Problems with the Gross Domestic Product -- Gross National Product and other indicators -- Gross Domestic Product and consumption -- Development Indicators: Poverty -- Headcount Ratio -- Income Gap Ratio -- Poverty Gap Index -- Income inequality -- Integrating Development Indicators -- Human development -- Birth of the Human Development Index -- Calculating the Human Development Index -- The 'HDI' family of human development indices -- Critiques of the Human Development Index -- The Precarious Art of Simplifying Complexity -- Indicators of sustainable development -- Environmental Sustainability Index -- Corruption and human development -- Taking Care with Development Indicators -- Is the Human Development Index used by anyone? -- Interpreting indices: Over-reduction? -- Development indices and policy -- A Comparative Indicatorology -- Some meetings in Italy -- People's indicators -- Sense, fondness or obsession? -- Factor analysis: a brief introduction

     
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    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9781844070114; 1844070115; 9781844070121; 1844070123; 9781849771719; 1849771715; 9781136563096; 1136563091
    RVK Klassifikation: QC 340
    Schlagworte: Economic development; Economic indicators; Social indicators; Economic indicators; Social indicators; Economic development; Economische indicatoren; Economische ontwikkeling; Sociale indicatoren; Statistische methoden
    Umfang: Online Ressource (xvii, 206 p.), ill.
    Bemerkung(en):

    Includes bibliographical references and index. - Description based on print version record

    Simplifying Complexity: Why Do We Need Indicators?Indicators and league tablesModernist developmentModernization to dependencyNeopopulism, neoliberalism and anti-developmentSustainable developmentIndicators of developmentDevelopment Indicators: EconomicsEconomic activity: The Gross Domestic ProductProblems with the Gross Domestic ProductGross National Product and other indicatorsGross Domestic Product and consumptionDevelopment Indicators: PovertyHeadcount RatioIncome Gap RatioPoverty Gap IndexIncome inequalityIntegrating Development IndicatorsHuman developmentBirth of the Human Development IndexCalculating the Human Development IndexThe 'HDI' family of human development indicesCritiques of the Human Development IndexThe Precarious Art of Simplifying ComplexityIndicators of sustainable developmentEnvironmental Sustainability IndexCorruption and human developmentTaking Care with Development IndicatorsIs the Human Development Index used by anyone?Interpreting indices: Over-reduction?Development indices and policyA Comparative IndicatorologySome meetings in ItalyPeople's indicatorsSense, fondness or obsession?Factor analysis: a brief introduction.
  2. Handbook of heavy tailed distributions in finance
    Erschienen: 2010
    Verlag:  Elsevier, Amsterdam

    Heavy tails in finance for independent or multifractal price increments Benoit B. Mandelbrot -- Financial risk and heavy tails Brendan O. Bradley and Murad S. Taqqu -- Modeling financial data with stable distributions John P. Nolan -- Statistical... mehr

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    Hochschule Aalen, Bibliothek
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    E-Book Elsevier
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    Standort:
    Universitätsbibliothek Braunschweig
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    ebook
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    Standort:
    Zentrale Hochschulbibliothek Lübeck
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    KaufEBook202103
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    Standort:
    Otto-von-Guericke-Universität, Universitätsbibliothek
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    eBook Elsevier (EBS 2012)
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    Standort:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    Standort:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    Standort:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    Standort:
    Universitätsbibliothek Rostock
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    Heavy tails in finance for independent or multifractal price increments Benoit B. Mandelbrot -- Financial risk and heavy tails Brendan O. Bradley and Murad S. Taqqu -- Modeling financial data with stable distributions John P. Nolan -- Statistical issues in modeling multivariate stable portfolios Tomasz J. Kozubowski, Anna K. Panorska and Svetlozar T. Rachev -- Jump-diffusion models Wolfgang J. Runggaldier -- Hyperbolic processes in finance Bo Martin Bibby and Michael Sørensen -- Stable modeling of market and credit value at risk Svetlozar T. Rachev, Eduardo S. Schwartz and Irina Khindanova -- Mo delling dependence with copulas and applications to risk management Paul Embrechts, Filip Lindskog and Alexander McNeil -- Prediction of financial downside-risk with heavy-tailed conditional distributions Stefan Mittnik and Marc S. Paolella -- Stable non-Gaussian models for credit risk management Bernhard Martin, Svetlozar T. Rachev and Eduardo S. Schwartz -- Multifactor stochastic variance models in risk management : maximum entropy approach and Lévy processes Alexander Levin and Alexander TchernitseMo dellingodelling the term structure of monetary rates Luisa Izzi -- Asset liability management : a review and some new results in the presence of heavy tails Yesim Tokat, Svetlozar T. Rachev and Eduardo S. Schwartz -- Portfolio choice theory with non-Gaussian distributed returns Sergio Ortobelli [and others] -- Portfolio modeling with heavy tailed random vectors Mark M. Meerschaert and Hans-Peter Scheffler -- Long range dependence in heavy tailed stochastic processes Borjana Racheva-Iotova and Gennaday Samorodnitsky. - The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modeling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9780080557731; 0080557732; 9780444508966
    Schriftenreihe: Handbooks in finance 1568-4997 ; bk. 1
    Handbooks in finance ; bk. 1
    Schlagworte: Finance; Finance; Finance; Finance; BUSINESS & ECONOMICS ; Finance; Financieel management; Statistische methoden
    Umfang: Online Ressource (xxiv, 680 pages), illustrations.
    Bemerkung(en):

