Financial Statistics and Data Analytics

doi:10.3390/books978-3-03943-976-8

dc.contributor.editor	Liu, Shuangzhe
dc.contributor.editor	Sathye, Milind
dc.date.accessioned	2021-05-01T15:09:29Z
dc.date.available	2021-05-01T15:09:29Z
dc.date.issued	2021
dc.identifier	ONIX_20210501_9783039439751_174
dc.identifier.uri	https://directory.doabooks.org/handle/20.500.12854/68428
dc.description.abstract	Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.
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	Index parameter
dc.subject.other	estimation
dc.subject.other	wrapped stable
dc.subject.other	Hill estimator
dc.subject.other	characteristic function-based estimator
dc.subject.other	asymptotic
dc.subject.other	efficiency
dc.subject.other	GARCH model
dc.subject.other	HARCH model
dc.subject.other	PHARCH model
dc.subject.other	Griddy-Gibs
dc.subject.other	Euro-Dollar
dc.subject.other	safe-haven assets
dc.subject.other	gold price
dc.subject.other	Swiss Franc exchange rate
dc.subject.other	oil price
dc.subject.other	generalized Birnbaum–Saunders distributions
dc.subject.other	ACD models
dc.subject.other	Box-Cox transformation
dc.subject.other	high-frequency financial data
dc.subject.other	goodness-of-fit
dc.subject.other	banking competition
dc.subject.other	credit risk
dc.subject.other	NPLs
dc.subject.other	Theil index
dc.subject.other	convergence analysis
dc.subject.other	interest rates
dc.subject.other	yeld curve
dc.subject.other	no-arbitrage
dc.subject.other	bonds
dc.subject.other	B-splines
dc.subject.other	time series
dc.subject.other	multifractal processes
dc.subject.other	fractal scaling
dc.subject.other	heavy tails
dc.subject.other	long range dependence
dc.subject.other	financial models
dc.subject.other	Bitcoin
dc.subject.other	capital asset pricing model
dc.subject.other	estimation of systematic risk
dc.subject.other	tests of mean-variance efficiency
dc.subject.other	t-distribution
dc.subject.other	generalized method of moments
dc.subject.other	multifactor asset pricing model
dc.subject.other	Lerner index
dc.subject.other	stochastic frontiers
dc.subject.other	shrinkage estimator
dc.subject.other	seemingly unrelated regression model
dc.subject.other	multicollinearity
dc.subject.other	ridge regression
dc.subject.other	financial incentives
dc.subject.other	public service motivation
dc.subject.other	job performance
dc.subject.other	job satisfaction
dc.subject.other	intention to leave
dc.title	Financial Statistics and Data Analytics
dc.type	book
oapen.identifier.doi	10.3390/books978-3-03943-976-8
oapen.relation.isPublishedBy	46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn	9783039439751
oapen.relation.isbn	9783039439768
oapen.pages	232
oapen.place.publication	Basel, Switzerland

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