LEADER 03485nam 2201009z- 450 001 9910557128703321 005 20231214133310.0 035 $a(CKB)5400000000040767 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/68428 035 $a(EXLCZ)995400000000040767 100 $a20202105d2021 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aFinancial Statistics and Data Analytics 210 $aBasel, Switzerland$cMDPI - Multidisciplinary Digital Publishing Institute$d2021 215 $a1 electronic resource (232 p.) 311 $a3-03943-975-8 311 $a3-03943-976-6 330 $aModern 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. 606 $aCoins, banknotes, medals, seals (numismatics)$2bicssc 610 $aIndex parameter 610 $aestimation 610 $awrapped stable 610 $aHill estimator 610 $acharacteristic function-based estimator 610 $aasymptotic 610 $aefficiency 610 $aGARCH model 610 $aHARCH model 610 $aPHARCH model 610 $aGriddy-Gibs 610 $aEuro-Dollar 610 $asafe-haven assets 610 $agold price 610 $aSwiss Franc exchange rate 610 $aoil price 610 $ageneralized Birnbaum?Saunders distributions 610 $aACD models 610 $aBox-Cox transformation 610 $ahigh-frequency financial data 610 $agoodness-of-fit 610 $abanking competition 610 $acredit risk 610 $aNPLs 610 $aTheil index 610 $aconvergence analysis 610 $ainterest rates 610 $ayeld curve 610 $ano-arbitrage 610 $abonds 610 $aB-splines 610 $atime series 610 $amultifractal processes 610 $afractal scaling 610 $aheavy tails 610 $along range dependence 610 $afinancial models 610 $aBitcoin 610 $acapital asset pricing model 610 $aestimation of systematic risk 610 $atests of mean-variance efficiency 610 $at-distribution 610 $ageneralized method of moments 610 $amultifactor asset pricing model 610 $aLerner index 610 $astochastic frontiers 610 $ashrinkage estimator 610 $aseemingly unrelated regression model 610 $amulticollinearity 610 $aridge regression 610 $afinancial incentives 610 $apublic service motivation 610 $ajob performance 610 $ajob satisfaction 610 $aintention to leave 615 7$aCoins, banknotes, medals, seals (numismatics) 700 $aLiu$b Shuangzhe$4edt$01097658 702 $aSathye$b Milind$4edt 702 $aLiu$b Shuangzhe$4oth 702 $aSathye$b Milind$4oth 906 $aBOOK 912 $a9910557128703321 996 $aFinancial Statistics and Data Analytics$93031145 997 $aUNINA