Quantitative methods for economics and finance

editors J.E. Trinidad-Segovia, Miguel Ángel Sánchez-Granero

This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.

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Year of publication:	[2021]
Other Persons:	Trinidad Segovia, Juan Evangelista (ed.) ; Sánchez-Granero, Miguel Ángel (ed.)
Publisher:	Basel, Switzerland : MDPI
Subject:	Financial series \| Portfolio theory \| Factor models \| Volatility modeling \| Quantitative methods \| Long memory \| Computational finance \| Statistical arbitrage \| Portfolio-Management \| Portfolio selection \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Finanzmathematik \| Mathematical finance \| Finanzmarkt \| Financial market \| Statistische Methode \| Statistical method \| Arbitrage \| Statistische Methodenlehre \| Statistical theory \| Kapitalmarkttheorie \| Financial economics \| Optionspreistheorie \| Option pricing theory

Extent:	1 Online-Ressource (circa 420 Seiten) Illustrationen
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung
Language:	English
ISBN:	978-3-0365-0197-0 ; 978-3-0365-0196-3
Other identifiers:	10.3390/books978-3-0365-0197-0 [DOI] hdl:10419/237808 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012586869