Journal Of Empirical Finance
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Author | : Robert Sollis |
Publisher | : John Wiley & Sons |
Total Pages | : 360 |
Release | : 2012-02-06 |
Genre | : Business & Economics |
ISBN | : 047051289X |
Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master’s degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics. The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions.
Author | : |
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Total Pages | : 658 |
Release | : 2002 |
Genre | : Econometrics |
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Author | : Shigeyuki Hamori |
Publisher | : MDPI |
Total Pages | : 276 |
Release | : 2019-03-25 |
Genre | : Business & Economics |
ISBN | : 3038977063 |
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.
Author | : Adrian R. Bell |
Publisher | : Edward Elgar Publishing |
Total Pages | : 494 |
Release | : 2013-01-01 |
Genre | : Business & Economics |
ISBN | : 0857936093 |
This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.
Author | : Sardar M. N. Islam |
Publisher | : Springer Science & Business Media |
Total Pages | : 208 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 3790826669 |
This book makes two key contributions to empirical finance. First it provides a comprehensive analysis of the Thai stock market. Second it presents an excellent exposition ofhow modem econometric techniques can be utilised to understand a market. The increasing globalisation of the world's financial markets has made our un derstanding of the risk-return relationship in a broader range of markets critical. This is particularly so in emerging markets where market depth and liquidity are major issues. One such emerging market is Thailand. The Thai capital market isof particular interest given that it was the market in which the Asian financial crises commenced. As such an understanding ofthe Thai capital market via study of the pre and post-crisis periods enables one to shed light on one of the major financial markets events of recent times. This book provides a quantitative analysis of the Thai capital market using some very useful and recent econometric techniques. The book provides an over view of the Thai stock market in chapter 2. Descriptive statistics and time series models (moving average, exponential smoothing, ARIMA) are presented in chap ter 3 followed by market efficiency tests based on autocorrelations in chapter 4. A richer set of models is then considered in chapters 5 through 8. Chapter 5 finds a cointegrating relationship between macroeconomic factors and stock returns.
Author | : Philip Hans Franses |
Publisher | : Cambridge University Press |
Total Pages | : 299 |
Release | : 2000-07-27 |
Genre | : Business & Economics |
ISBN | : 0521770416 |
This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Author | : OECD |
Publisher | : OECD Publishing |
Total Pages | : 78 |
Release | : 2011-07-01 |
Genre | : |
ISBN | : 9264116052 |
This report reflects long-term, in-depth discussion and debate by participants in the Latin American Roundtable on Corporate Governance.
Author | : Neil Kellard |
Publisher | : |
Total Pages | : |
Release | : 2016 |
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ISBN | : |
Author | : Franz C. Palm |
Publisher | : |
Total Pages | : 184 |
Release | : 2006 |
Genre | : |
ISBN | : |
Author | : Ramaprasad Bhar |
Publisher | : Springer Science & Business Media |
Total Pages | : 264 |
Release | : 2005-05-09 |
Genre | : Business & Economics |
ISBN | : 9783540251231 |
Includes traditional elements of financial econometrics but is not yet another volume in econometrics. Discusses statistical and probability techniques commonly used in quantitative finance. The reader will be able to explore more complex structures without getting inundated with the underlying mathematics.