Empirical Finance
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Empirical Finance For Finance And Banking
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Author : Robert Sollis
language : en
Publisher: John Wiley & Sons
Release Date : 2012-02-06
Empirical Finance For Finance And Banking written by Robert Sollis and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-02-06 with Business & Economics categories.
Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master’s degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics. The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions.
Handbook Of Research Methods And Applications In Empirical Finance
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Author : Adrian R. Bell
language : en
Publisher: Edward Elgar Publishing
Release Date : 2013-01-01
Handbook Of Research Methods And Applications In Empirical Finance written by Adrian R. Bell and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-01 with Business & Economics categories.
This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.
Empirical Finance
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Author : Shigeyuki Hamori
language : en
Publisher: MDPI
Release Date : 2019-03-25
Empirical Finance written by Shigeyuki Hamori and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-25 with Business & Economics categories.
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.
Empirical Finance
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Author : Sardar M. N. Islam
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Empirical Finance written by Sardar M. N. Islam and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This book makes two key contributions to empirical finance. First it provides a comprehensive analysis of the Thai stock market. Second it presents an excellent exposition ofhow modem econometric techniques can be utilised to understand a market. The increasing globalisation of the world's financial markets has made our un derstanding of the risk-return relationship in a broader range of markets critical. This is particularly so in emerging markets where market depth and liquidity are major issues. One such emerging market is Thailand. The Thai capital market isof particular interest given that it was the market in which the Asian financial crises commenced. As such an understanding ofthe Thai capital market via study of the pre and post-crisis periods enables one to shed light on one of the major financial markets events of recent times. This book provides a quantitative analysis of the Thai capital market using some very useful and recent econometric techniques. The book provides an over view of the Thai stock market in chapter 2. Descriptive statistics and time series models (moving average, exponential smoothing, ARIMA) are presented in chap ter 3 followed by market efficiency tests based on autocorrelations in chapter 4. A richer set of models is then considered in chapters 5 through 8. Chapter 5 finds a cointegrating relationship between macroeconomic factors and stock returns.
Non Linear Time Series Models In Empirical Finance
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Author : Philip Hans Franses
language : en
Publisher: Cambridge University Press
Release Date : 2000-07-27
Non Linear Time Series Models In Empirical Finance written by Philip Hans Franses and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-07-27 with Business & Economics categories.
This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Journal Of Empirical Finance
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Author :
language : en
Publisher:
Release Date : 2002
Journal Of Empirical Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Econometrics categories.
Three Essays On Empirical Finance
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Author : Tse-Chun Lin
language : en
Publisher: Rozenberg Publishers
Release Date : 2009
Three Essays On Empirical Finance written by Tse-Chun Lin and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Handbook Of Empirical Economics And Finance
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Author : Aman Ullah
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Handbook Of Empirical Economics And Finance written by Aman Ullah and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Mathematics categories.
Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Empirical Finance
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Author : Gulnur Muradoglu
language : en
Publisher:
Release Date : 2008-02-01
Empirical Finance written by Gulnur Muradoglu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-01 with categories.
Non Linear Time Series Models In Empirical Finance
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Author : Philip Hans Franses
language : en
Publisher:
Release Date : 2000
Non Linear Time Series Models In Empirical Finance written by Philip Hans Franses and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.