國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Handbook of research on emerging the...

Adiguzel Mercangoz, Burcu.

Handbook of research on emerging theories, models, and applications of financial econometrics

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Handbook of research on emerging theories, models, and applications of financial econometricsedited by Burcu Adiguzel Mercangoz.
其他作者:	Adiguzel Mercangoz, Burcu.
出版者:	Cham :Springer International Publishing :2021.
面頁冊數:	xvii, 456 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Economics, Mathematical.
電子資源:	https://doi.org/10.1007/978-3-030-54108-8
ISBN:	9783030541088$q(electronic bk.)

Handbook of research on emerging theories, models, and applications of financial econometrics
Handbook of research on emerging theories, models, and applications of financial econometrics[electronic resource] /edited by Burcu Adiguzel Mercangoz. - Cham :Springer International Publishing :2021. - xvii, 456 p. :ill., digital ;24 cm.

Introduction -- Exploratory Classification of Time-Series -- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach -- Financial Econometrics and Systemic Risk -- Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity -- Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy -- Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul -- Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models -- Vector Autoregressive Model: Model and Analysis -- Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy -- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies -- The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality -- ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS -- Using CoGARCH Filtered Volatility in Modelling within ARDL Framework -- Performance of MS-GARCH Models: Bayesian MCMC based estimation -- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes -- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes -- Panel Data Analysis -- An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems -- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors.

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.

ISBN: 9783030541088$q(electronic bk.)

Standard No.: 10.1007/978-3-030-54108-8doiSubjects--Topical Terms:

182903
Economics, Mathematical.

LC Class. No.: HB135

Dewey Class. No.: 330.0151

Handbook of research on emerging theories, models, and applications of financial econometrics
LDR:03560nmm a2200325 a 4500 001 600334
003 DE-He213
005 20210422095822.0
006 m d
007 cr nn 008maaau
008 211104s2021 sz s 0 eng d
020 $a 9783030541088$q(electronic bk.)
020 $a 9783030541071$q(paper)
024 7 $a 10.1007/978-3-030-54108-8 $2 doi
035 $a 978-3-030-54108-8
040 $a GP $c GP
041 0 $a eng
050 4 $a HB135
072 7 $a KCA $2 bicssc
072 7 $a BUS069030 $2 bisacsh
072 7 $a KCA $2 thema
082 0 4 $a 330.0151 $2 23
090 $a HB135 $b .H236 2021
245 0 0 $a Handbook of research on emerging theories, models, and applications of financial econometrics $h [electronic resource] / $c edited by Burcu Adiguzel Mercangoz.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2021.
300 $a xvii, 456 p. : $b ill., digital ; $c 24 cm.
505 0 $a Introduction -- Exploratory Classification of Time-Series -- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach -- Financial Econometrics and Systemic Risk -- Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity -- Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy -- Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul -- Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models -- Vector Autoregressive Model: Model and Analysis -- Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy -- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies -- The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality -- ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS -- Using CoGARCH Filtered Volatility in Modelling within ARDL Framework -- Performance of MS-GARCH Models: Bayesian MCMC based estimation -- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes -- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes -- Panel Data Analysis -- An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems -- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors.
520 $a This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.
650 0 $a Economics, Mathematical. $3 182903
650 1 4 $a Economic Theory/Quantitative Economics/Mathematical Methods. $3 731081
650 2 4 $a Macroeconomics/Monetary Economics//Financial Economics. $3 731063
650 2 4 $a Economy-wide Country Studies. $3 739647
700 1 $a Adiguzel Mercangoz, Burcu. $3 894839
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-030-54108-8
950 $a Economics and Finance (SpringerNature-41170)