Quantitative methods for economics and finance

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.

MoreLess

Year of publication:	2021
Other Persons:	Trinidad Segovia, Juan Evangelista (contributor) ; Sánchez-Granero, Miguel Ángel (contributor)
Publisher:	Basel : MDPI
Subject:	Financial series \| Portfolio theory \| Factor models \| Volatility modeling \| Quantitative methods \| Long memory \| Computational finance \| Statistical arbitrage

More details

Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-0365-0197-0
Other identifiers:	10.3390/books978-3-0365-0197-0 [DOI] 1762887142 [GVK] hdl:10419/237808 [Handle]
Source:	EconStor

Persistent link: https://www.econbiz.de/10012606041