Empirical Finance |
Autore | Hamori Shigeyuki |
Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
Descrizione fisica | 1 electronic resource (276 p.) |
Soggetto non controllato |
short-term forecasting
wavelet transform IPO volatility US dollar institutional investors’ shareholdings neural network financial market stress market microstructure text similarity TVP-VAR model Japanese yen convolutional neural networks global financial crisis deep neural network cross-correlation function boosting causality-in-variance flight to quality bagging earnings quality algorithmic trading stop loss statistical arbitrage ensemble learning liquidity risk premium gold return futures market take profit currency crisis spark spread city banks piecewise regression model financial and non-financial variables exports data mining latency crude oil futures prices forecasting random forests wholesale electricity SVM random forest bank credit deep learning Vietnam inertia MACD initial public offering text mining bankruptcy prediction exchange rate asset pricing model LSTM panel data model structural break credit risk housing and stock markets copula ARDL earnings manipulation machine learning natural gas housing price asymmetric dependence real estate development loans earnings management cointegration predictive accuracy robust regression quantile regression dependence structure housing loans price discovery utility of international currency ATR |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910346675203321 |
Hamori Shigeyuki | ||
MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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The Theory Applications of Finance and Macroeconomics |
Autore | Hamdi Helmi |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (206 p.) |
Soggetto topico | Economics, finance, business & management |
Soggetto non controllato |
broad money
share market bank credit private sector growth financial inclusion banking sector of Pakistan supply side ARDL banking competition Lerner Index economic relationship TFP system GMM China–Africa bounds cointegration test information criterion model selection techniques plausible model fiscal redistribution financial development fiscal expenditure property income economic growth trade balance panel estimates macroeconomics poverty microfinance Pakistan firm growth threshold estimation public debt threshold effects MENA region quantum mechanics wave function extreme value analysis Bayesian inference stock market Value at Risk (VaR) Expected Shortfall (ES) prediction |
ISBN | 3-0365-5690-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910637784903321 |
Hamdi Helmi | ||
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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