05531nam 2201645z- 450 991055756400332120210501(CKB)5400000000043987(oapen)https://directory.doabooks.org/handle/20.500.12854/68376(oapen)doab68376(EXLCZ)99540000000004398720202105d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierQuantitative Methods for Economics and FinanceBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 online resource (418 p.)3-0365-0196-7 3-0365-0197-5 This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.Coins, banknotes, medals, seals (numismatics)bicsscacademic cheatingasset pricingautoregressive integrated moving average (ARIMA)bilateral investment treatiesbiotechnological firmsbitcoinBitcoincash flow managementcentered modelChinese listed companiesco-movementcointegrationcommodity pricescomputational financecopulacopulascorporate prudential riskcorrelation risk premiumcryptocurrencyDCCDEAdecision-making processdecreasing impatiencedeep learningdeep recurrent convolutional neural networksdelayderivationdetectiondiscountdispersion tradingdynamically simulated autoregressive distributed lag (DYS-ARDL)econometricsEGARCHeigenvalueselasticityenergy consumptionensemble empirical mode decomposition (EEMD)essential multicollinearityEthereumEVTFD4 approachfinancial distressfinancial distress predictionfinancial marketsforecastingforeign direct investmentfutures pricesGARCHgeneralized Pareto distributiongenetic algorithm (GA)goldhistorical simulation approachhurst exponentHurst exponentinduced risk aversioninformalityinterceptintertemporal choiceliquidity constraintsliquidity risklocal optima vs. local minimalong memorymacroeconomic propagationMarkov Chain Monte Carlo simulationmean square errormulticollinearitymultiperiod financial managementmultiple periodsnon-linear macroeconomic modellingnon-parametric efficiencynoncentered modelnonessential multicollinearitynumber of factorsoption arbitrageP 500P500pairs tradingpeaks-over-thresholdpharmaceutical industrypolicy uncertaintyprecautionary savingsprobabilityprobability of volatility clusterproductivityprofitabilityraise regressionregional trade agreementsRippleriskS&ampscale economiesSRA approachstock pricesstructural gravity modelstudent t-copulasupport vector regression (SVR)tax evasionthe financial acceleratorthreshold regressionTobin's qunconstrained distributed lag modelUnited StatesVaRvariance inflation factorvolatility clustervolatility seriesvolatility tradingCoins, banknotes, medals, seals (numismatics)Trinidad-Segovia J.Eedt1318494Sánchez-Granero Miguel ÁngeledtTrinidad-Segovia J.EothSánchez-Granero Miguel ÁngelothBOOK9910557564003321Quantitative Methods for Economics and Finance3033326UNINA