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.
The Handbook of Research on Institutional, Economic, and Social Impacts of Globalization and Liberalization provides a comprehensive evaluation of the institutional, economic, and social impacts of globalization and liberalization processes ...
This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.
This book is devoted to all topics dealing with corporate governance including corporate governance characteristics, board diversity, CSR, big data governance, bitcoin governance, IT governance, and governance disclosure, and is ideally ...
While highlighting a broad range of topics including globalization, economic systems, and the role of institutions, this book is aimed toward economic analysts, financial advisors, policymakers, researchers, academicians, and students.
... Handbook of Research on Accounting and Financial Studies Luís Farinha (University of Beira Interior, Portugal) Ana ... Emerging Tools and Strategies for Financial Management Begoña Álvarez-García (Universidade da Coruña, Spain) and José ...
This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning.
... Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics Burcu Adıgüzel Mercangöz (Istanbul University, Turkey) Business Science Reference • © 2020 • 300pp • H/C (ISBN: 9781799831969) • US $275.00 ...
Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.
Campbell, J. Y., & Vuolteenaho, T. (2004). Bad beta, good beta. American Economic Review, 94, 1249–1275. Campbell, J. Y., Giglio, S., Polk, C., & Turley, R. (2018). An intertemporal CAPM with stochastic volatility, Journal of Financial ...
Another possible way to define the measure is Pearson's skewness, which equals the square of Fisher's skewness. The same holds true for the kurtosis, where we have reported Pearson's kurtosis. Fishers' kurtosis (sometimes denoted as ...