Quantitative Methods for Economics and Finance (Record no. 44672)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05626naaaa2201597uu 4500 |
| 001 - CONTROL NUMBER | |
| control field | https://directory.doabooks.org/handle/20.500.12854/68376 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220219212330.0 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | books978-3-0365-0197-0 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783036501963 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783036501970 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.3390/books978-3-0365-0197-0 |
| Terms of availability | doi |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | WCF |
| Source | bicssc |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Trinidad-Segovia, J.E. |
| Relationship | edt |
| 245 10 - TITLE STATEMENT | |
| Title | Quantitative Methods for Economics and Finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Basel, Switzerland |
| Name of publisher, distributor, etc. | MDPI - Multidisciplinary Digital Publishing Institute |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 electronic resource (418 p.) |
| 506 0# - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Open Access |
| Source of term | star |
| Standardized terminology for access restriction | Unrestricted online access |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice. |
| 540 ## - TERMS GOVERNING USE AND REPRODUCTION NOTE | |
| Terms governing use and reproduction | Creative Commons |
| Use and reproduction rights | https://creativecommons.org/licenses/by/4.0/ |
| Source of term | cc |
| -- | https://creativecommons.org/licenses/by/4.0/ |
| 546 ## - LANGUAGE NOTE | |
| Language note | English |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Coins, banknotes, medals, seals (numismatics) |
| Source of heading or term | bicssc |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | academic cheating |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | tax evasion |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | informality |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | pairs trading |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | hurst exponent |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | financial markets |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | long memory |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | co-movement |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | cointegration |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | risk |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | delay |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | decision-making process |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | probability |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | discount |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | detection |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | mean square error |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | multicollinearity |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | raise regression |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | variance inflation factor |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | derivation |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | intertemporal choice |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | decreasing impatience |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | elasticity |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | GARCH |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | EGARCH |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | VaR |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | historical simulation approach |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | peaks-over-threshold |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | EVT |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | student t-copula |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | generalized Pareto distribution |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | centered model |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | noncentered model |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | intercept |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | essential multicollinearity |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | nonessential multicollinearity |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | commodity prices |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | futures prices |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | number of factors |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | eigenvalues |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | volatility cluster |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Hurst exponent |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | FD4 approach |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | volatility series |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | probability of volatility cluster |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | S& |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | P500 |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Bitcoin |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Ethereum |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Ripple |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | bitcoin |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | deep learning |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | deep recurrent convolutional neural networks |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | forecasting |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | asset pricing |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | financial distress prediction |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | unconstrained distributed lag model |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | multiple periods |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Chinese listed companies |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | cash flow management |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | corporate prudential risk |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | the financial accelerator |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | financial distress |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | induced risk aversion |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | liquidity constraints |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | liquidity risk |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | macroeconomic propagation |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | multiperiod financial management |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | non-linear macroeconomic modelling |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Tobin’s q |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | precautionary savings |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | pharmaceutical industry |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | scale economies |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | profitability |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | biotechnological firms |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | non-parametric efficiency |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | productivity |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | DEA |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | dispersion trading |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | option arbitrage |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | volatility trading |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | correlation risk premium |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | econometrics |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | computational finance |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | ensemble empirical mode decomposition (EEMD) |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | autoregressive integrated moving average (ARIMA) |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | support vector regression (SVR) |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | genetic algorithm (GA) |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | energy consumption |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | cryptocurrency |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | gold |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | P 500 |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | DCC |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | copula |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | copulas |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Markov Chain Monte Carlo simulation |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | local optima vs. local minima |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | SRA approach |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | foreign direct investment |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | bilateral investment treaties |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | regional trade agreements |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | structural gravity model |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | policy uncertainty |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | stock prices |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | dynamically simulated autoregressive distributed lag (DYS-ARDL) |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | threshold regression |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | United States |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sánchez-Granero, Miguel Ángel |
| Relationship | edt |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Trinidad-Segovia, J.E. |
| Relationship | oth |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sánchez-Granero, Miguel Ángel |
| Relationship | oth |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Host name | www.oapen.org |
| Uniform Resource Identifier | <a href="https://mdpi.com/books/pdfview/book/3389">https://mdpi.com/books/pdfview/book/3389</a> |
| Access status | 0 |
| Public note | DOAB: download the publication |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Host name | www.oapen.org |
| Uniform Resource Identifier | <a href="https://directory.doabooks.org/handle/20.500.12854/68376">https://directory.doabooks.org/handle/20.500.12854/68376</a> |
| Access status | 0 |
| Public note | DOAB: description of the publication |
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