Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, Adıgьzel Mercangцz Burcu

Автор: Bauwens
Название: Handbook of Volatility Models and Their Applications
ISBN: 0470872519 ISBN-13(EAN): 9780470872512
Издательство: Wiley
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Цена: 157290.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.

Автор: Adıgьzel Mercangцz Burcu
Название: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
ISBN: 303054107X ISBN-13(EAN): 9783030541071
Издательство: Springer
Цена: 167700.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduction.- Exploratory Classification of Time-Series.- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach.- Financial Econometrics and Systemic Risk.- Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity.- Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy.- Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul.- Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models.- Vector Autoregressive Model: Model and Analysis.-Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy.- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies.- The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality.- ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS.- Using CoGARCH Filtered Volatility in Modelling within ARDL Framework.- Performance of MS-GARCH Models: Bayesian MCMC based estimation.- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes.- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes.- Panel Data Analysis.- An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems.- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors.

Автор: Campbell, John W.
Название: The econometrics of financial markets
ISBN: 0691043019 ISBN-13(EAN): 9780691043012
Издательство: Wiley
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Цена: 73920.00 T
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Описание: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

Автор: Bruno S. Sergi, William A. Barnett
Название: Quantitative Analysis of Social and Financial Market Development
ISBN: 1801179212 ISBN-13(EAN): 9781801179218
Издательство: Emerald
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Цена: 100270.00 T
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Описание: Quantitative Analysis of Social and Financial Market Development is a crucial resource of current, cutting-edge research exploring the latest social and financial developments across Asia.

Автор: Oliver Linton
Название: Financial Econometrics: Models and Methods
ISBN: 1107177154 ISBN-13(EAN): 9781107177154
Издательство: Cambridge Academ
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Цена: 147840.00 T
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Описание: This thorough exploration of the models and methods of financial econometrics is written by one of the world`s leading financial econometricians. The up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the subject.

Автор: Gregoriou G., Pascalau R.
Название: Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
ISBN: 1349328928 ISBN-13(EAN): 9781349328925
Издательство: Springer
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Цена: 46570.00 T
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Описание: This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.

Автор: Vinod, Hrishikesh D.
Название: Financial, Macro And Micro Econometrics Using R,42
ISBN: 0128202505 ISBN-13(EAN): 9780128202500
Издательство: Elsevier Science
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Цена: 224570.00 T
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Описание:

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics.

Автор: Yacine Ait-Sahalia
Название: Handbook of Financial Econometrics, Vol 1,1
ISBN: 044450897X ISBN-13(EAN): 9780444508973
Издательство: Elsevier Science
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Цена: 132500.00 T
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Описание: Covers advances in financial econometrics. This book features topics ranging from a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment.

Автор: Yacine Ait-Sahalia
Название: Handbook of Financial Econometrics, Vol 2,2
ISBN: 0444535489 ISBN-13(EAN): 9780444535481
Издательство: Elsevier Science
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Цена: 84210.00 T
Наличие на складе: Поставка под заказ.
Описание: Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.

Автор: Brandimarte P
Название: Handbook in Monte Carlo Simulation
ISBN: 0470531118 ISBN-13(EAN): 9780470531112
Издательство: Wiley
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Цена: 136170.00 T
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Описание: Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics.

Автор: Greg N. Gregoriou; Razvan Pascalau
Название: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
ISBN: 1349328944 ISBN-13(EAN): 9781349328949
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

Автор: G. Gregoriou; R. Pascalau
Название: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
ISBN: 1349328960 ISBN-13(EAN): 9781349328963
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.