Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
| 企业作者: | |
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| 其他作者: | |
| 总结: | XVII, 457 p. 87 illus., 37 illus. in color. text |
| 语言: | 英语 |
| 出版: |
Cham :
Springer International Publishing : Imprint: Springer,
2021.
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| 版: | 1st ed. 2021. |
| 主题: | |
| 在线阅读: | https://doi.org/10.1007/978-3-030-54108-8 |
| 格式: | 电子 图书 |
书本目录:
- Introduction
- Exploratory Classification of Time-Series
- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach
- Financial Econometrics and Systemic Risk
- Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity
- Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy
- Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul
- Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models
- Vector Autoregressive Model: Model and Analysis.-Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy
- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies
- The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality
- ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS
- Using CoGARCH Filtered Volatility in Modelling within ARDL Framework
- Performance of MS-GARCH Models: Bayesian MCMC based estimation
- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes
- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes
- Panel Data Analysis
- An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems
- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors. .