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Year of publication
Subject
All
Financial econometrics 355 Finanzmarktökonometrie 293 Theorie 129 Theory 127 Finanzmarkt 97 Financial market 95 financial econometrics 90 Ökonometrie 82 Zeitreihenanalyse 72 Time series analysis 68 Portfolio selection 60 Portfolio-Management 60 Financial economics 59 Kapitalmarkttheorie 59 Econometrics 56 Finanzmathematik 54 Volatility 47 Prognoseverfahren 46 Volatilität 46 Forecasting model 44 Mathematical finance 43 Financial Econometrics 36 Estimation 35 Modellierung 35 Scientific modelling 35 Schätzung 34 Option pricing theory 33 Optionspreistheorie 33 Artificial intelligence 31 Künstliche Intelligenz 31 ARCH-Modell 30 ARCH model 29 CAPM 27 Finanzanalyse 26 Financial analysis 25 Finanzkrise 25 Financial crisis 24 Schätztheorie 24 Welt 24 World 24
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Online availability
All
Free 186 Undetermined 129 CC license 10
Type of publication
All
Book / Working Paper 317 Article 145 Journal 9
Type of publication (narrower categories)
All
Article in journal 86 Aufsatz in Zeitschrift 86 Graue Literatur 85 Non-commercial literature 85 Working Paper 60 Hochschulschrift 55 Arbeitspapier 46 Collection of articles of several authors 34 Sammelwerk 34 Aufsatzsammlung 27 Collection of articles written by one author 24 Sammlung 24 Thesis 18 Lehrbuch 17 Textbook 15 Aufsatz im Buch 13 Book section 13 Article 8 Handbook 8 Handbuch 8 Konferenzschrift 4 Congress Report 3 Mehrbändiges Werk 3 Multi-volume publication 3 Conference paper 2 Konferenzbeitrag 2 Rezension 2 Systematic review 2 Übersichtsarbeit 2 Case study 1 Conference proceedings 1 Fallstudie 1 Festschrift 1 Glossar enthalten 1 Glossary included 1 Nachruf 1 Report 1 research-article 1
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Language
All
English 368 Undetermined 86 German 11 Spanish 3 French 2 Czech 1 Polish 1
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Author
All
McAleer, Michael 37 Lee, Cheng F. 16 Hammoudeh, Shawkat 13 Medeiros, Marcelo C. 9 Kelly, Bryan T. 7 Lee, John C. 7 Ling, Shiqing 7 Tong, Howell 7 Koopman, Siem Jan 6 Lönnbark, Carl 6 Aït-Sahalia, Yacine 5 Chikolwa, Bwembya 5 Hanousek, Jan 5 Hansen, Lars Peter 5 Pedersen, Rasmus Søndergaard 5 Sargent, Thomas J. 5 Worthington, Andrew C. 5 Xiu, Dacheng 5 Clark-Joseph, Adam D. 4 Diebold, Francis X. 4 Higgs, Helen 4 Hong, Yongmiao 4 Meyers, Robert A. 4 Narayan, Paresh Kumar 4 Sentana, Enrique 4 Steland, Ansgar 4 Ye, Mao 4 Asai, Manabu 3 Bali, Turan G. 3 Billio, Monica 3 Blasques, Francisco 3 Engle, Robert F. 3 Fabozzi, Frank J. 3 Fan, Jianqing 3 Giudici, Paolo 3 Gorgi, Paolo 3 Gouriéroux, Christian 3 Gregoriou, Greg N. 3 Harvey, Andrew C. 3 Hull, Isaiah 3
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Institution
All
National Bureau of Economic Research 9 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 Department of Economics and Finance, College of Business and Economics 4 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 4 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 3 Goethe-Universität Frankfurt am Main 3 Institutionen för Nationalekonomi, Umeå Universitet 3 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 2 Erasmus University Rotterdam, Econometric Institute 2 Institute of Economic Research, Kyoto University 2 Society for Computational Economics - SCE 2 Tinbergen Instituut 2 Universität Mannheim 2 Verlag Dr. Kovač 2 William Davidson Institute, University of Michigan 2 Cambridge University Press 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Financial Studies 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Christian-Albrechts-Universität zu Kiel 1 Department of Economics and Finance, University of Central Missouri 1 Department of Economics and Related Studies, University of York 1 Department of Economics, Boston College 1 Department of Economics, University of Pennsylvania 1 Eric Cuvillier <Firma> 1 HAL 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 International Finance Conference <9., 2017, Paris> 1 International Forum on Financial Mathematics and Financial Technology <2., 2021, Online> 1 International Institute of Social and Economic Sciences 1 MAF <7., 2016, Paris> 1 Norges Bank 1 Springer Fachmedien Wiesbaden 1 Springer-Verlag GmbH 1 Statistisk Sentralbyrå, Government of Norway 1 Sveriges Riksbank 1 Taylor and Francis. 1 Technische Universität Dresden 1 Türkiye Sermaye Piyadaları Birliği 1
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Published in...
