Show simple item record

Empirical Finance

dc.contributor.authorHamori, Shigeyuki*
dc.date.accessioned2021-02-11T12:27:56Z
dc.date.available2021-02-11T12:27:56Z
dc.date.issued2019*
dc.date.submitted2019-04-05 10:34:31*
dc.identifier32826*
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/46295
dc.description.abstractThere 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.*
dc.languageEnglish*
dc.subjectHC10-1085*
dc.subject.classificationbic Book Industry Communication::K Economics, finance, business & management::KC Economics::KCZ Economic historyen_US
dc.subject.othern/a*
dc.subject.othershort-term forecasting*
dc.subject.otherwavelet transform*
dc.subject.otherIPO*
dc.subject.othervolatility*
dc.subject.otherUS dollar*
dc.subject.otherinstitutional investors’ shareholdings*
dc.subject.otherneural network*
dc.subject.otherfinancial market stress*
dc.subject.othermarket microstructure*
dc.subject.othertext similarity*
dc.subject.otherTVP-VAR model*
dc.subject.otherJapanese yen*
dc.subject.otherconvolutional neural networks*
dc.subject.otherglobal financial crisis*
dc.subject.otherdeep neural network*
dc.subject.othercross-correlation function*
dc.subject.otherboosting*
dc.subject.othercausality-in-variance*
dc.subject.otherflight to quality*
dc.subject.otherbagging*
dc.subject.otherearnings quality*
dc.subject.otheralgorithmic trading*
dc.subject.otherstop loss*
dc.subject.otherstatistical arbitrage*
dc.subject.otherensemble learning*
dc.subject.otherliquidity risk premium*
dc.subject.othergold return*
dc.subject.otherfutures market*
dc.subject.othertake profit*
dc.subject.othercurrency crisis*
dc.subject.otherspark spread*
dc.subject.othercity banks*
dc.subject.otherpiecewise regression model*
dc.subject.otherfinancial and non-financial variables*
dc.subject.otherexports*
dc.subject.otherdata mining*
dc.subject.otherlatency*
dc.subject.othercrude oil futures prices forecasting*
dc.subject.otherrandom forests*
dc.subject.otherwholesale electricity*
dc.subject.otherSVM*
dc.subject.otherrandom forest*
dc.subject.otherbank credit*
dc.subject.otherdeep learning*
dc.subject.otherVietnam*
dc.subject.otherinertia*
dc.subject.otherMACD*
dc.subject.otherinitial public offering*
dc.subject.othertext mining*
dc.subject.otherbankruptcy prediction*
dc.subject.otherexchange rate*
dc.subject.otherasset pricing model*
dc.subject.otherLSTM*
dc.subject.otherpanel data model*
dc.subject.otherstructural break*
dc.subject.othercredit risk*
dc.subject.otherhousing and stock markets*
dc.subject.othercopula*
dc.subject.otherARDL*
dc.subject.otherearnings manipulation*
dc.subject.othermachine learning*
dc.subject.othernatural gas*
dc.subject.otherhousing price*
dc.subject.otherasymmetric dependence*
dc.subject.otherreal estate development loans*
dc.subject.otherearnings management*
dc.subject.othercointegration*
dc.subject.otherpredictive accuracy*
dc.subject.otherrobust regression*
dc.subject.otherquantile regression*
dc.subject.otherdependence structure*
dc.subject.otherhousing loans*
dc.subject.otherprice discovery*
dc.subject.otherutility of international currency*
dc.subject.otherATR*
dc.titleEmpirical Finance*
dc.typebook
oapen.identifier.doi10.3390/books978-3-03897-707-0*
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0*
oapen.relation.isbn9783038977063*
oapen.pages276*
oapen.edition1st*


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record

https://creativecommons.org/licenses/by-nc-nd/4.0/
Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by-nc-nd/4.0/