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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 ga...

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Bibliographic Details
Main Author: Trinidad-Segovia, J.E.
Other Authors: Sánchez-Granero, Miguel Ángel
Format: eBook
Language:English
Published: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
Subjects:
Essential Multicollinearity
Garch
Egarch
Local Optima Vs. Local Minima
Deep Learning
Probability
Intercept
Derivation
Mean Square Error
Ripple
Long Memory
Macroeconomic Propagation
Induced Risk Aversion
Eigenvalues
Markov Chain Monte Carlo Simulation
Computational Finance
Bitcoin
Asset Pricing
Biotechnological Firms
Corporate Prudential Risk
Generalized Pareto Distribution
Profitability
Fd4 Approach
Volatility Cluster
Risk
Financial Distress Prediction
Student T-copula
Threshold Regression
P500
Volatility Series
Regional Trade Agreements
Decision-making Process
Centered Model
Pharmaceutical Industry
Coins, Banknotes, Medals, Seals (numismatics) / Bicssc
Multicollinearity
Copula
Bilateral Investment Treaties
Cointegration
Raise Regression
United States
Volatility Trading
Chinese Listed Companies
Gold
Liquidity Constraints
Ensemble Empirical Mode Decomposition (eemd)
Deep Recurrent Convolutional Neural Networks
Commodity Prices
Liquidity Risk
Unconstrained Distributed Lag Model
Tobin's Q
The Financial Accelerator
Multiperiod Financial Management
Policy Uncertainty
Nonessential Multicollinearity
Dcc
Noncentered Model
Var
Foreign Direct Investment
Forecasting
Non-parametric Efficiency
Hurst Exponent
Copulas
Genetic Algorithm (ga)
Number Of Factors
Energy Consumption
Productivity
Structural Gravity Model
Discount
Option Arbitrage
Dea
Econometrics
Historical Simulation Approach
Pairs Trading
Multiple Periods
Precautionary Savings
Elasticity
Co-movement
Futures Prices
Cryptocurrency
Evt
Delay
Informality
Dispersion Trading
Autoregressive Integrated Moving Average (arima)
Financial Distress
Support Vector Regression (svr)
Peaks-over-threshold
Probability Of Volatility Cluster
Correlation Risk Premium
Variance Inflation Factor
Financial Markets
Cash Flow Management
Intertemporal Choice
Decreasing Impatience
Detection
Non-linear Macroeconomic Modelling
P 500
Academic Cheating
Tax Evasion
S&amp
Dynamically Simulated Autoregressive Distributed Lag (dys-ardl)
Sra Approach
Ethereum
Scale Economies
Stock Prices
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary: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.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
Physical Description:1 electronic resource (418 p.)
ISBN:books978-3-0365-0197-0
9783036501970
9783036501963

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