Financial Econometrics

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Publisher :
ISBN 13 : 9783030986902
Total Pages : 0 pages
Book Rating : 4.9/5 (869 download)

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Book Synopsis Financial Econometrics by : Nguyen Ngoc Thach

Download or read book Financial Econometrics written by Nguyen Ngoc Thach and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications to economy-related phenomena ranging from traditionally analyzed phenomena such as manufacturing, food industry, and taxes, to newer-to-analyze phenomena such as cryptocurrencies, influencer marketing, COVID-19 pandemic, financial fraud detection, corruption, and shadow economy. This book will inspire practitioners to learn how to apply state-of-the-art Bayesian, quantum, and related techniques to economic and financial problems and inspire researchers to further improve the existing techniques and come up with new techniques for studying economic and financial phenomena. The book will also be of interest to students interested in latest ideas and results.

Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics

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Publisher : Springer Nature
ISBN 13 : 3030986896
Total Pages : 865 pages
Book Rating : 4.0/5 (39 download)

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Book Synopsis Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics by : Nguyen Ngoc Thach

Download or read book Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics written by Nguyen Ngoc Thach and published by Springer Nature. This book was released on 2022-05-28 with total page 865 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications to economy-related phenomena ranging from traditionally analyzed phenomena such as manufacturing, food industry, and taxes, to newer-to-analyze phenomena such as cryptocurrencies, influencer marketing, COVID-19 pandemic, financial fraud detection, corruption, and shadow economy. This book will inspire practitioners to learn how to apply state-of-the-art Bayesian, quantum, and related techniques to economic and financial problems and inspire researchers to further improve the existing techniques and come up with new techniques for studying economic and financial phenomena. The book will also be of interest to students interested in latest ideas and results.

Optimal Transport Statistics for Economics and Related Topics

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Publisher : Springer Nature
ISBN 13 : 3031357639
Total Pages : 712 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Optimal Transport Statistics for Economics and Related Topics by : Nguyen Ngoc Thach

Download or read book Optimal Transport Statistics for Economics and Related Topics written by Nguyen Ngoc Thach and published by Springer Nature. This book was released on 2023-12-04 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume emphasizes techniques of optimal transport statistics, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as quantiles (in particular, multidimensional quantiles), maximum entropy approach, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (construction, credit and banking, energy, health, labor, textile, tourism, international trade) to specific issues affecting economy such as bankruptcy, effect of Covid-19 pandemic, effect of pollution, effect of gender, cryptocurrencies, and the existence of shadow economy. Papers presented in this volume also cover data processing techniques, with economic and financial application being the unifying theme. This volume shows what has been achieved, but even more important are remaining open problems. We hope that this volume will: ˆ inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and ˆ inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena.

Bayesian Econometrics

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Publisher : MDPI
ISBN 13 : 3039437852
Total Pages : 146 pages
Book Rating : 4.0/5 (394 download)

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Book Synopsis Bayesian Econometrics by : Mauro Bernardi

Download or read book Bayesian Econometrics written by Mauro Bernardi and published by MDPI. This book was released on 2020-12-28 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, models, parameters and parameter restriction uncertainties, in a unified and coherent framework. This book contributes to this literature by collecting a set of carefully evaluated contributions that are grouped amongst two topics in financial economics. The first three papers refer to macro-finance issues for real economy, including the elasticity of factor substitution (ES) in the Cobb–Douglas production function, the effects of government public spending components, and quantitative easing, monetary policy and economics. The last three contributions focus on cryptocurrency and stock market predictability. All arguments are central ingredients in the current economic discussion and their importance has only been further emphasized by the COVID-19 crisis.

Bayesian Econometrics

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Publisher :
ISBN 13 : 9783039437863
Total Pages : 146 pages
Book Rating : 4.4/5 (378 download)

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Book Synopsis Bayesian Econometrics by : Mauro Bernardi

Download or read book Bayesian Econometrics written by Mauro Bernardi and published by . This book was released on 2020 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, models, parameters and parameter restriction uncertainties, in a unified and coherent framework. This book contributes to this literature by collecting a set of carefully evaluated contributions that are grouped amongst two topics in financial economics. The first three papers refer to macro-finance issues for real economy, including the elasticity of factor substitution (ES) in the Cobb-Douglas production function, the effects of government public spending components, and quantitative easing, monetary policy and economics. The last three contributions focus on cryptocurrency and stock market predictability. All arguments are central ingredients in the current economic discussion and their importance has only been further emphasized by the COVID-19 crisis.

