Long Memory In The Greek Stock Market

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Long Memory in the Greek Stock Market

Author : John T. Barkoulas
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Long Memory in the Greek Stock Market by : John T. Barkoulas

Download or read book Long Memory in the Greek Stock Market written by John T. Barkoulas and published by . This book was released on 1997 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: We test for stochastic long memory in the Greek stock market, an emerging capital market. The fractional differencing parameter is estimated using the spectral regression method. Contrary to findings for major capital markets, significant and robust evidence of positive long-term persistence is found in the Greek stock market. As compared to benchmark linear models, the estimated fractional models provide improved out-of-sample forecasting accuracy for the Greek stock returns series over longer forecasting horizons.

The Efficiency of the Japanese Equity Market

Author : Mr.Jun Nagayasu
Publisher : International Monetary Fund
ISBN 13 : 145185627X
Total Pages : 24 pages
Book Rating : 4.4/5 (518 download)

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Book Synopsis The Efficiency of the Japanese Equity Market by : Mr.Jun Nagayasu

Download or read book The Efficiency of the Japanese Equity Market written by Mr.Jun Nagayasu and published by International Monetary Fund. This book was released on 2003-07-01 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volatility of the Nikkei 225. It shows that both follow a long range dependence, which stands against the efficient market hypothesis (EMH). The result is valid for all sample periods, suggesting that the recent equity market reform has not produced major efficiency gains.

Studies in Nonlinear and Long Memory Time Series Econometrics

Author : Rehim Kiliç
Publisher :
ISBN 13 :
Total Pages : 536 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Studies in Nonlinear and Long Memory Time Series Econometrics by : Rehim Kiliç

Download or read book Studies in Nonlinear and Long Memory Time Series Econometrics written by Rehim Kiliç and published by . This book was released on 2002 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Development and Sustainability

Author : Sarmila Banerjee
Publisher : Springer Science & Business Media
ISBN 13 : 8132211243
Total Pages : 622 pages
Book Rating : 4.1/5 (322 download)

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Book Synopsis Development and Sustainability by : Sarmila Banerjee

Download or read book Development and Sustainability written by Sarmila Banerjee and published by Springer Science & Business Media. This book was released on 2014-07-08 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following the reforms undertaken in the last two decades, India’s economic landscape has been radically transformed. This book examines the new economic map, which is shown to be shaped by two intertwined currents: globalization and sustainability. Weaving extensively through these currents and the canvas of development in the Indian economy they open up, this work seeks to introduce new methodologies, a corpus of concepts and modes of analysis to make sense of the emerging order of things. What transpires in the course of the investigation is a critical reflection of the present in which not only the new institutions, policies and practices are analyzed, but their limitations, fragility and at times myopic approaches are brought to light. By highlighting the rough edges created by the new conditions, this book is firmly engaged with the frontier of the Indian economy and ends up challenging many well-known conjectures and assumptions. In doing so, it strives to shift the Indian economy to a new terrain, thereby fundamentally re-locating and re-orienting the discourse of that economy as a unique object of analysis.

Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

Author : Norman R. Swanson
Publisher : MDPI
ISBN 13 : 303650852X
Total Pages : 196 pages
Book Rating : 4.0/5 (365 download)

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Book Synopsis Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data by : Norman R. Swanson

Download or read book Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data written by Norman R. Swanson and published by MDPI. This book was released on 2021-08-31 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.

Fractal Approaches for Modeling Financial Assets and Predicting Crises

Author : Nekrasova, Inna
Publisher : IGI Global
ISBN 13 : 1522537686
Total Pages : 324 pages
Book Rating : 4.5/5 (225 download)

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Book Synopsis Fractal Approaches for Modeling Financial Assets and Predicting Crises by : Nekrasova, Inna

Download or read book Fractal Approaches for Modeling Financial Assets and Predicting Crises written by Nekrasova, Inna and published by IGI Global. This book was released on 2018-02-09 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an ever-changing economy, market specialists strive to find new ways to evaluate the risks and potential reward of economic ventures. They start by assessing the importance of human reaction during the economic planning process and put together systems to measure financial markets and their longevity. Fractal Approaches for Modeling Financial Assets and Predicting Crises is a critical scholarly resource that examines the fractal structure and long-term memory of the financial markets in order to predict prices of financial assets and financial crises. Featuring coverage on a broad range of topics, such as computational process models, chaos theory, and game theory, this book is geared towards academicians, researchers, and students seeking current research on pricing and predicting financial crises.