All
Journal of econometrics 11 NBER working paper series 9 Springer reference 8 SpringerLink / Bücher 8 ECON PhD dissertations 7 Quantitative Finance 7 MPRA Paper 6 Discussion paper / Tinbergen Institute 5 Econometric Institute Research Papers 5 Journal of Risk and Financial Management 5 Journal of risk and financial management : JRFM 5 Springer eBook Collection 5 Tinbergen Institute Discussion Paper 5 Computational economics 4 Documentos de Trabajo del ICAE 4 Systemic risk tomography : signals, measurement and transmission channels 4 Working Papers in Economics 4 Discussion paper / Centre for Economic Policy Research 3 Discussion papers / Department of Economics, University of Copenhagen 3 Schriftenreihe Finanzmanagement 3 Springer eBook Collection / Palgrave Economics & Finance Collection 3 Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013 3 Texto para discussão 3 Textos para discussão 3 Umeå Economic Studies 3 Advances in finance, accounting, and economics (AFAE) book series 2 Annals of financial economics 2 Bayesian model comparison 2 Econometric Institute Report 2 Econometric Institute research papers 2 Econometric Reviews 2 Econometric theory 2 Emerald points 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Eurasian Eononometrics, Statistics and Emprical Economics Journal 2 Handbooks of research methods and applications 2 International journal of central banking : IJCB 2 International journal of economics and finance 2 Journal / The Capco Institute : journal of financial transformation 2 Journal of East Asian economic integration 2
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Source
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ECONIS (ZBW) 349 RePEc 83 EconStor 23 BASE 15 Other ZBW resources 1
Showing 1 - 50 of 471
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Do financial markets allow the independence of central banks?
Miró, Damià Rey; Piffaut, Pedro; Zurdo, Ricardo Palomo - In: Journal of Central Banking Theory and Practice 13 (2024) 1, pp. 5-26
The research work presented below addresses the possible concern of central bank independence through the development and application of econometric models. The complexity of the modelling has allowed a step further in corroborating that financial independence is not only linked to the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558467
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Exploring the role of global value chain position in economic models for bankruptcy forecasting
Croquet, Mélanie; Cultrera, Loredana; Laroutis, Dimitri; … - In: Econometrics : open access journal 12 (2024) 4, pp. 1-19
This study addresses a significant gap in the literature by comparing the effectiveness of traditional statistical methods with artificial intelligence (AI) techniques in predicting bankruptcy among small and medium-sized enterprises (SMEs). Traditional bankruptcy prediction models often fail to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015272906
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Essays on the econometrics of option pricing
Vladimirov, Evgenii - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014491683
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Do financial markets allow the independence of central banks?
