This is the first full-length study of how the theory of random sets can be applied in econometrics.

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments

A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Field

This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathema

This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to