Financial Econometrics Modeling Market Microstructure Factor Models And Financial Risk Measures
DOWNLOAD
Download Financial Econometrics Modeling Market Microstructure Factor Models And Financial Risk Measures PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Financial Econometrics Modeling Market Microstructure Factor Models And Financial Risk Measures book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Financial Econometrics Modeling Market Microstructure Factor Models And Financial Risk Measures
DOWNLOAD
Author : G. Gregoriou
language : en
Publisher: Springer
Release Date : 2010-12-13
Financial Econometrics Modeling Market Microstructure Factor Models And Financial Risk Measures written by G. Gregoriou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-13 with Business & Economics categories.
This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models
DOWNLOAD
Author : G. Gregoriou
language : en
Publisher: Springer
Release Date : 2015-12-26
Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models written by G. Gregoriou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-26 with Business & Economics categories.
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.
Handbook Of Modeling High Frequency Data In Finance
DOWNLOAD
Author : Frederi G. Viens
language : en
Publisher: John Wiley & Sons
Release Date : 2011-11-16
Handbook Of Modeling High Frequency Data In Finance written by Frederi G. Viens 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 2011-11-16 with Business & Economics categories.
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data. A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as: Designing new methodology to discover elasticity and plasticity of price evolution Constructing microstructure simulation models Calculation of option prices in the presence of jumps and transaction costs Using boosting for financial analysis and trading The handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods. Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels.
Nonlinear Financial Econometrics Forecasting Models Computational And Bayesian Models
DOWNLOAD
Author : G. Gregoriou
language : en
Publisher: Springer
Release Date : 2010-12-21
Nonlinear Financial Econometrics Forecasting Models Computational And Bayesian Models written by G. Gregoriou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-21 with Business & Economics categories.
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
Nonlinear Financial Econometrics Markov Switching Models Persistence And Nonlinear Cointegration
DOWNLOAD
Author : Greg N. Gregoriou
language : en
Publisher: Springer
Release Date : 2010-12-08
Nonlinear Financial Econometrics Markov Switching Models Persistence And Nonlinear Cointegration written by Greg N. Gregoriou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-08 with Business & Economics categories.
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
Data Analysis With Spss For Survey Based Research
DOWNLOAD
Author : Saiyidi Mat Roni
language : en
Publisher: Springer Nature
Release Date : 2021-06-21
Data Analysis With Spss For Survey Based Research written by Saiyidi Mat Roni and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-21 with Mathematics categories.
This book is written for research students and early-career researchers to quickly and easily learn how to analyse data using SPSS. It follows commonly used logical steps in data analysis design for research. The book features SPSS screenshots to assist rapid acquisition of the techniques required to process their research data. Rather than using a conventional writing style to discuss fundamentals of statistics, this book focuses directly on the technical aspects of using SPSS to analyse data. This approach allows researchers and research students to spend more time on interpretations and discussions of SPSS outputs, rather than on the mundane task of actually processing their data.
Handbook Of The Economics Of Finance Set Volumes 2a 2b
DOWNLOAD
Author : George M. Constantinides
language : en
Publisher: Newnes
Release Date : 2013-01-21
Handbook Of The Economics Of Finance Set Volumes 2a 2b written by George M. Constantinides and has been published by Newnes this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-21 with Business & Economics categories.
This two-volume set of 23 articles authoritatively describes recent scholarship in corporate finance and asset pricing. Volume 1 concentrates on corporate finance, encompassing topics such as financial innovation and securitization, dynamic security design, and family firms. Volume 2 focuses on asset pricing with articles on market liquidity, credit derivatives, and asset pricing theory, among others. Both volumes present scholarship about the 2008 financial crisis in contexts that highlight both continuity and divergence in research. For those who seek insightful perspectives and important details, they demonstrate how corporate finance studies have interpreted recent events and incorporated their lessons. - Covers core and newly-developing fields - Explains how the 2008 financial crises affected theoretical and empirical research - Exposes readers to a wide range of subjects described and analyzed by the best scholars
Financial Econometrics And Empirical Market Microstructure
DOWNLOAD
Author : Anil K. Bera
language : en
Publisher: Springer
Release Date : 2014-11-18
Financial Econometrics And Empirical Market Microstructure written by Anil K. Bera and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-18 with Business & Economics categories.
In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis.
Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes
DOWNLOAD
Author : Cheng Few Lee
language : en
Publisher: World Scientific
Release Date : 2020-07-30
Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes written by Cheng Few Lee and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-30 with Business & Economics categories.
This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Financial Econometrics
DOWNLOAD
Author : Rezvan Pourmansouri
language : en
Publisher: Cambridge Scholars Publishing
Release Date : 2024-08-09
Financial Econometrics written by Rezvan Pourmansouri and has been published by Cambridge Scholars Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-09 with Business & Economics categories.
‘Financial Econometrics’ is a comprehensive guide to analyze financial data using econometric techniques. The book covers both basic and advanced topics in time series analysis, regression models, and volatility modeling. It also includes chapters on panel data analysis, financial market microstructure, and applications of machine learning in finance. This book is designed for students, researchers, and finance professionals who seek to enhance their skills in financial data analysis and make more accurate predictions. With real-world examples and practical applications, ‘Financial Econometrics’ provides the essential tools for success in financial analysis.