Miró, Damià Rey; Piffaut, Pedro; Zurdo, Ricardo Palomo - In: Journal of central banking theory and practice 13 (2024) 1, pp. 5-26
The research work presented below addresses the possible concern of central bank independence through the development and application of econometric models. The complexity of the modelling has allowed a step further in corroborating that financial independence is not only linked to the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014496228
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Machine Forecast Disagreement
Bali, Turan G.; Kelly, Bryan T.; Mörke, Mathis; … - 2023
We propose a statistical model of differences in beliefs in which heterogeneous investors are represented as different machine learning model specifications. Each investor forms return forecasts from their own specific model using data inputs that are available to all investors. We measure...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014340974
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Interdependence and contagion effects in agricultural commodities markets : a bibliometric analysis, implications, and insights for sustainable development
Santana, Thiago Pires; Horta, Nicole Rebolo; Ramos, … - In: Equilibrium : quarterly journal of economics and … 18 (2023) 4, pp. 907-940
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The impact of COVID-19 on the volatility of copper futures
Melo-Vega-Angeles, Oscar; Chuquillanqui-Lichardo, Bryan - In: Economies : open access journal 11 (2023) 7, pp. 1-15
The COVID-19 pandemic has introduced significant uncertainty across various economic sectors, most notably in the industrial sector due to the high volatility in copper futures markets. These markets play a crucial role in the construction, electrical networks, electronic products, and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014322991
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014282051
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Financial Machine Learning
Kelly, Bryan T.; Xiu, Dacheng - 2023
We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line of research has to offer and recommend promising directions for future research. This survey is designed for both financial economists interested in grasping...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014349505
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Financial Machine Learning
Kelly, Bryan T.; Xiu, Dacheng - 2023
We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line of research has to offer and recommend promising directions for future research. This survey is designed for both financial economists interested in grasping...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014349681
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Empirical finance
Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 13 (2020) 1/6, pp. 1-3
The research field related to finance has made great progress in recent years due to the development of information processing technology and the availability of large-scale data. This special issue is a collection of 16 articles on empirical finance and one book review. The content is six...
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Financial econometrics : theory and applications
Shi, Shuping (ed.); Wang, Xiaohu (ed.); Zeng, Tao (ed.) - 2025
Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357486
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Statistical arbitrage with mean-reverting overnight price gaps on high-frequency data of the S&P 500
Stübinger, Johannes; Schneider, Lucas - In: Journal of risk and financial management : JRFM 12 (2019) 2/51, pp. 1-19
This paper develops a fully-fledged statistical arbitrage strategy based on a mean-reverting jump-diffusion model and applies it to high-frequency data of the S&P 500 constituents from January 1998-December 2015. In particular, the established stock selection and trading framework identifies...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012022240
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How and When are High-Frequency Stock Returns Predictable?
Aït-Sahalia, Yacine; Fan, Jianqing; Xue, Lirong; Zhou, … - 2022
This paper studies the predictability of ultra high-frequency stock returns and durations to relevant price, volume and transactions events, using machine learning methods. We find that, contrary to low frequency and long horizon returns, where predictability is rare and inconsistent,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013290620
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Machine Forecast Disagreement and Equity Returns
Bali, Turan G.; Chang, Ran; Kelly, Bryan T. - 2022
We propose a belief-generating model from which we build a statistical measure of investor disagreement. We simulate differences in beliefs across investors by endowing them with different machine learning models for forecasting returns from the same set of inputs. We measure disagreement as the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013298797
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Feature Scaling for Financial Machine Learning
Shen, Jieli - 2022
Machine learning have made a large number of novel applications in various domains in finance. Though more complex and advanced models have been proposed and explored in literatures, the input data to the models and how the raw features are preprocessed, remains important. This article provides...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013406507
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Essays in financial econometrics
Siggaard, Mathias Voldum - 2022 - This version: November 1, 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014259181
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Quantitative risk and portfolio management : theory and practice
Winston, Kenneth - 2024
"A modern introduction to risk and portfolio management for advanced undergraduate and beginning graduate students who will become practitioners in the field of quantitative finance, including extensive live data and Python code which allow the application of theory to real-world situations."
