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This book applies the multidisciplinary approaches of econometrics, statistics, finance and artificial intelligence for …
Persistent link: https://www.econbiz.de/10012398273
The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it...
Persistent link: https://www.econbiz.de/10012401969
econometrics, the book discusses quantitative economics broadly and simply, looking at models in the light of data. Students of …
Persistent link: https://www.econbiz.de/10012402051
This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate...
Persistent link: https://www.econbiz.de/10012402086
The Handbook of Financial Econometrics and Statistics provides, in three volumes and over 100 chapters, a comprehensive … overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of … that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and …
Persistent link: https://www.econbiz.de/10012402210
Multipliers in a Nonlinear ARDL Framework -- Chapter 10 More Powerful Unit Root Tests with Non-normal Errors -- Chapter 11 More … Powerful LM Unit Root Tests with Non-normal Errors -- Chapter 12 Efficiency Selection Procedures for Capacity Utilization …
Persistent link: https://www.econbiz.de/10014018145
Statistik und Ökonometrie für Wirtschaftswissenschaftler umfasst das gesamte statistische und ökonometrische Grundwissen, das für ein wirtschaftswissenschaftliches Studium benötigt wird. Verständlich und präzise werden unter Zuhilfenahme von Beispielen und praktischen Anwendungsfällen...
Persistent link: https://www.econbiz.de/10013517185
"Data Envelopment Analysis (DEA) has grown has grown into a powerful quantitative, analytical tool for measuring and evaluating performance. It has been successfully applied to a host of different entities engaged in a wide variety of activities in many complex, multi-layered contexts worldwide....
Persistent link: https://www.econbiz.de/10013520627
This book includes selected papers submitted to the ICADABAI-2017 conference, offering an overview of the new methodologies and presenting innovative applications that are of interest to both academicians and practitioners working in the area of analytics. It discusses predictive analytics...
Persistent link: https://www.econbiz.de/10012395959
This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical...
Persistent link: https://www.econbiz.de/10012396746