Contemporary Economic Issues in Asian Countries: Proceeding of CEIAC 2022, Volume 2

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Publisher : Springer Nature
ISBN 13 : 9819904900
Total Pages : 689 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Contemporary Economic Issues in Asian Countries: Proceeding of CEIAC 2022, Volume 2 by : An Thinh Nguyen

Download or read book Contemporary Economic Issues in Asian Countries: Proceeding of CEIAC 2022, Volume 2 written by An Thinh Nguyen and published by Springer Nature. This book was released on 2023-05-23 with total page 689 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book continues the discussion from Volume 1 on the general considerations regarding global changes and contemporary economic issues in Asian countries in real terms. It offers a collection of original conference papers from the annual international conferences on “Contemporary economic issues in Asian countries” (CEIAC Conference) commenced in 2022 in collaboration with CIFOR-ICRAF, Sungkyunkwan University (Korea), and Tamkang University (Taiwan). The theme of the CEIAC Conference 2022 deals with broad aspects of the contemporary economic issues in Asian countries. It covers topics such as economics and business (economic theory, national and international income distribution, macroeconomic policies, sectors of economy, productivity developments, financial market, business governance, bank financing, etc.), green economy and sustainable development (developing process, development policy, public policy, sustainable growth, green growth, etc.), and international trade and investment (international trade theory, free trade agreements, tariffs, intellectual property, international law, etc.). The book would interest a wide array of professors, researchers, lecturers, students in fields of economics, consultants, and decision makers interested in the issues related to economic issues in Asia.

Bayesian Analysis and Uncertainty in Economic Theory

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Publisher : Rowman & Littlefield
ISBN 13 : 9780847674718
Total Pages : 234 pages
Book Rating : 4.6/5 (747 download)

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Book Synopsis Bayesian Analysis and Uncertainty in Economic Theory by : Richard Michael Cyert

Download or read book Bayesian Analysis and Uncertainty in Economic Theory written by Richard Michael Cyert and published by Rowman & Littlefield. This book was released on 1987 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: No descriptive material is available for this title.

Financial Econometrics

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Publisher :
ISBN 13 :
Total Pages : 513 pages
Book Rating : 4.:/5 (922 download)

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Book Synopsis Financial Econometrics by :

Download or read book Financial Econometrics written by and published by . This book was released on 2001 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

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Author :
Publisher : Palgrave Macmillan
ISBN 13 : 9781349328963
Total Pages : 195 pages
Book Rating : 4.3/5 (289 download)

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Book Synopsis Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models by : G. Gregoriou

Download or read book Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models written by G. Gregoriou and published by Palgrave Macmillan. This book was released on 2011-01-01 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Econometric Modeling in Time Series

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Publisher : Cambridge University Press
ISBN 13 : 9780521594240
Total Pages : 248 pages
Book Rating : 4.5/5 (942 download)

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Book Synopsis Nonlinear Econometric Modeling in Time Series by : William A. Barnett

Download or read book Nonlinear Econometric Modeling in Time Series written by William A. Barnett and published by Cambridge University Press. This book was released on 2000-05-22 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

Prediction and Causality in Econometrics and Related Topics

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Publisher : Springer Nature
ISBN 13 : 303077094X
Total Pages : 691 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Prediction and Causality in Econometrics and Related Topics by : Nguyen Ngoc Thach

Download or read book Prediction and Causality in Econometrics and Related Topics written by Nguyen Ngoc Thach and published by Springer Nature. This book was released on 2021-07-26 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the ultimate goal of economic studies to predict how the economy develops—and what will happen if we implement different policies. To be able to do that, we need to have a good understanding of what causes what in economics. Prediction and causality in economics are the main topics of this book's chapters; they use both more traditional and more innovative techniques—including quantum ideas -- to make predictions about the world economy (international trade, exchange rates), about a country's economy (gross domestic product, stock index, inflation rate), and about individual enterprises, banks, and micro-finance institutions: their future performance (including the risk of bankruptcy), their stock prices, and their liquidity. Several papers study how COVID-19 has influenced the world economy. This book helps practitioners and researchers to learn more about prediction and causality in economics -- and to further develop this important research direction.

