This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds, and the resulting implications for asset price...

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle...

1 Introduction -- 2 Foresight for STI - What and Why -- 3 Initiation-Scoping and Managing ForSTI -- 4 Interaction - Participation and Recruitment -- 5 Intelligence - Environmental and Horizon Scanning -- 6 Intelligence - Delphi -- 7 Imagination - Scenarios and Alternative Futures -- 8...

This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes

Part I: Introductory Matter -- 1.Utility and Demand -- 2.Elements of Production -- Part II: Models -- 3.Cournot I: Constant Returns -- 4.Cournot II: Returns to Scale and Stability -- Bertrand -- 6.Stackelberg -- 7.Hotelling Duopoly -- 8.Disequilibrium Trade and Pricing of Durable Commodities --...

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...

In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by...

This book contains the refereed proceedings of the International Conference on Modeling and Simulation in Engineering, Economics and Management, MS 2016, held in Teruel, Spain, in July 2016. The event was co-organized by the AMSE Association and the University of Zaragoza through the GESES...