Empirical Techniques in Finance (Springer Finance)

Financial Econometrics and Empirical Market Microstructure
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Empirical Techniques in Finance

It is not only suitable for students with an interest in the field, it is also highly rec- mended for academic researchers as well as the researchers in the industry. The book focuses on the contemporary empirical techniques used in the analysis of financial markets and how these are implemented using actual market data. With an emphasis on Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant considerations in the literature.

The main aim of this book is to equip the readers with an array of tools and techniques that will allow them to explore financial market problems with a fresh perspective. In this sense it is not another volume in eco- metrics.

Inhaltsverzeichnis

Of course, the traditional econometric methods are still valid and important; the contents of this book will bring in other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in the derivatives analysis, modern finance theory requires a sophisticated understanding of stochastic processes. The actual data analyses also require new Statistical tools that can address the unique aspects of financial data.

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To meet these new demands, this book explains diverse modeling approaches with an emphasis on the application in the field of finance. StateSpace Models II.

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Estimation Techniques. NonParametric Method of Estimation.

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Click on the cover image above to read some pages of this book! This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial economics.

Financial econometrics and empirical market microstructure

It is not only suitable for students with an interest in the field, it is also highly rec- mended for academic researchers as well as the researchers in the industry. The book focuses on the contemporary empirical techniques used in the analysis of financial markets and how these are implemented using actual market data.

Empirical Methods to Evaluate Financial Regulation - Steven Ongena

With an emphasis on Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant considerations in the literature. The main aim of this book is to equip the readers with an array of tools and techniques that will allow them to explore financial market problems with a fresh perspective.

Journal of Banking & Finance

Discrete Time Model of Interest Rate. The aim of this article is to propose high-level universal requirements to the quantitative models of stress-testing of non-public corporate borrower portfolios, and to describe the model, developed by the authors, which meets such requirements. Most Cited Articles The most cited articles published since , extracted from Scopus. Log In Sign Up. You can view this on the NLA website. Click here for more details. Where is current research on blockchain technology?

In this sense it is not another volume in eco- metrics. Of course, the traditional econometric methods are still valid and important; the contents of this book will bring in other related modeling topics that help more in-depth exploration of finance theory and putting it into practice.

As seen in the derivatives analysis, modern finance theory requires a sophisticated understanding of stochastic processes.

The actual data analyses also require new Statistical tools that can address the unique aspects of financial data. To meet these new demands, this book explains diverse modeling approaches with an emphasis on the application in the field of finance.

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