03528nam 2201021z- 450 991055712870332120210501(CKB)5400000000040767(oapen)https://directory.doabooks.org/handle/20.500.12854/68428(oapen)doab68428(EXLCZ)99540000000004076720202105d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierFinancial Statistics and Data AnalyticsBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 online resource (232 p.)3-03943-975-8 3-03943-976-6 Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.Collecting coins, banknotes, medals and other related itemsbicsscACD modelsasymptoticB-splinesbanking competitionBitcoinbondsBox-Cox transformationcapital asset pricing modelcharacteristic function-based estimatorconvergence analysiscredit riskefficiencyestimationestimation of systematic riskEuro-Dollarfinancial incentivesfinancial modelsfractal scalingGARCH modelgeneralized Birnbaum-Saunders distributionsgeneralized method of momentsgold pricegoodness-of-fitGriddy-GibsHARCH modelheavy tailshigh-frequency financial dataHill estimatorIndex parameterintention to leaveinterest ratesjob performancejob satisfactionLerner indexlong range dependencemulticollinearitymultifactor asset pricing modelmultifractal processesno-arbitrageNPLsoil pricePHARCH modelpublic service motivationridge regressionsafe-haven assetsseemingly unrelated regression modelshrinkage estimatorstochastic frontiersSwiss Franc exchange ratet-distributiontests of mean-variance efficiencyTheil indextime serieswrapped stableyeld curveCollecting coins, banknotes, medals and other related itemsLiu Shuangzheedt1097658Sathye MilindedtLiu ShuangzheothSathye MilindothBOOK9910557128703321Financial Statistics and Data Analytics3031145UNINA