Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Introduction -- Exploratory Classification of Time-Series -- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach -- Financial Econometrics and Systemic Risk -- Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity -- Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy -- Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul -- Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models -- Vector Autoregressive Model: Model and Analysis.-Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy -- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies -- The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality -- ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS -- Using CoGARCH Filtered Volatility in Modelling within ARDL Framework -- Performance of MS-GARCH Models: Bayesian MCMC based estimation -- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes -- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes -- Panel Data Analysis -- An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems -- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors. .