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 gathers 19 p...

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Corporate Authors: Trinidad-Segovia, J.E., Sánchez-Granero, Miguel Ángel
Formáid: Livro
Teanga:Inglês
Foilsithe: MDPI - Multidisciplinary Digital Publishing Institute 2021
Ábhair:
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
academic cheating
tax evasion
informality
pairs trading
hurst exponent
financial markets
long memory
co-movement
cointegration
risk
delay
decision-making process
probability
discount
detection
mean square error
multicollinearity
raise regression
variance inflation factor
derivation
intertemporal choice
decreasing impatience
elasticity
GARCH
EGARCH
VaR
historical simulation approach
peaks-over-threshold
EVT
student t-copula
generalized Pareto distribution
centered model
noncentered model
intercept
essential multicollinearity
nonessential multicollinearity
commodity prices
futures prices
number of factors
eigenvalues
volatility cluster
Hurst exponent
FD4 approach
volatility series
probability of volatility cluster
S&amp
P500
Bitcoin
Ethereum
Ripple
bitcoin
deep learning
deep recurrent convolutional neural networks
forecasting
asset pricing
financial distress prediction
unconstrained distributed lag model
multiple periods
Chinese listed companies
cash flow management
corporate prudential risk
the financial accelerator
financial distress
induced risk aversion
liquidity constraints
liquidity risk
macroeconomic propagation
multiperiod financial management
non-linear macroeconomic modelling
Tobin’s q
precautionary savings
pharmaceutical industry
scale economies
profitability
biotechnological firms
non-parametric efficiency
productivity
DEA
dispersion trading
option arbitrage
volatility trading
correlation risk premium
econometrics
computational finance
ensemble empirical mode decomposition (EEMD)
autoregressive integrated moving average (ARIMA)
support vector regression (SVR)
genetic algorithm (GA)
energy consumption
cryptocurrency
gold
P 500
DCC
copula
copulas
Markov Chain Monte Carlo simulation
local optima vs. local minima
SRA approach
foreign direct investment
bilateral investment treaties
regional trade agreements
structural gravity model
policy uncertainty
stock prices
dynamically simulated autoregressive distributed lag (DYS-ARDL)
threshold regression
United States
Rochtain Ar Líne:https://directory.doabooks.org/handle/20.500.12854/68376
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