Handbook of research on emerging theories, models, and applications of financial econometrics

Handbook of research on emerging theories, models, and applications of financial econometrics

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data...

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Sprache:eng
Veröffentlicht: Cham, Switzerland Springer 2021
Schlagworte:
Finanzmarktökonometrie > Theorie > Wissenschaftliche Methode > Ökonometrisches Modell > Economic theory. > Macroeconomics. > Economic history. > Lehrbuch > Aufsatzsammlung
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Titel Jahr Verfasser
Monetary policy shocks, financial heterogeneity, and corporate dynamic investment activity 2021 Aktar, Mahbuba
An amalgamation of big data analytics with tweet feeds for stock market trend anticipating systems : a review 2021 Nalabala, Deepika
Exploratory classification of time-series 2021 Camiz, Sergio
Financial econometrics and systemic risk 2021 Eratalay, M. Hakan
Oil price scenarios : economic and fiscal impacts on the Kuwait economy 2021 Dizmen, Sedat
Exchange rate sensitivity of firm value : evidence from nonfinancial firms listed on Borsa Istanbul 2021 Güney, Ethem
Using COGARCH-filtered volatility in modelling within ARDL framework 2021 Arı, Yakup
Performance of MS-GARCH models : Bayesian MCMC-based estimation 2021 Xaba, Lawrence Diteboho
Capital structure adjustment speed : evidence from Borsa Istanbul sub-sectors 2021 Korkmaz, Turhan
Construction of the monetary conditions index with TVP-VAR model : empirical evidence for Turkish economy 2021 Akdeniz, Coşkun
The impacts of transportation sector and unemployment on economic growth : evidence from asymmetric causality 2021 Kuzu Yildirim, Sultan
ARCH models and an application on exchange rate volatility : ARCH and GARCH models 2021 Kantar, Lokman
Predicting the tail behavior of financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices : extreme value theory approach 2021 Makatjane, Katleho
Limited dependent variables (logit and probit models) and an application on BIST-100 : logit and probit models 2021 Kantar, Lokman
Vector autoregressive model and analysis 2021 Akkaya, Murat
Monetary policy regimes, fiscal implications, and policy interactions among developing economies 2021 Pacifico, Antonio
Volatility spillovers between oil prices and BIST (Borsa Istanbul) dividend indexes 2021 Kocaarslan, Barış
Panel data analysis 2021 Yıldırım, Hasan Huseyin
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