1.

Record Nr.

UNINA990000885680403321

Autore

Lai, Michael W.

Titolo

Introduction to Continuum Mechanics

Pubbl/distr/stampa

New York : Pergamon press, 1974

Descrizione fisica

p.311 : ill. ; cm 23

Locazione

IINTC

Collocazione

03 SC.0,143

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910346675203321

Autore

Hamori Shigeyuki

Titolo

Empirical Finance

Pubbl/distr/stampa

MDPI - Multidisciplinary Digital Publishing Institute, 2019

Descrizione fisica

1 online resource (276 p.)

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of "Empirical Finance" and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on



empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.