LEADER 05520nam 2201633z- 450 001 9910557564003321 005 20231214133544.0 035 $a(CKB)5400000000043987 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/68376 035 $a(EXLCZ)995400000000043987 100 $a20202105d2021 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aQuantitative Methods for Economics and Finance 210 $aBasel, Switzerland$cMDPI - Multidisciplinary Digital Publishing Institute$d2021 215 $a1 electronic resource (418 p.) 311 $a3-0365-0196-7 311 $a3-0365-0197-5 330 $aThis 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. 606 $aCoins, banknotes, medals, seals (numismatics)$2bicssc 610 $aacademic cheating 610 $atax evasion 610 $ainformality 610 $apairs trading 610 $ahurst exponent 610 $afinancial markets 610 $along memory 610 $aco-movement 610 $acointegration 610 $arisk 610 $adelay 610 $adecision-making process 610 $aprobability 610 $adiscount 610 $adetection 610 $amean square error 610 $amulticollinearity 610 $araise regression 610 $avariance inflation factor 610 $aderivation 610 $aintertemporal choice 610 $adecreasing impatience 610 $aelasticity 610 $aGARCH 610 $aEGARCH 610 $aVaR 610 $ahistorical simulation approach 610 $apeaks-over-threshold 610 $aEVT 610 $astudent t-copula 610 $ageneralized Pareto distribution 610 $acentered model 610 $anoncentered model 610 $aintercept 610 $aessential multicollinearity 610 $anonessential multicollinearity 610 $acommodity prices 610 $afutures prices 610 $anumber of factors 610 $aeigenvalues 610 $avolatility cluster 610 $aHurst exponent 610 $aFD4 approach 610 $avolatility series 610 $aprobability of volatility cluster 610 $aS& 610 $aP500 610 $aBitcoin 610 $aEthereum 610 $aRipple 610 $abitcoin 610 $adeep learning 610 $adeep recurrent convolutional neural networks 610 $aforecasting 610 $aasset pricing 610 $afinancial distress prediction 610 $aunconstrained distributed lag model 610 $amultiple periods 610 $aChinese listed companies 610 $acash flow management 610 $acorporate prudential risk 610 $athe financial accelerator 610 $afinancial distress 610 $ainduced risk aversion 610 $aliquidity constraints 610 $aliquidity risk 610 $amacroeconomic propagation 610 $amultiperiod financial management 610 $anon-linear macroeconomic modelling 610 $aTobin?s q 610 $aprecautionary savings 610 $apharmaceutical industry 610 $ascale economies 610 $aprofitability 610 $abiotechnological firms 610 $anon-parametric efficiency 610 $aproductivity 610 $aDEA 610 $adispersion trading 610 $aoption arbitrage 610 $avolatility trading 610 $acorrelation risk premium 610 $aeconometrics 610 $acomputational finance 610 $aensemble empirical mode decomposition (EEMD) 610 $aautoregressive integrated moving average (ARIMA) 610 $asupport vector regression (SVR) 610 $agenetic algorithm (GA) 610 $aenergy consumption 610 $acryptocurrency 610 $agold 610 $aP 500 610 $aDCC 610 $acopula 610 $acopulas 610 $aMarkov Chain Monte Carlo simulation 610 $alocal optima vs. local minima 610 $aSRA approach 610 $aforeign direct investment 610 $abilateral investment treaties 610 $aregional trade agreements 610 $astructural gravity model 610 $apolicy uncertainty 610 $astock prices 610 $adynamically simulated autoregressive distributed lag (DYS-ARDL) 610 $athreshold regression 610 $aUnited States 615 7$aCoins, banknotes, medals, seals (numismatics) 700 $aTrinidad-Segovia$b J.E$4edt$01318494 702 $aSánchez-Granero$b Miguel Ángel$4edt 702 $aTrinidad-Segovia$b J.E$4oth 702 $aSánchez-Granero$b Miguel Ángel$4oth 906 $aBOOK 912 $a9910557564003321 996 $aQuantitative Methods for Economics and Finance$93033326 997 $aUNINA