Palgrave Handbook of Econometrics

Author : Terence C. Mills
Publisher : Springer
ISBN 13 : 0230244408
Total Pages : 1406 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Palgrave Handbook of Econometrics by : Terence C. Mills

Download or read book Palgrave Handbook of Econometrics written by Terence C. Mills and published by Springer. This book was released on 2009-06-25 with total page 1406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Proceedings of the 3rd International Conference: Quantitative and Qualitative Methodologies in the Economic & Administrative Sciences (QMEAS 2013)

Download Proceedings of the 3rd International Conference: Quantitative and Qualitative Methodologies in the Economic & Administrative Sciences (QMEAS 2013) PDF Online Free

Author : Christos Frangos
Publisher : Christos Frangos
ISBN 13 : 9609873944
Total Pages : 509 pages
Book Rating : 4.6/5 (98 download)

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Book Synopsis Proceedings of the 3rd International Conference: Quantitative and Qualitative Methodologies in the Economic & Administrative Sciences (QMEAS 2013) by : Christos Frangos

Download or read book Proceedings of the 3rd International Conference: Quantitative and Qualitative Methodologies in the Economic & Administrative Sciences (QMEAS 2013) written by Christos Frangos and published by Christos Frangos. This book was released on with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Investors' Behavior during Financial Crises

Author : Fotini Economou
Publisher : Academic Press
ISBN 13 : 0128112530
Total Pages : 516 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Handbook of Investors' Behavior during Financial Crises by : Fotini Economou

Download or read book Handbook of Investors' Behavior during Financial Crises written by Fotini Economou and published by Academic Press. This book was released on 2017-06-24 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Investors' Behavior during Financial Crises provides fundamental information about investor behavior during turbulent periods, such the 2000 dot com crash and the 2008 global financial crisis. Contributors share the same behavioral finance tools and techniques while analyzing behaviors across a variety of market structures and asset classes. The volume provides novel insights about the influence and effects of regional differences in market design. Its distinctive approach to studies of financial crises is of key importance in our contemporary financial landscape, even more so since the accelerated process of globalization has rendered the outbreak of financial crises internationally more commonplace compared to previous decades. Encompasses empirical, quantitative and regulation-motivated studies Includes information about retail and institutional investor behavior Analyzes optimal financial structures for the development and growth of specific regional economies

ARCH Models for Financial Applications

Author : Evdokia Xekalaki
Publisher : John Wiley & Sons
ISBN 13 : 9780470688021
Total Pages : 558 pages
Book Rating : 4.6/5 (88 download)

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Book Synopsis ARCH Models for Financial Applications by : Evdokia Xekalaki

Download or read book ARCH Models for Financial Applications written by Evdokia Xekalaki and published by John Wiley & Sons. This book was released on 2010-03-18 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique. Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation. Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented. Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the G@RCH module for the Ox software package, used in Estimating and Forecasting ARCH Models. Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages.

Long Memory in Economics

Author : Gilles Teyssière
Publisher : Springer Science & Business Media
ISBN 13 : 3540346252
Total Pages : 394 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Long Memory in Economics by : Gilles Teyssière

Download or read book Long Memory in Economics written by Gilles Teyssière and published by Springer Science & Business Media. This book was released on 2006-09-22 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.

History, Time, and Economic Crisis in Central Greece

Author : Daniel Knight
Publisher : Springer
ISBN 13 : 1137486953
Total Pages : 219 pages
Book Rating : 4.1/5 (374 download)

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Book Synopsis History, Time, and Economic Crisis in Central Greece by : Daniel Knight

Download or read book History, Time, and Economic Crisis in Central Greece written by Daniel Knight and published by Springer. This book was released on 2018-08-17 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: History, Time, and Economic Crisis in Central Greece explores how the inhabitants of a Greek town face the devastating consequences of the worst economic crisis in living memory. Knight examines how the inhabitants draw on the past to contextualize their experiences and build strength that will enable them to overcome their suffering.

