EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Financial econometrics"
Narrow search

Narrow search

Year of publication
Subject
All
Financial econometrics 219 Finanzmarktökonometrie 161 Theorie 80 Theory 78 financial econometrics 78 Finanzmarkt 56 Financial market 54 Ökonometrie 41 USA 37 United States 37 Zeitreihenanalyse 35 Financial Econometrics 34 Time series analysis 34 Estimation 33 Volatility 33 Schätzung 32 Volatilität 32 Finanzmathematik 30 Finanzkrise 23 Econometrics 22 Financial crisis 22 Mathematical finance 21 Prognoseverfahren 20 Forecasting model 18 Financial economics 17 Kapitalmarkttheorie 17 Portfolio selection 17 Portfolio-Management 17 volatility 17 ARCH-Modell 16 ARCH model 15 Börsenkurs 14 Option pricing theory 14 Optionspreistheorie 14 Share price 14 Welt 14 World 14 Risikomanagement 13 Risk management 13 Aktienmarkt 12
more ... less ...
Online availability
All
Free 144 Undetermined 72
Type of publication
All
Book / Working Paper 219 Article 103 Journal 7
Type of publication (narrower categories)
All
Graue Literatur 65 Non-commercial literature 65 Article in journal 51 Aufsatz in Zeitschrift 51 Working Paper 49 Hochschulschrift 41 Arbeitspapier 35 Collection of articles of several authors 27 Sammelwerk 27 Collection of articles written by one author 22 Sammlung 22 Thesis 17 Lehrbuch 16 Aufsatzsammlung 12 Aufsatz im Buch 7 Book section 7 Handbook 6 Handbuch 6 Article 5 Congress Report 3 Konferenzschrift 3 Mehrbändiges Werk 2 Multi-volume publication 2 Systematic review 2 Übersichtsarbeit 2 Case study 1 Commentary 1 Conference paper 1 Conference proceedings 1 Fallstudie 1 Glossar enthalten 1 Glossary included 1 Kommentar 1 Konferenzbeitrag 1 Nachruf 1 Report 1 Textbook 1
more ... less ...
Language
All
English 228 Undetermined 86 German 9 Spanish 3 French 2 Czech 1 Polish 1
more ... less ...
Author
All
McAleer, Michael 37 Hammoudeh, Shawkat 13 Medeiros, Marcelo C. 9 Lee, Cheng F. 8 Ling, Shiqing 7 Tong, Howell 7 Lönnbark, Carl 6 Chikolwa, Bwembya 5 Hanousek, Jan 5 Worthington, Andrew C. 5 Diebold, Francis X. 4 Higgs, Helen 4 Koopman, Siem Jan 4 Steland, Ansgar 4 Asai, Manabu 3 Billio, Monica 3 Hull, Isaiah 3 Jusélius, Katarina 3 Kočenda, Evžen 3 Lee, John C. 3 Lux, Thomas 3 Narayan, Paresh Kumar 3 Novotný, Jan 3 Pedersen, Rasmus Søndergaard 3 Pelizzon, Loriana 3 Strasser, Georg H. 3 Stübinger, Johannes 3 SÜMER, Kutluk Kaðan 3 Agrawal, Gaurav 2 Alstad, Geir E. 2 Aziakpono, Meshach Jesse 2 Aït-Sahalia, Yacine 2 Bell, Adrian R. 2 Blasques, Francisco 2 Chang, Chia-Lin 2 Chen, James Ming 2 Chevallier, Julien 2 Chmielewska, Anna 2 Cont, Rama 2 Costola, Michele 2
more ... less ...
Institution
All
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 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 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 Goethe-Universität Frankfurt am Main 1 HAL 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 International Finance Conference <9., 2017, Paris> 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 Technische Universität Dresden 1 Türkiye Sermaye Piyadaları Birliği 1 Universität Mannheim 1 Universität Trier 1 Université Paris-Dauphine (Paris IX) 1 Westfälische Wilhelms-Universität Münster 1
more ... less ...
Published in...
All
Quantitative Finance 7 MPRA Paper 6 Springer reference 6 Discussion paper / Tinbergen Institute 5 ECON PhD dissertations 5 Econometric Institute Research Papers 5 Journal of risk and financial management : JRFM 5 Tinbergen Institute Discussion Paper 5 Documentos de Trabajo del ICAE 4 Journal of Risk and Financial Management 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 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 Econometric Institute Report 2 Econometric Institute research papers 2 Econometric Reviews 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 of East Asian economic integration 2 Journal of econometrics 2 KIER Working Papers 2 PhD series / Copenhagen Business School 2 Quantitative finance set 2 RePAd Working Paper Series 2 Review of quantitative finance and accounting 2 Routledge advances in applied financial econometrics 2 SpringerLink / Bücher 2 Statistical Papers / Springer 2 Tinbergen Institute Discussion Papers 2 Wiley finance series 2
more ... less ...
Source
All
ECONIS (ZBW) 211 RePEc 83 EconStor 20 BASE 15
Showing 1 - 50 of 329
Cover Image
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...
Persistent link: https://ebtypo.dmz1.zbw/10012606023
Saved in:
Cover Image
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...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012606042
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10012611636
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10012484146
Saved in:
Cover Image
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...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012586709
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10012591559
Saved in:
Cover Image
Linear and non-linear financial econometrics : theory and practice
Terzioğlu, Mehmet (ed.) - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012596082
Saved in:
Cover Image
Essays in financial econometrics
Bertelsen, Kristoffer Pons - 2021 - This version: November 9, 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013041226
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10013165396
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10012622817
Saved in:
Cover Image
Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects
Gorgi, Paolo; Koopman, Siem Jan - 2020
We consider a general class of observation-driven models with exogenous regressors for double bounded data that are based on the beta distribution. We obtain a stationary and ergodic beta observation-driven process subject to a contraction condition on the stochastic dynamic model equation. We...
Persistent link: https://ebtypo.dmz1.zbw/10012233966
Saved in:
Cover Image
Empirical finance
Hamori, Shigeyuki - In: Journal of Risk and Financial Management 13 (2020) 1, 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...
Persistent link: https://ebtypo.dmz1.zbw/10012611240
Saved in:
Cover Image
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...
Persistent link: https://ebtypo.dmz1.zbw/10012173272
Saved in:
Cover Image
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo; Koopman, Siem Jan - 2020
We consider a general class of observation-driven models with exogenous regressors for double bounded data that are based on the beta distribution. We obtain a stationary and ergodic beta observation-driven process subject to a contraction condition on the stochastic dynamic model equation. We...
Persistent link: https://ebtypo.dmz1.zbw/10012161059
Saved in:
Cover Image
Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012415028
Saved in:
Cover Image
Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model
Heba, Mateusz; Chlebus, Marcin - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012322239
Saved in:
Cover Image
The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan; Ebrahimi, Seyed Babak; Mohammadi, Arman; … - In: Computational economics 59 (2022) 3, pp. 1087-1111
Persistent link: https://ebtypo.dmz1.zbw/10013169223
Saved in:
Cover Image
Financial economics and econometrics
Laopodis, Nikiforos - 2022
"Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012590736
Saved in:
Cover Image
Financial Data Analytics : Theory and Application
Derindere Köseoğlu, Sinem (ed.) - 2022 - 1st ed. 2022.
PART 1. INTRODUCTION AND ANALYTICS MODELS -- Retraining and Reskilling Financial Participators in the Digital Age -- Basics of Financial Data Analytics -- Predictive Analytics Techniques: Theory and Applications in Finance -- Prescriptive Analytics Techniques: Theory and Applications in Finance...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013188202
Saved in:
Cover Image
Panel methods for finance : a guide to panel data econometrics for financial applications
Verbeek, Marno - 2022
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012064318
Saved in:
Cover Image
Financial data analytics : theory and application
Köseoğlu, Sinem Derindere (ed.) - 2022
This book presents both theory of financial data analytics, as well as comprehensive insights into the application of financial data analytics techniques in real financial world situations. It offers solutions on how to logically analyze the enormous amount of structured and unstructured data...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012625996
Saved in:
Cover Image
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 12 (2019) 2, 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://ebtypo.dmz1.zbw/10012611147
Saved in:
Cover Image
Financial econometrics
Tse, Yiu Kuen (ed.) - 2019
Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012117976
Saved in:
Cover Image
Essays on asset pricing with financial frictions
Poulsen, Thomas Kjær - 2019 - 1st edition
The first essay presents new empirical findings which are inconsistent with prominent theories on the investment premium. The investment premium is the positive stock return difierential between firms with low and high asset growth. Asset growth is the annual percentage change in total assets...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012124606
Saved in:
Cover Image
The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods
Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13
Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....
Persistent link: https://ebtypo.dmz1.zbw/10012039605
Saved in:
Cover Image
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter; Sargent, Thomas J. - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012020264
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10012022240
Saved in:
Cover Image
The fundamental equation in tourism finance
McAleer, Michael - In: Journal of risk and financial management : JRFM 8 (2015) 4, pp. 369-374
The purpose of the paper is to present the fundamental equation in tourism finance that connects tourism research to empirical finance and financial econometrics. The energy industry, which includes, oil, gas and bio-energy fuels, together with the tourism industry, are two of the most important...