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling

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Publisher : Emerald Group Publishing
ISBN 13 : 1838674217
Total Pages : 252 pages
Book Rating : 4.8/5 (386 download)

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Book Synopsis Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling by : Ivan Jeliazkov

Download or read book Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling written by Ivan Jeliazkov and published by Emerald Group Publishing. This book was released on 2019-10-18 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 40B of Advances in Econometrics examines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression.

Bayesian Inference in the Social Sciences

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Publisher : Wiley
ISBN 13 : 9781118771211
Total Pages : 0 pages
Book Rating : 4.7/5 (712 download)

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Book Synopsis Bayesian Inference in the Social Sciences by : Ivan Jeliazkov

Download or read book Bayesian Inference in the Social Sciences written by Ivan Jeliazkov and published by Wiley. This book was released on 2014-09-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents new models, methods, and techniques and considers important real-world applications in political science, sociology, economics, marketing, and finance Emphasizing interdisciplinary coverage, Bayesian Inference in the Social Sciences builds upon the recent growth in Bayesian methodology and examines an array of topics in model formulation, estimation, and applications. The book presents recent and trending developments in a diverse, yet closely integrated, set of research topics within the social sciences and facilitates the transmission of new ideas and methodology across disciplines while maintaining manageability, coherence, and a clear focus. Bayesian Inference in the Social Sciences features innovative methodology and novel applications in addition to new theoretical developments and modeling approaches, including the formulation and analysis of models with partial observability, sample selection, and incomplete data. Additional areas of inquiry include a Bayesian derivation of empirical likelihood and method of moment estimators, and the analysis of treatment effect models with endogeneity. The book emphasizes practical implementation, reviews and extends estimation algorithms, and examines innovative applications in a multitude of fields. Time series techniques and algorithms are discussed for stochastic volatility, dynamic factor, and time-varying parameter models. Additional features include: Real-world applications and case studies that highlight asset pricing under fat-tailed distributions, price indifference modeling and market segmentation, analysis of dynamic networks, ethnic minorities and civil war, school choice effects, and business cycles and macroeconomic performance State-of-the-art computational tools and Markov chain Monte Carlo algorithms with related materials available via the book’s supplemental website Interdisciplinary coverage from well-known international scholars and practitioners Bayesian Inference in the Social Sciences is an ideal reference for researchers in economics, political science, sociology, and business as well as an excellent resource for academic, government, and regulation agencies. The book is also useful for graduate-level courses in applied econometrics, statistics, mathematical modeling and simulation, numerical methods, computational analysis, and the social sciences.

Bayesian Econometric Methods

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Publisher : Cambridge University Press
ISBN 13 : 1108423388
Total Pages : 491 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis Bayesian Econometric Methods by : Joshua Chan

Download or read book Bayesian Econometric Methods written by Joshua Chan and published by Cambridge University Press. This book was released on 2019-08-15 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: Illustrates Bayesian theory and application through a series of exercises in question and answer format.

Grants and Awards for the Fiscal Year Ended ...

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Publisher :
ISBN 13 :
Total Pages : 740 pages
Book Rating : 4.:/5 ( download)

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Book Synopsis Grants and Awards for the Fiscal Year Ended ... by : National Science Foundation (U.S.)

Download or read book Grants and Awards for the Fiscal Year Ended ... written by National Science Foundation (U.S.) and published by . This book was released on 1980 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Uncertainty Analysis in Econometrics with Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 3642354432
Total Pages : 319 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Uncertainty Analysis in Econometrics with Applications by : Van-Nam Huynh

Download or read book Uncertainty Analysis in Econometrics with Applications written by Van-Nam Huynh and published by Springer Science & Business Media. This book was released on 2012-12-14 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization. This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data.

The Elements of Financial Econometrics

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Publisher :
ISBN 13 :
Total Pages : 381 pages
Book Rating : 4.:/5 (18 download)

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Book Synopsis The Elements of Financial Econometrics by : Jianqing Fan

Download or read book The Elements of Financial Econometrics written by Jianqing Fan and published by . This book was released on 2017 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: