Quantitative Methods for Economics and Finance

doi:10.3390/books978-3-0365-0197-0

dc.contributor.editor	Trinidad-Segovia, J.E.
dc.contributor.editor	Sánchez-Granero, Miguel Ángel
dc.date.accessioned	2021-05-01T15:08:26Z
dc.date.available	2021-05-01T15:08:26Z
dc.date.issued	2021
dc.identifier	ONIX_20210501_9783036501963_122
dc.identifier.uri	https://directory.doabooks.org/handle/20.500.12854/68376
dc.description.abstract	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.
dc.language	English
dc.subject.classification	thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items	en_US
dc.subject.other	academic cheating
dc.subject.other	tax evasion
dc.subject.other	informality
dc.subject.other	pairs trading
dc.subject.other	hurst exponent
dc.subject.other	financial markets
dc.subject.other	long memory
dc.subject.other	co-movement
dc.subject.other	cointegration
dc.subject.other	risk
dc.subject.other	delay
dc.subject.other	decision-making process
dc.subject.other	probability
dc.subject.other	discount
dc.subject.other	detection
dc.subject.other	mean square error
dc.subject.other	multicollinearity
dc.subject.other	raise regression
dc.subject.other	variance inflation factor
dc.subject.other	derivation
dc.subject.other	intertemporal choice
dc.subject.other	decreasing impatience
dc.subject.other	elasticity
dc.subject.other	GARCH
dc.subject.other	EGARCH
dc.subject.other	VaR
dc.subject.other	historical simulation approach
dc.subject.other	peaks-over-threshold
dc.subject.other	EVT
dc.subject.other	student t-copula
dc.subject.other	generalized Pareto distribution
dc.subject.other	centered model
dc.subject.other	noncentered model
dc.subject.other	intercept
dc.subject.other	essential multicollinearity
dc.subject.other	nonessential multicollinearity
dc.subject.other	commodity prices
dc.subject.other	futures prices
dc.subject.other	number of factors
dc.subject.other	eigenvalues
dc.subject.other	volatility cluster
dc.subject.other	Hurst exponent
dc.subject.other	FD4 approach
dc.subject.other	volatility series
dc.subject.other	probability of volatility cluster
dc.subject.other	S&amp
dc.subject.other	P500
dc.subject.other	Bitcoin
dc.subject.other	Ethereum
dc.subject.other	Ripple
dc.subject.other	bitcoin
dc.subject.other	deep learning
dc.subject.other	deep recurrent convolutional neural networks
dc.subject.other	forecasting
dc.subject.other	asset pricing
dc.subject.other	financial distress prediction
dc.subject.other	unconstrained distributed lag model
dc.subject.other	multiple periods
dc.subject.other	Chinese listed companies
dc.subject.other	cash flow management
dc.subject.other	corporate prudential risk
dc.subject.other	the financial accelerator
dc.subject.other	financial distress
dc.subject.other	induced risk aversion
dc.subject.other	liquidity constraints
dc.subject.other	liquidity risk
dc.subject.other	macroeconomic propagation
dc.subject.other	multiperiod financial management
dc.subject.other	non-linear macroeconomic modelling
dc.subject.other	Tobin’s q
dc.subject.other	precautionary savings
dc.subject.other	pharmaceutical industry
dc.subject.other	scale economies
dc.subject.other	profitability
dc.subject.other	biotechnological firms
dc.subject.other	non-parametric efficiency
dc.subject.other	productivity
dc.subject.other	DEA
dc.subject.other	dispersion trading
dc.subject.other	option arbitrage
dc.subject.other	volatility trading
dc.subject.other	correlation risk premium
dc.subject.other	econometrics
dc.subject.other	computational finance
dc.subject.other	ensemble empirical mode decomposition (EEMD)
dc.subject.other	autoregressive integrated moving average (ARIMA)
dc.subject.other	support vector regression (SVR)
dc.subject.other	genetic algorithm (GA)
dc.subject.other	energy consumption
dc.subject.other	cryptocurrency
dc.subject.other	gold
dc.subject.other	P 500
dc.subject.other	DCC
dc.subject.other	copula
dc.subject.other	copulas
dc.subject.other	Markov Chain Monte Carlo simulation
dc.subject.other	local optima vs. local minima
dc.subject.other	SRA approach
dc.subject.other	foreign direct investment
dc.subject.other	bilateral investment treaties
dc.subject.other	regional trade agreements
dc.subject.other	structural gravity model
dc.subject.other	policy uncertainty
dc.subject.other	stock prices
dc.subject.other	dynamically simulated autoregressive distributed lag (DYS-ARDL)
dc.subject.other	threshold regression
dc.subject.other	United States
dc.title	Quantitative Methods for Economics and Finance
dc.type	book
oapen.identifier.doi	10.3390/books978-3-0365-0197-0
oapen.relation.isPublishedBy	46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn	9783036501963
oapen.relation.isbn	9783036501970
oapen.pages	418
oapen.place.publication	Basel, Switzerland

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