03485nam 2201009z- 450 991055712870332120231214133310.0(CKB)5400000000040767(oapen)https://directory.doabooks.org/handle/20.500.12854/68428(EXLCZ)99540000000004076720202105d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierFinancial Statistics and Data AnalyticsBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 electronic 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.Coins, banknotes, medals, seals (numismatics)bicsscIndex parameterestimationwrapped stableHill estimatorcharacteristic function-based estimatorasymptoticefficiencyGARCH modelHARCH modelPHARCH modelGriddy-GibsEuro-Dollarsafe-haven assetsgold priceSwiss Franc exchange rateoil pricegeneralized Birnbaum–Saunders distributionsACD modelsBox-Cox transformationhigh-frequency financial datagoodness-of-fitbanking competitioncredit riskNPLsTheil indexconvergence analysisinterest ratesyeld curveno-arbitragebondsB-splinestime seriesmultifractal processesfractal scalingheavy tailslong range dependencefinancial modelsBitcoincapital asset pricing modelestimation of systematic risktests of mean-variance efficiencyt-distributiongeneralized method of momentsmultifactor asset pricing modelLerner indexstochastic frontiersshrinkage estimatorseemingly unrelated regression modelmulticollinearityridge regressionfinancial incentivespublic service motivationjob performancejob satisfactionintention to leaveCoins, banknotes, medals, seals (numismatics)Liu Shuangzheedt1097658Sathye MilindedtLiu ShuangzheothSathye MilindothBOOK9910557128703321Financial Statistics and Data Analytics3031145UNINA