    Includes bibliographical references and indexes. - Print version record

    Print version record

    Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002

    Online-Ausg. [S.l.] : HathiTrust Digital Library

    Brendan O. Bradley and Murad S. Taqqu: Heavy tails in finance for independent or multifractal price incrementsBenoit B. MandelbrotFinancial risk and heavy tails

    John P. Nolan: Modeling financial data with stable distributions

    Tomasz J. Kozubowski, Anna K. Panorska and Svetlozar T. Rachev: Statistical issues in modeling multivariate stable portfolios

    Wolfgang J. Runggaldier: Jump-diffusion models

    Bo Martin Bibby and Michael Sørensen: Hyperbolic processes in finance

    Svetlozar T. Rachev, Eduardo S. Schwartz and Irina Khindanova: Stable modeling of market and credit value at risk

    Paul Embrechts, Filip Lindskog and Alexander McNeil: Mo delling dependence with copulas and applications to risk management

    Stefan Mittnik and Marc S. Paolella: Prediction of financial downside-risk with heavy-tailed conditional distributions

    Bernhard Martin, Svetlozar T. Rachev and Eduardo S. Schwartz: Stable non-Gaussian models for credit risk management

    Alexander Levin and Alexander TchernitseMo dellingodelling the term structure of monetary rates: Multifactor stochastic variance models in risk management : maximum entropy approach and Lévy processes

    Yesim Tokat, Svetlozar T. Rachev and Eduardo S. Schwartz: Asset liability management : a review and some new results in the presence of heavy tails

    Sergio Ortobelli ... [et al.]: Portfolio choice theory with non-Gaussian distributed returns

    Mark M. Meerschaert and Hans-Peter Scheffler: Portfolio modeling with heavy tailed random vectors

    Borjana Racheva-Iotova and Gennaday Samorodnitsky.: Long range dependence in heavy tailed stochastic processes
  3. Literary detection
    How to prove authorship and fraud in literature and documents
    Autor*in: Morton, Andrew Q.
    Erschienen: 1978
    Verlag:  Bowker, London

    Standort:
    Universitätsbibliothek Bamberg
    Fernleihe:
    uneingeschränkte Fernleihe, Kopie und Ausleihe
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  4. Literary detection
    How to prove authorship and fraud in literature and documents
    Autor*in: Morton, Andrew Q.
    Erschienen: 1978
    Verlag:  Bowker, Epping

    Standort:
    Universitätsbibliothek Augsburg
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    uneingeschränkte Fernleihe, Kopie und Ausleihe

    Standort:
    Universitätsbibliothek Eichstätt-Ingolstadt
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    uneingeschränkte Fernleihe, Kopie und Ausleihe

    Standort:
    Universitätsbibliothek der LMU München
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    uneingeschränkte Fernleihe, Kopie und Ausleihe

    Standort:
    Universitätsbibliothek Würzburg
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    uneingeschränkte Fernleihe, Kopie und Ausleihe
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