Persistent link: https://ebtypo.dmz1.zbw/10011545065
Saved in:
Cover Image
The fundamental equation in tourism finance
McAleer, Michael - 2015
The purpose of the paper is to present the fundamental equation in tourism finance that connects tourism research to empirical finance and financial econometrics. The energy industry, which includes, oil, gas and bio-energy fuels, together with the tourism industry, are two of the most important...
Persistent link: https://ebtypo.dmz1.zbw/10011391546
Saved in:
Cover Image
Frontiers in time series and financial econometrics : an overview
Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015
Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of...
Persistent link: https://ebtypo.dmz1.zbw/10010484894
Saved in:
Cover Image
Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
Adıgüzel Mercangöz, Burcu (ed.) - 2021 - 1st ed. 2021.
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...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012439970
Saved in:
Cover Image
Algorithmic finance
Amsterdam : IOS Press - Volume 9, numbers 1/2 (2021) [?]-
Persistent link: https://ebtypo.dmz1.zbw/10012656365
Saved in:
Cover Image
Applied Financial Econometrics : Theory, Method and Applications
Maiti, Moinak - 2021 - 1st ed. 2021.
Chapter 1. Scope and Methodology of Econometrics -- Chapter 2. Random Walk Hypothesis: Random Walk Models -- Chapter 3. Geometric Brownian Motion -- Chapter 4. Efficient Frontier -- Chapter 5. Portfolio Optimisation -- Chapter 6. Introduction to Asset Pricing Factor Models: CAPM Multifactor...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012615684
Saved in:
Cover Image
Financial integration of Asian markets : multivariate cointegration, causality and variance decomposition
Lamia, Kalai - In: International journal of business and systems research … 15 (2021) 4, pp. 510-526
Persistent link: https://ebtypo.dmz1.zbw/10012596136
Saved in:
Cover Image
Applied financial econometrics : theory, method and applications
Maiti, Moinak - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012604366
Saved in:
Cover Image
Developing an effective model for detecting trade-based market manipulation
Thoppan, Jose Joy; Punniyamoorthy, M.; Ganesh, K.; … - 2021 - First edition
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012491357
Saved in:
Cover Image
Handbook of financial econometrics, mathematics, statistics, and machine learning
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012061412
Saved in:
Cover Image
Handbook of research on emerging theories, models, and applications of financial econometrics
Adigüzel Mercangöz, Burcu (ed.) - 2021
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...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012513734
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10013185326
Saved in:
Cover Image
Volatility and co-movements of the equity markets in Central Europe: Evidence from Poland and Hungary
Chmielewska, Anna - In: Economic and Environmental Studies (E&ES) 18 (2018) 2, pp. 499-513
This article aims at verifying if there has been a structural change in the co-movement pattern of selected Central and Eastern Europe (CEE) over the ten-year period following the financial crisis. The empirical results confirmed that such a change was observed both in the correlation and...
Persistent link: https://ebtypo.dmz1.zbw/10011984362
Saved in:
Cover Image
Dependence modeling with applications in financial econometrics
Kurz, Malte Simon - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012164590
Saved in:
Cover Image
Generalized recovery
Lando, David; Pedersen, Lasse Heje; Jensen, Christian Skov - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011861988
Saved in:
Cover Image
Volatility and co-movements of the equity markets in Central Europe : evidence from Poland and Hungary
Chmielewska, Anna - In: Economic and environmental studies : a journal for … 18 (2018) 2, pp. 499-513
This article aims at verifying if there has been a structural change in the co-movement pattern of selected Central and Eastern Europe (CEE) over the ten-year period following the financial crisis. The empirical results confirmed that such a change was observed both in the correlation and...
Persistent link: https://ebtypo.dmz1.zbw/10011874650
Saved in:
Cover Image
Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011947759
Saved in:
Cover Image
Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011818780
Saved in:
Cover Image
Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M. - 2020
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012435295
Saved in:
Cover Image
Handbook of financial econometrics, mathematics, statistics, and machine learning
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2020
"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012643541
Saved in:
Cover Image
Asset-Liability and Liquidity Management
Farahvash, Pooya - 2020
Cover -- Title Page -- Copyright -- Contents -- About the Author -- Preface -- Abbreviations -- Introduction -- CHAPTER 1 Interest Rate -- Interest Rate, Future Value, and Compounding -- Use of Time Notation versus Period Notation -- Simple Interest -- Accrual and Payment Periods -- Present...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012231886
Saved in:
Cover Image
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F. - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1529-1578
Persistent link: https://ebtypo.dmz1.zbw/10012233214
Saved in:
Cover Image
Identifying and predicting financial earthquakes using Hawkes processes
Gresnigt, Francine - 2020
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012161287
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Contact us
  • Imprint
  • Privacy

Loading...