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Quantitative Methods for Economics and Finance
| Quantitative Methods for Economics and Finance |
| Autore | Trinidad-Segovia J.E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (418 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
academic cheating
tax evasion informality pairs trading hurst exponent financial markets long memory co-movement cointegration risk delay decision-making process probability discount detection mean square error multicollinearity raise regression variance inflation factor derivation intertemporal choice decreasing impatience elasticity GARCH EGARCH VaR historical simulation approach peaks-over-threshold EVT student t-copula generalized Pareto distribution centered model noncentered model intercept essential multicollinearity nonessential multicollinearity commodity prices futures prices number of factors eigenvalues volatility cluster Hurst exponent FD4 approach volatility series probability of volatility cluster S& P500 Bitcoin Ethereum Ripple bitcoin deep learning deep recurrent convolutional neural networks forecasting asset pricing financial distress prediction unconstrained distributed lag model multiple periods Chinese listed companies cash flow management corporate prudential risk the financial accelerator financial distress induced risk aversion liquidity constraints liquidity risk macroeconomic propagation multiperiod financial management non-linear macroeconomic modelling Tobin’s q precautionary savings pharmaceutical industry scale economies profitability biotechnological firms non-parametric efficiency productivity DEA dispersion trading option arbitrage volatility trading correlation risk premium econometrics computational finance ensemble empirical mode decomposition (EEMD) autoregressive integrated moving average (ARIMA) support vector regression (SVR) genetic algorithm (GA) energy consumption cryptocurrency gold P 500 DCC copula copulas Markov Chain Monte Carlo simulation local optima vs. local minima SRA approach foreign direct investment bilateral investment treaties regional trade agreements structural gravity model policy uncertainty stock prices dynamically simulated autoregressive distributed lag (DYS-ARDL) threshold regression United States |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557564003321 |
Trinidad-Segovia J.E
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
| Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data |
| Autore | Swanson Norman R |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (196 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
level, slope, and curvature of the yield curve
Nelson-Siegel factors supervised factor models combining forecasts principal components Minimum variance portfolio risk shrinkage S& P 500 high-frequency volatility forecasting realized measures bivariate GARCH Japanese candlestick ordered fuzzy number Kosiński’s number oriented fuzzy number dynamic analysis of securities integrated volatility high-frequency data jumps realized skewness cross-sectional stock returns signed jump variation long-range dependence log periodogram regression smoothed periodogram subsampling intraday returns portfolio selection maximum diversification regularization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557897503321 |
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Swanson Norman R
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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