Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature.
Advances in computer technology, coupled with the sophistication of econometric modelling, have enabled rapid progress in the formulation and solution of optimal control and filtering programmes, especially in the sphere of macroeconomic policy designing.
A no-nonsense practical guide to statistics, providing concise summaries, clear model examples, and plenty of practice, making this workbook the ideal complement to class study or self-study, preparation for exams or a brush-up on rusty skills.
Since the global financial crisis began in 2008-2009, there has been a strong decline in financial markets and investment, and significant economic recession for most developed and emerging economies.
The convergence of Artificial Intelligence (AI) and Financial Technology (Fintech) has ushered in a new era of innovation in the finance ecosystem, particularly within the context of the digital gig economy.
This publication provides a standard compilation of supply and use tables (SUTs) for 19 economies in Asia and the Pacific to help them comply with the United Nations 2008 System of National Accounts (SNA) recommendations.
Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing.
A guide to the economic modeling of household preferences, from two leaders in the fieldA common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.
This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding - and a companion website featuring additional materials, including a solutions manual for instructors.
This textbook articulates the elements of good craftsmanship in applied microeconomic research and demonstrates its effectiveness with multiple examples from economic literature.
This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics.
This book investigates various kinds of climate change mitigation behaviour, which range from a general support of environmental policy to concrete energy-saving activities, in selected countries.
This book examines discrete dynamical systems with memory-nonlinear systems that exist extensively in biological organisms and financial and economic organizations, and time-delay systems that can be discretized into the memorized, discrete dynamical systems.
This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series.
This book reveals the myriad aspects of Big Data collection and analysis, by defining and clarifying the meaning of Big Data and its unique characteristics in a non-technical and easy-to-follow way.
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s.
This book discusses energy use and its environmental footprint in China, as well as issues concerning the transitional green growth of its economy, a subject of great importance in light of China's size and its impressive record of economic growth.
Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management).
Belief and Rule Compliance: An Experimental Comparison of Muslim and Non-Muslim Economic Behavior uses modern behavioral science and game theory to examine the behavior and compliance of Muslim populations to Islamic Finance laws and norms.
Elements of Numerical Mathematical Economics with Excel: Static and Dynamic Optimization shows readers how to apply static and dynamic optimization theory in an easy and practical manner, without requiring the mastery of specific programming languages that are often difficult and expensive to learn.
This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017.
Dieses Buch liefert eine Einführung in die Analyse multivariater Daten, indem es eine Vielzahl klassischer und neuerer quantitativer Verfahren behandelt.
This book analyzes evolution of monetary policy in Rwanda since it was first implemented by the National Bank of Rwanda in 1964 when the bank was established.
This volume gathers peer-reviewed contributions that address a wide range of recent developments in the methodology and applications of data analysis and classification tools in micro and macroeconomic problems.
Robust and reliable measures of consumer expenditures are essential for analyzing aggregate economic activity and for measuring differences in household circumstances.
Start-ups and other entrepreneurial ventures make a significant contribution to the US economy, particularly in the tech sector, where they comprise some of the largest and most influential companies.
This book presents Professor Lawrence R Klein and his group's last quarterly econometric model of the United States economy that they had produced at the University of Pennsylvania.
A Study on Globalizing Cities is the latest masterpiece by Zhou Zhenhua, a famous Chinese economist, who closely tracks the theoretical study of global cities and is actively engaged in the strategic research of Shanghai's development.
The book, Sustainability and Resources: Theoretical Issues in Dynamic Economics, presents a collection of mathematical models dealing with sustainability and resource management.
Exotic Betting at the Racetrack is unique as it covers the efficient-inefficient strategy to price and find profitable racetrack bets, along with handicapping that provides actual bets made by the author on essentially all of the major wagers offered at US racetracks.
The Encyclopedia of Finance, Second Edition, comprised of over 1000 individual definitions and chapters, is the most comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical applications.
The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond.
This book presents a selection of peer-reviewed contributions on the latest developments in time series analysis and forecasting, presented at the 7th International Conference on Time Series and Forecasting, ITISE 2021, held in Gran Canaria, Spain, July 19-21, 2021.