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The Statistical Limit of Arbitrage
Da, Rui; Nagel, Stefan; Xiu, Dacheng - National Bureau of Economic Research - 2024
We investigate the economic consequences of statistical learning for arbitrage pricing in a high-dimensional setting. Arbitrageurs learn about alphas from historical data. When alphas are weak and rare, estimation errors hinder arbitrageurs--even those employing optimal machine learning...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015094912
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Benchmark analysis of machine learning methods to forecast the U.S. annual inflation rate during a high-decile inflation period
Malladi, Rama K. - In: Computational economics 64 (2024) 1, pp. 335-375
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Application of supervised machine learning techniques to forecast the COVID‑19 U.S. recession and stock market crash
Malladi, Rama K. - In: Computational economics 63 (2024) 3, pp. 1021-1045
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Does swing pricing reduce investment funds' liquidity risk in times of market stress? : evidence from the March-2020 episode
Wu, Shui Tang; Wong, Joe Ho-Yeung; Fong, Tom - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534799
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Volatilityforecastingpackage : a financial volatility package in mathematica
Khodabaccus, Noorshanaaz; Saib, Aslam A. E. F. - In: Computational economics 63 (2024) 6, pp. 2307-2324
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636740
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Run risks of cash-redeemable ETFs
Leung, David Wing Yu; Wong, Joe Ho-Yeung; Fong, Tom - In: Pacific-Basin finance journal 85 (2024), pp. 1-12
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Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F. - 2024
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Testing the efficiency of globally listed private equity markets
Tegtmeier, Lars - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-16
This study is the first to investigate the efficient market hypothesis in its weak form and the random walk behaviour of globally listed private equity (LPE) markets represented by nine global, regional, and style indices based on weekly data covering the period from January 2004 to December...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013200997
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Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence
Blasques, Francisco; D'Innocenzo, Enzo; Koopman, Siem Jan - 2021
We propose a multiplicative dynamic factor structure for the conditional modelling of the variances of an N-dimensional vector of financial returns. We identify common and idiosyncratic conditional volatility factors. The econometric framework is based on an observation-driven time series model...
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Quantitative methods in economics and finance
Kliestik, Tomas (contributor);  … - 2021
The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012606042
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The interplay between board characteristics, financial performance, and risk management disclosure in the financial services sector: New empirical evidence from Europe
Noja, Gratiela Georgiana; Thalassinos, Eleftherios; … - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-20
This paper empirically evidences the role played by board characteristics (skills, diversity, structure, independence) in supporting risk management disclosure and shaping the financial performance of European companies operating in the financial services sector. We exploit data selected from...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012611636
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Essays in financial econometrics
Bertelsen, Kristoffer Pons - 2021 - This version: November 9, 2021
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Macroeconomic Uncertainty Prices When Beliefs are Tenuous
Hansen, Lars Peter; Sargent, Thomas J. - 2021
A representative investor does not know which member of a set of well-defined parametric "structured models'' is best. The investor also suspects that all of the structured models are misspecified. These uncertainties about probability distributions of risks give rise to components of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013222314
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Financial Econometrics - R Tutorial Guidance
Wang, Yizhi; Vigne, Samuel - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013223934
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Quantitative methods in economics and finance
Kliestik, Tomas (ed.); Valaskova, Katarina (ed.);  … - 2021
The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012586709
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Testing the efficiency of globally listed private equity markets
Tegtmeier, Lars - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-16
This study is the first to investigate the efficient market hypothesis in its weak form and the random walk behaviour of globally listed private equity (LPE) markets represented by nine global, regional, and style indices based on weekly data covering the period from January 2004 to December...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012622817
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Common and idiosyncratic conditional volatility factors : theory and empirical evidence
Blasques, Francisco; D'Innocenzo, Enzo; Koopman, Siem Jan - 2021 - This version: June 21, 2021
