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Empirical Finance

https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode ;ISBN: 9783038977070 ;ISBN: 3038977071 ;ISBN: 9783038977063 ;ISBN: 3038977063 ;DOI: 10.3390/books978-3-03897-707-0

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Title:
Empirical Finance
Author: Hamori, Shigeyuki
Subjects: algorithmic trading ; ARDL ; asset pricing model ; asymmetric dependence ; ATR ; bagging ; bank credit ; bankruptcy prediction ; Book Industry Communication ; boosting ; causality-in-variance ; city banks ; cointegration ; convolutional neural networks ; copula ; credit risk ; cross-correlation function ; crude oil futures prices forecasting ; currency crisis ; data mining ; deep learning ; deep neural network ; dependence structure ; earnings management ; earnings manipulation ; earnings quality ; Economic history ; Economics ; Economics, finance, business & management ; ensemble learning ; exchange rate ; exports ; financial and non-financial variables ; financial market stress ; flight to quality ; futures market ; global financial crisis ; gold return ; housing and stock markets ; housing loans ; housing price ; inertia ; initial public offering ; institutional investors’ shareholdings ; IPO ; Japanese yen ; latency ; liquidity risk premium ; LSTM ; MACD ; machine learning ; market microstructure ; n/a ; natural gas ; neural network ; panel data model ; piecewise regression model ; predictive accuracy ; price discovery ; quantile regression ; random forest ; random forests ; real estate development loans ; robust regression ; short-term forecasting ; spark spread ; statistical arbitrage ; stop loss ; structural break ; SVM ; take profit ; text mining ; text similarity ; TVP-VAR model ; US dollar ; utility of international currency ; Vietnam ; volatility ; wavelet transform ; wholesale electricity
Description: 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.
Publisher: MDPI
Creation Date: 2019
Format: 276
Language: English
Identifier: ISBN: 9783038977070
ISBN: 3038977071
ISBN: 9783038977063
ISBN: 3038977063
DOI: 10.3390/books978-3-03897-707-0
Source: Alma/SFX Local Collection

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Empirical Finance

https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode ;ISBN: 9783038977070 ;ISBN: 3038977071 ;ISBN: 9783038977063 ;ISBN: 3038977063 ;DOI: 10.3390/books978-3-03897-707-0

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