Handbook of Research on Emerging Theories, Models, and Applications of Financial

The Nile on eBay   FREE SHIPPING UK WIDE   Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics by Burcu Adıgüzel Mercangöz

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.

FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Back Cover

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.

Author Biography

Burcu Adiguzel Mercangöz is an expert on quantitative methods and an Associate Professor at the Faculty of Transportation and Logistics, Istanbul University (Turkey). Her research focuses on econometrics, operations research, statistics, management, quantitative methods, mathematics and numerical analysis.

Table of Contents

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. 

Feature

Presents both theoretical and practical aspects of econometric techniques for the financial sector Introduces important econometric models, theories and applications Offers tools that use data analysis to predict and weigh the risks of multiple investments

Details ISBN303054107X Language English ISBN-10 303054107X ISBN-13 9783030541071 Format Hardcover DOI 10.1007/978-3-030-54108-8 Year 2021 Publication Date 2021-02-18 Publisher Springer Nature Switzerland AG Edition 1st Imprint Springer Nature Switzerland AG Place of Publication Cham Country of Publication Switzerland Pages 457 Illustrations 37 Illustrations, color; 50 Illustrations, black and white; XVII, 457 p. 87 illus., 37 illus. in color. UK Release Date 2021-02-18 Author Burcu Adgüzel Mercangöz Edition Description 1st ed. 2021 Alternative 9783030541101 Edited by Burcu Adgüzel Mercangöz DEWEY 330.015195 Audience Professional & Vocational We've got this

At The Nile, if you're looking for it, we've got it.With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love!

30 DAY RETURN POLICY

No questions asked, 30 day returns!

FREE DELIVERY

No matter where you are in the UK, delivery is free.

SECURE PAYMENT

Peace of mind by paying through PayPal and eBay Buyer Protection TheNile_Item_ID:137811823;