Advances in Financial Planning and Forecasting (New Series) Vol．5

Author : Cheng F. Lee
Publisher : Center for PBBEFR & Airiti Press
ISBN 13 : 9866286606
Total Pages : pages
Book Rating : 4.8/5 (662 download)

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Book Synopsis Advances in Financial Planning and Forecasting (New Series) Vol．5 by : Cheng F. Lee

Download or read book Advances in Financial Planning and Forecasting (New Series) Vol．5 written by Cheng F. Lee and published by Center for PBBEFR & Airiti Press. This book was released on 2012-12-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Financial Planning and Froecasting (New Series) is an annual publication designed to disseminate developments in the area of financial analysis, planning, and forecasting. The publication is a froum for statistical, quantitative, and accounting analyses of issues in financial analysis and planning in terms of finance, accounting, and economic data.

Outliers in Nonlinear Time Series Econometrics

Author : Jussi Tolvi
Publisher :
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Outliers in Nonlinear Time Series Econometrics by : Jussi Tolvi

Download or read book Outliers in Nonlinear Time Series Econometrics written by Jussi Tolvi and published by . This book was released on 2001 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Trends in Bayesian Methodology with Applications

Author : Satyanshu K. Upadhyay
Publisher : CRC Press
ISBN 13 : 1482235129
Total Pages : 674 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Current Trends in Bayesian Methodology with Applications by : Satyanshu K. Upadhyay

Download or read book Current Trends in Bayesian Methodology with Applications written by Satyanshu K. Upadhyay and published by CRC Press. This book was released on 2015-05-21 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting Bayesian material scattered throughout the literature, Current Trends in Bayesian Methodology with Applications examines the latest methodological and applied aspects of Bayesian statistics. The book covers biostatistics, econometrics, reliability and risk analysis, spatial statistics, image analysis, shape analysis, Bayesian computation, clustering, uncertainty assessment, high-energy astrophysics, neural networking, fuzzy information, objective Bayesian methodologies, empirical Bayes methods, small area estimation, and many more topics. Each chapter is self-contained and focuses on a Bayesian methodology. It gives an overview of the area, presents theoretical insights, and emphasizes applications through motivating examples. This book reflects the diversity of Bayesian analysis, from novel Bayesian methodology, such as nonignorable response and factor analysis, to state-of-the-art applications in economics, astrophysics, biomedicine, oceanography, and other areas. It guides readers in using Bayesian techniques for a range of statistical analyses.

The Impact of the Global Financial Crisis on Emerging Financial Markets

Author : Jonathan Batten
Publisher : Emerald Group Publishing
ISBN 13 : 0857247549
Total Pages : 745 pages
Book Rating : 4.8/5 (572 download)

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Book Synopsis The Impact of the Global Financial Crisis on Emerging Financial Markets by : Jonathan Batten

Download or read book The Impact of the Global Financial Crisis on Emerging Financial Markets written by Jonathan Batten and published by Emerald Group Publishing. This book was released on 2011-03-02 with total page 745 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Global Financial Crisis of 2007-2009 has highlighted the resilience of the financial markets and economies from the developing world. This title investigates and assesses the impact and response to the crisis from an emerging markets perspective including asset pricing, contagion, financial intermediation, market structure and regulation.

Submarine Mass Movements and their Consequences

Author : Geoffroy Lamarche
Publisher : Springer
ISBN 13 : 3319209795
Total Pages : 599 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Submarine Mass Movements and their Consequences by : Geoffroy Lamarche

Download or read book Submarine Mass Movements and their Consequences written by Geoffroy Lamarche and published by Springer. This book was released on 2015-10-02 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a comprehensive collection of state-of-the-art studies of seafloor slope instability and their societal implications. The volume captures the most recent and exciting scientific progress made in this research field. As the world’s climate and energy needs change, the conditions under which slope instability occurs and needs to be considered, are also changing. The science and engineering of submarine – or more widely subaqueous – mass movements is greatly benefiting from advances in seafloor and sub-seafloor surveying technologies. Ultra-high-resolution seafloor mapping and 3D seismic reflection cubes are becoming commonly available datasets that are dramatically increasing our knowledge of the mechanisms and controls of subaqueous slope failure. Monitoring of slope deformation, repeat surveying and deep drilling, on the other hand, are emerging as important new techniques for understanding the temporal scales of slope instability. In essence, rapid advances in technology are being readily incorporated into scientific research and as a result, our understanding of submarine mass movements is increasing at a very fast rate. The volume also marks the beginning of the third IGCP project for the submarine mass movement research community, IGCP-640 S4SLIDE (Significance of Modern and Ancient Submarine Slope LandSLIDEs). The Submarine Mass Movements and Their Consequences symposium is the biannual meeting under the IGCP umbrella.