Info
Applied Econometrics / Chia-Lin Chang
| Applied Econometrics / Chia-Lin Chang |
| Autore | Chang Chia-Lin |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (222 p.) |
| Soggetto non controllato |
FHA loan
E42 Misery Index economic development managing of financial health duration models system GMM maximum likelihood estimator FMOLS market microstructure foreclosure company performance vector error correction model (VECM) earnings forecasts multivariate regression models competing risks social network model price recovery trading behavior efficiency prediction methods panel data nonlinearity control environment earnings announcements economic freedom E58 risk of bankruptcy foreign direct investment Granger causality test budgetary system and strategies denomination range heavy-tailed data unemployment exploratory diagnostics EGARCH historical time series home mortgage economic growth abnormal returns uncorrelated multivariate Student distribution post-communist countries nonparametric time series modeling inflation unified time series algorithm unobserved heterogeneity JEL Classification Fama-French factor model oil price risk spillover exchange rate Nigeria financial markets middle income countries trade balance independent multivariate Student distribution panel data factor model Mahalanobis distances derivatives market operational control Okun’s law default and prepayment DOLS income inequality frequency domain causality Granger-causality tests cointegration financial analysts postage stamps cash payments Probit and Logit models |
| ISBN |
9783038979272
3038979279 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346688403321 |
Chang Chia-Lin
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Complexity in Economic and Social Systems
| Complexity in Economic and Social Systems |
| Autore | Drożdż Stanisław |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (534 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
agent-based computational economics
agent-based modelling Baidu Index bargaining BDS central-banking chaos cluster-entropy complex adaptive systems complex network complex networks complex systems complexity economics complexity in stock market complexity of IPOs complexity science conjunctural movements copula functions correlation coefficient correlation dimension correspondence analysis cross-shareholding network cryptocurrencies cybernetics detrended cross-correlations development discrete-time models dual graph dynamic game model dynamical complexity dynamics economic complexity econophysics edge of chaos EMD entropic susceptibilities entropies entropy economics entropy weight TOPSIS Ethiopia Euler characteristic evolutionarily stable strategies evolutionary dynamics evolutionary information search dynamics extreme returns fake news feedback loops finance financial institution financial markets forecasting market risk four-colour theorem gain function GARCH model gender productivity gap general system theory generalized autoregressive conditional heteroscedasticity model (GARCH) generalized Pareto distribution homo oeconomicus inequality information demand information theory information transfer innovative activity IPO timing irreversible processes jump volatility Kondratieff waves land acquisition leveraged trading liquidity benchmark liquidity proxy location quotient Lyapunov macroeconomics macroprudential policy manufacturing industry measure of economic development minimal spanning tree mixture of distribution hypothesis motivation multifractal analysis multivariate transfer entropy municipality mutual information n/a Nash equilibrium network theory non-ergodic ill-behaved inverse problems non-extensive cross-entropy econometrics non-linear dynamics nonlinear dynamics partial determination peaks over threshold platforms for participation Polish Green Island effect power law pricing constraint prosumption public administration sector real estate real option recurrence plots Red Queen effect rumor spreading self-exciting point process Shannon-entropy speculation stock exchange market stock market stock markets stock price crash risk structural entropy systemic risk threshold effect time series time series analysis transfer entropy Tsallis entropy universal complexity measure value at risk volatility clustering volatility estimate wealth condensation websites Zipf law |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557397503321 |
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Drożdż Stanisław
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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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Computational Methods for Risk Management in Economics and Finance
| Computational Methods for Risk Management in Economics and Finance |
| Autore | Resta Marina |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (234 p.) |
| Soggetto non controllato |
admissible convex risk measures
auto-regressive Big Data capital allocation capital market pricing model cartography conditional Value-at-Risk (CoVaR) convex programming copula models CoVaR credit risk current drawdown data science deep learning efficient frontier estimation error financial markets financial mathematics financial regulation fractional Kelly allocation growth optimal portfolio independence assumption International Financial Reporting Standard 9 loss given default Markowitz portfolio theory multi-step ahead forecasts non-stationarity ordered probit portfolio theory quantile regression quantitative risk management random matrices risk measure risk-based portfolios shrinkage stock prices structural models systemic risk systemic risk measures target matrix utility functions value at risk weighted logistic regression Wishart model |
| ISBN | 3-03928-499-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910404091803321 |
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Resta Marina
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Determinants of Financial Development [[electronic resource] /] / by Y. Huang
| Determinants of Financial Development [[electronic resource] /] / by Y. Huang |
| Autore | Huang Y |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Basingstoke, : Springer Nature, 2010 |
| Descrizione fisica | 1 online resource (226 p.) |
| Disciplina | 332 |
| Soggetto topico |
Macroeconomics
Urban economics Banks and banking Environmental economics Development economics Political economy Macroeconomics/Monetary Economics//Financial Economics Urban Economics Banking Environmental Economics Development Economics International Political Economy |
| Soggetto non controllato |
reform
financiele markten carbon development financial markets koolstof ontwikkeling hervorming crisis Democracy Dependent and independent variables Estimator Gross domestic product Long run and short run P-value |
| ISBN | 0-230-30249-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half-Title; Title; Copyright; Dedication; Table of Contents; List of Figures; List of Tables; List of Abbreviations; Preface; 1 Introduction; 1.1 Background; 1.2 Origins of financial development: A review; 1.2.1 Institutions; 1.2.2 Policy; 1.2.3 Geography; 1.2.4 Other variables; 1.3 Structure of the book; 2 General Determinants of Financial Development; 2.1 Introduction; 2.2 The data; 2.2.1 Samples; 2.2.2 Measures of financial development; 2.2.3 The potential determinants; 2.3 Empirical strategy; 2.3.1 Bayesian Model Averaging; 2.3.2 General-to-specific approach
2.4 Empirical results (I): Overall financial development2.4.1 Some stylized facts; 2.4.2 What are the main determinants of FD?; 2.5 Empirical results (II): Specific financial developments; 2.6 Conclusions; Appendix text; Appendix tables; 3 Private Investment and Financial Development; 3.1 Introduction; 3.2 The data; 3.3 Analysis on data for five-year averages; 3.3.1 Methodology: System GMM; 3.3.2 Empirical results; 3.4 Analysis on annual data; 3.4.1 Methodology: Common factor approach; 3.4.2 Panel unit root tests; 3.4.3 Panel cointegration tests; 3.4.4 Estimation on annual data 3.5 ConclusionAppendix tables; Appendix figures; 4 Political Institutions and Financial Development; 4.1 Introduction; 4.2 Institutions, democratization and finance; 4.3 The measures and data; 4.3.1 The sample; 4.3.2 The measure and data for financial development; 4.3.3 The measure and data for institutional improvement; 4.4 Methodology; 4.5 Evidence; 4.5.1 Preliminary evidence; 4.5.2 Regression results; 4.6 Conclusion; Appendix tables; 5 Financial Reforms for Financial Development; 5.1 Introduction; 5.2 Methodology; 5.2.1 Model specifications; 5.2.2 Econometric methods 5.3 Empirical evidence5.3.1 Analysis on the original dataset; 5.3.2 Analysis on a larger dataset; 5.4 Discussions; 5.5 Conclusion; Appendix tables; 6 Geographic Determinants of Carbon Markets (CDM); 6.1 Introduction; 6.2 Data and stylized facts; 6.3 Econometric method: Spatial econometric approach; 6.4 Empirical evidence; 6.5 Concluding remarks; Appendix table; Conclusion; Notes; Bibliography; Index |
| Record Nr. | UNISA-996201645103316 |
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Huang Y
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| Basingstoke, : Springer Nature, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Entropy-Based Applications in Economics, Finance, and Management
| Entropy-Based Applications in Economics, Finance, and Management |
| Autore | Olbryś Joanna |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (276 p.) |
| Soggetto topico |
Computer science
Information technology industries |
| Soggetto non controllato |
bond market
butterfly effect Central and Eastern European countries chaos coherence complex network COVID-19 credit-to-GDP gap crisis crowded trading cryptocurrencies decomposition of income inequality dimensions of market liquidity dynamic time warping energy futures entropy epidemic states EU-SILC Europe financial markets financial stability fixed income security fuzzy c-means classification method generalized variance decomposition Global Financial Crisis high-frequency data household income income inequality interval numbers intra-day seasonality market connectedness market depth market microstructure MCGDM Mean Logarithmic Deviation monetary policy multivariate time series mutual information n/a networks nonlinear dynamics objective weights predictability regularity Rényi entropy Rényi transfer entropy risk spillovers rolling-window Rössler system Sample Entropy (SampEn) Shannon entropy similarity stock market stock market index structural entropy synchronicity tail-risk TOPSIS transfer entropy |
| ISBN | 3-0365-5806-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637783203321 |
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Olbryś Joanna
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The law of global digitality / / edited by Matthias C. Kettemann, Alexander Peukert and Indra Spiecker gen. Döhmann
| The law of global digitality / / edited by Matthias C. Kettemann, Alexander Peukert and Indra Spiecker gen. Döhmann |
| Autore | C. Kettemann Matthias |
| Pubbl/distr/stampa | Taylor & Francis, 2022 |
| Descrizione fisica | 1 online resource (xiii, 258 pages) |
| Disciplina | 343.09944 |
| Collana | Routledge research in the law of emerging technologies |
| Soggetto topico |
Internet - Law and legislation
Digital media - Law and legislation Social media |
| Soggetto genere / forma | Conference papers and proceedings. |
| Soggetto non controllato |
Bots
business law Central Bank Digital Currency Commercial Law Conflict of laws Consumer Contracts Cybersquatters code is law criminal law cross-border digital issues cyberlaw Data Protection Law Deep Fakes Digital commerce Digital Platform Disclosure Obligations digital communication European General Data Protection Regulation financial markets GDPR Global Commerce Global Digitality global communication networks global digital issues Intellectual property enforcement IP rights jurisdiction local legal systems Money laundering |
| ISBN |
1-00-328388-8
1-000-60376-8 1-003-28388-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction : the law of global digitality -- Towards a legal methodology of digitalisation - the example of digital copyright law -- Transnational intellectual property governance on the internet -- The more the merrier - a dynamic approach learning from prior misgovernance in EU Data Protection Law -- Giving the invisible hand a relatively free hand : data privacy in the U.S. and the unfortunate, but lawful, commodification of the person -- The challenge of globalized online commerce for U.S. Contract and Consumer Law -- Paradigms of EU Consumer Law in the digital age -- Law of digitality : Media Law - US perspectives -- European Media Law in times of digitality -- Regulating virtual currencies -- Criminal Law Regulation of global digitality : characteristics and critique of Cybercrime Law -- Conclusion : the law of global digitality : findings and future research. |
| Record Nr. | UNINA-9910584584303321 |
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C. Kettemann Matthias
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| Taylor & Francis, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Modeling with Differential Equations in Physics, Chemistry, Biology, and Economics
| Mathematical Modeling with Differential Equations in Physics, Chemistry, Biology, and Economics |
| Autore | Palestini Arsen |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (150 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
border collision bifurcation
commuting operator convalescent plasma transfusion (CPT) COVID-19 transmission degeneracy differential equation differential equations with discontinuous right-hand sides differential evolution dynamical systems economics eigenvalues elliptic PDE financial markets fundamental analysis gauss hypergeometric functions Hopfield artificial neural networks initial value problem investment style Kepler-type orbits ladder operator Lie symmetries market maker mixing process n/a networks oscillatory problems q-Hermite polynomials relationships Runge-Kutta SEIR ODE model simulated annealing simultaneous differential equations splitted separation stability technical analysis variable production rate zeros of q-Hermite polynomials |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910585935903321 |
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Palestini Arsen
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 online resource (418 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
academic cheating
asset pricing autoregressive integrated moving average (ARIMA) bilateral investment treaties biotechnological firms bitcoin Bitcoin cash flow management centered model Chinese listed companies co-movement cointegration commodity prices computational finance copula copulas corporate prudential risk correlation risk premium cryptocurrency DCC DEA decision-making process decreasing impatience deep learning deep recurrent convolutional neural networks delay derivation detection discount dispersion trading dynamically simulated autoregressive distributed lag (DYS-ARDL) econometrics EGARCH eigenvalues elasticity energy consumption ensemble empirical mode decomposition (EEMD) essential multicollinearity Ethereum EVT FD4 approach financial distress financial distress prediction financial markets forecasting foreign direct investment futures prices GARCH generalized Pareto distribution genetic algorithm (GA) gold historical simulation approach hurst exponent Hurst exponent induced risk aversion informality intercept intertemporal choice liquidity constraints liquidity risk local optima vs. local minima long memory macroeconomic propagation Markov Chain Monte Carlo simulation mean square error multicollinearity multiperiod financial management multiple periods non-linear macroeconomic modelling non-parametric efficiency noncentered model nonessential multicollinearity number of factors option arbitrage P 500 P500 pairs trading peaks-over-threshold pharmaceutical industry policy uncertainty precautionary savings probability probability of volatility cluster productivity profitability raise regression regional trade agreements Ripple risk S& scale economies SRA approach stock prices structural gravity model student t-copula support vector regression (SVR) tax evasion the financial accelerator threshold regression Tobin's q unconstrained distributed lag model United States VaR variance inflation factor volatility cluster volatility series volatility trading |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557564003321 |
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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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Running the world's markets [[electronic resource] ] : the governance of financial infrastructure / / Ruben Lee
| Running the world's markets [[electronic resource] ] : the governance of financial infrastructure / / Ruben Lee |
| Autore | Lee Ruben |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, 2011 |
| Descrizione fisica | 1 online resource (471 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Stock exchanges - Management
Financial management |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
Canadian Depository for Securities
Clearstream International Depository Trust and Clearing Corporation Deutsche Brse Euroclear European Central Counterparty Limited Financial Sector Assessment Program Hong Kong Exchanges and Clearing International Council of Securities Associations International Organization of Securities Commissions LCH.Clearnet London International Financial Futures and Options Exchange London Stock Exchange Murakami Fund NASDAQ New York Stock Exchange Osaka Securities Exchange World Federation of Exchanges board composition cash equity markets central counter-parties central counterparties central securities depositories central securities clearing institutions exchanges fair markets financial markets financial regulation governance model governance harmoniztion industry structure infrastructure institutions infrastructure investor protection jurisdiction jurisdictions market infrastructure institutions market infrastructure market power ownership structure profit mandate regulatory authority regulatory intervention regulatory power allocation regulatory powers securities markets settlement entities standardization systemic risk reduction |
| ISBN |
1-282-96456-9
9786612964565 1-4008-3697-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Definitions -- Market power -- The allocation of regulatory powers over securities markets -- Regulation and governance of market infrastructure institutions : global perspective -- Governance of market infrastructure institutions : a snapshot -- Exchanges -- CCPs and CSDs -- What is the most efficient governance structure? -- Who should regulate what? -- How should market infrastructure institution governance be regulated?. |
| Record Nr. | UNINA-9910460108103321 |
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Lee Ruben
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| Princeton, : Princeton University Press, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Running the world's markets [[electronic resource] ] : the governance of financial infrastructure / / Ruben Lee
| Running the world's markets [[electronic resource] ] : the governance of financial infrastructure / / Ruben Lee |
| Autore | Lee Ruben |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, 2011 |
| Descrizione fisica | 1 online resource (471 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Stock exchanges - Management
Financial management |
| Soggetto non controllato |
Canadian Depository for Securities
Clearstream International Depository Trust and Clearing Corporation Deutsche Brse Euroclear European Central Counterparty Limited Financial Sector Assessment Program Hong Kong Exchanges and Clearing International Council of Securities Associations International Organization of Securities Commissions LCH.Clearnet London International Financial Futures and Options Exchange London Stock Exchange Murakami Fund NASDAQ New York Stock Exchange Osaka Securities Exchange World Federation of Exchanges board composition cash equity markets central counter-parties central counterparties central securities depositories central securities clearing institutions exchanges fair markets financial markets financial regulation governance model governance harmoniztion industry structure infrastructure institutions infrastructure investor protection jurisdiction jurisdictions market infrastructure institutions market infrastructure market power ownership structure profit mandate regulatory authority regulatory intervention regulatory power allocation regulatory powers securities markets settlement entities standardization systemic risk reduction |
| ISBN |
1-282-96456-9
9786612964565 1-4008-3697-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Definitions -- Market power -- The allocation of regulatory powers over securities markets -- Regulation and governance of market infrastructure institutions : global perspective -- Governance of market infrastructure institutions : a snapshot -- Exchanges -- CCPs and CSDs -- What is the most efficient governance structure? -- Who should regulate what? -- How should market infrastructure institution governance be regulated?. |
| Record Nr. | UNINA-9910785587703321 |
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Lee Ruben
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| Princeton, : Princeton University Press, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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