LEADER 04018nam 2201177z- 450 001 9910346675203321 005 20240107231950.0 035 $a(CKB)4920000000094915 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/46295 035 $a(EXLCZ)994920000000094915 100 $a20202102d2019 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aEmpirical Finance 210 $cMDPI - Multidisciplinary Digital Publishing Institute$d2019 215 $a1 electronic resource (276 p.) 311 $a3-03897-706-3 330 $aThere 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. 610 $ashort-term forecasting 610 $awavelet transform 610 $aIPO 610 $avolatility 610 $aUS dollar 610 $ainstitutional investors? shareholdings 610 $aneural network 610 $afinancial market stress 610 $amarket microstructure 610 $atext similarity 610 $aTVP-VAR model 610 $aJapanese yen 610 $aconvolutional neural networks 610 $aglobal financial crisis 610 $adeep neural network 610 $across-correlation function 610 $aboosting 610 $acausality-in-variance 610 $aflight to quality 610 $abagging 610 $aearnings quality 610 $aalgorithmic trading 610 $astop loss 610 $astatistical arbitrage 610 $aensemble learning 610 $aliquidity risk premium 610 $agold return 610 $afutures market 610 $atake profit 610 $acurrency crisis 610 $aspark spread 610 $acity banks 610 $apiecewise regression model 610 $afinancial and non-financial variables 610 $aexports 610 $adata mining 610 $alatency 610 $acrude oil futures prices forecasting 610 $arandom forests 610 $awholesale electricity 610 $aSVM 610 $arandom forest 610 $abank credit 610 $adeep learning 610 $aVietnam 610 $ainertia 610 $aMACD 610 $ainitial public offering 610 $atext mining 610 $abankruptcy prediction 610 $aexchange rate 610 $aasset pricing model 610 $aLSTM 610 $apanel data model 610 $astructural break 610 $acredit risk 610 $ahousing and stock markets 610 $acopula 610 $aARDL 610 $aearnings manipulation 610 $amachine learning 610 $anatural gas 610 $ahousing price 610 $aasymmetric dependence 610 $areal estate development loans 610 $aearnings management 610 $acointegration 610 $apredictive accuracy 610 $arobust regression 610 $aquantile regression 610 $adependence structure 610 $ahousing loans 610 $aprice discovery 610 $autility of international currency 610 $aATR 700 $aHamori$b Shigeyuki$4auth$01265785 906 $aBOOK 912 $a9910346675203321 996 $aEmpirical Finance$93028039 997 $aUNINA