We propose a multiplicative dynamic factor structure for the conditional modelling of the variances of an N-dimensional vector of financial returns. We identify common and idiosyncratic conditional volatility factors. The econometric framework is based on an observation-driven time series model...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012591559
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Linear and non-linear financial econometrics : theory and practice
Terzioğlu, Mehmet (ed.) - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012596082
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The interplay between board characteristics, financial performance, and risk management disclosure in the financial services sector : new empirical evidence from Europe
Noja, Gratiela Georgiana; Thalassinos, Eleftherios; … - In: Journal of risk and financial management : JRFM 14 (2021) 2/79, pp. 1-20
This paper empirically evidences the role played by board characteristics (skills, diversity, structure, independence) in supporting risk management disclosure and shaping the financial performance of European companies operating in the financial services sector. We exploit data selected from...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012484146
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Who are the arbitrageurs? : empirical evidence from Bitcoin traders in the Mt. Gox exchange platform
Saggese, Pietro; Belmonte, Alessandro; Dimitri, Nicola; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013165396
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Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia; Swanson, Norman R.; Vasnev, Andrey; … - In: Annals of financial economics 16 (2021) 3, pp. 1-21
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013185326
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Bayesian nonparametrics for financial volatility modeling
Zaharieva, Martina Danielova - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012200829
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Complexity in Factor Pricing Models
Didisheim, Antoine; Ke, Shikun; Kelly, Bryan T.; … - National Bureau of Economic Research - 2023
We theoretically characterize the behavior of machine learning asset pricing models. We prove that expected out-of-sample model performance--in terms of SDF Sharpe ratio and test asset pricing errors--is improving in model parameterization (or "complexity"). Our empirical findings verify the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014372446
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Machine Forecast Disagreement
Bali, Turan G.; Kelly, Bryan T.; Mörke, Mathis; … - National Bureau of Economic Research - 2023
We propose a statistical model of differences in beliefs in which heterogeneous investors are represented as different machine learning model specifications. Each investor forms return forecasts from their own specific model using data inputs that are available to all investors. We measure...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014337816
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Algorithmic finance
Amsterdam : IOS Press - Volume 9, numbers 1/2 (2021) [?]-volume 10, issue 1/2 …
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Financial mathematics : Volume II, a comprehensive treatment in continuous time
Campolieti, Giuseppe; Makarov, Roman - 2023 - First edition
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014493260
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Time Series Econometrics : Learning Through Replication
Levendis, John D. - 2023 - 2nd ed. 2023.
Introduction -- ARMA(p,q) Processes -- Model Selection in ARMA(p,q) processes -- Stationarity and Invertibility -- Non-stationarity and ARIMA(p,d,q) processes -- Seasonal ARMA(p,q) processe -- Unit root tests -- Structural Breaks -- ARCH, GARCH and Time-varying Variance -- Vector Autoregressions...
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A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen; Minh-Ngoc Tran; Gunawan, David; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 414-428
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014448201
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Financial Machine Learning
Kelly, Bryan T.; Xiu, Dacheng - National Bureau of Economic Research - 2023
We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line of research has to offer and recommend promising directions for future research. This survey is designed for both financial economists interested in grasping...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014322889
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Financial mathematics
Brusov, Petr N.; Filatova, Tatiana; Orekhova, Natali - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289590
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Proceedings of the Second International Forum on Financial Mathematics and Financial Technology
Zheng, Zhiyong (ed.) - International Forum on Financial Mathematics and … - 2023
This open access book is the documentary of the Second International Forum on Financial Mathematics and Financial Technology, with focus on selected aspects of the current and upcoming trends in FinTech. In detail, the included scientific papers cover financial mathematics and FinTech,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014318556
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Analyst herding - whether, why, and when? : two new tests for herding detection in target forecast prices
Reveley, Callum; Shanaev, Savva; Bin, Yu; Panta, Humnath; … - In: Economics and business review 9 (2023) 4, pp. 25-55
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