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Empirical Finance

There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes th...

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Bibliographic Details
Main Author: Hamori, Shigeyuki
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
Flight To Quality
Bank Credit
Machine Learning
Wholesale Electricity
Causality-in-variance
Algorithmic Trading
Data Mining
City Banks
Quantile Regression
Random Forest
Wavelet Transform
Statistical Arbitrage
Atr
Liquidity Risk Premium
N/a
Ardl
Natural Gas
Deep Learning
Real Estate Development Loans
Random Forests
Macd
Institutional Investors’ Shareholdings
Exchange Rate
Credit Risk
Deep Neural Network
Dependence Structure
Gold Return
Predictive Accuracy
Lstm
Structural Break
Piecewise Regression Model
Price Discovery
Take Profit
Spark Spread
Panel Data Model
Vietnam
Crude Oil Futures Prices Forecasting
Robust Regression
Currency Crisis
Ensemble Learning
Text Mining
Earnings Manipulation
Bankruptcy Prediction
Exports
Asymmetric Dependence
Tvp-var Model
Housing Loans
Market Microstructure
Ipo
Financial And Non-financial Variables
Bagging
Text Similarity
Short-term Forecasting
Latency
Volatility
Inertia
Convolutional Neural Networks
Japanese Yen
Us Dollar
Asset Pricing Model
Copula
Earnings Quality
Initial Public Offering
Cointegration
Housing And Stock Markets
Svm
Utility Of International Currency
Stop Loss
Cross-correlation Function
Housing Price
Earnings Management
Boosting
Global Financial Crisis
Neural Network
Futures Market
Financial Market Stress
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary:There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/
Physical Description:1 electronic resource (276 p.)
ISBN:books978-3-03897-707-0
9783038977063

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