Empirical Finance
There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes th...
সংরক্ষণ করুন:
| প্রধান লেখক: | |
|---|---|
| বিন্যাস: | Online |
| ভাষা: | ইংরেজি |
| প্রকাশিত: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
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| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | 32826 |
| ট্যাগগুলো: |
কোনো ট্যাগ নেই, প্রথমজন হিসাবে ট্যাগ করুন!
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| _version_ | 1869517635021963264 |
|---|---|
| author | Hamori, Shigeyuki |
| author_browse | Hamori, Shigeyuki |
| author_facet | Hamori, Shigeyuki |
| author_sort | Hamori, Shigeyuki |
| collection | Directory of Open Access Books |
| description | There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling. |
| format | Online |
| id | doab-20.500.12854ir-46295 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-462952023-12-20T15:54:24Z Empirical Finance Hamori, Shigeyuki HC10-1085 n/a short-term forecasting wavelet transform IPO volatility US dollar institutional investors’ shareholdings neural network financial market stress market microstructure text similarity TVP-VAR model Japanese yen convolutional neural networks global financial crisis deep neural network cross-correlation function boosting causality-in-variance flight to quality bagging earnings quality algorithmic trading stop loss statistical arbitrage ensemble learning liquidity risk premium gold return futures market take profit currency crisis spark spread city banks piecewise regression model financial and non-financial variables exports data mining latency crude oil futures prices forecasting random forests wholesale electricity SVM random forest bank credit deep learning Vietnam inertia MACD initial public offering text mining bankruptcy prediction exchange rate asset pricing model LSTM panel data model structural break credit risk housing and stock markets copula ARDL earnings manipulation machine learning natural gas housing price asymmetric dependence real estate development loans earnings management cointegration predictive accuracy robust regression quantile regression dependence structure housing loans price discovery utility of international currency ATR bic Book Industry Communication::K Economics, finance, business & management::KC Economics::KCZ Economic history There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling. 2021-02-11T12:27:56Z 2021-02-11T12:27:56Z 2019-04-05 10:34:31 2019 book 32826 9783038977063 https://directory.doabooks.org/handle/20.500.12854/46295 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://play.google.com/books/publish/a/14935057684283403269#details/ISBN:9783038977063 https://mdpi.com/books/pdfview/book/1181 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03897-707-0 10.3390/books978-3-03897-707-0 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783038977063 276 open access |
| spellingShingle | HC10-1085 n/a short-term forecasting wavelet transform IPO volatility US dollar institutional investors’ shareholdings neural network financial market stress market microstructure text similarity TVP-VAR model Japanese yen convolutional neural networks global financial crisis deep neural network cross-correlation function boosting causality-in-variance flight to quality bagging earnings quality algorithmic trading stop loss statistical arbitrage ensemble learning liquidity risk premium gold return futures market take profit currency crisis spark spread city banks piecewise regression model financial and non-financial variables exports data mining latency crude oil futures prices forecasting random forests wholesale electricity SVM random forest bank credit deep learning Vietnam inertia MACD initial public offering text mining bankruptcy prediction exchange rate asset pricing model LSTM panel data model structural break credit risk housing and stock markets copula ARDL earnings manipulation machine learning natural gas housing price asymmetric dependence real estate development loans earnings management cointegration predictive accuracy robust regression quantile regression dependence structure housing loans price discovery utility of international currency ATR bic Book Industry Communication::K Economics, finance, business & management::KC Economics::KCZ Economic history Hamori, Shigeyuki Empirical Finance |
| title | Empirical Finance |
| title_full | Empirical Finance |
| title_fullStr | Empirical Finance |
| title_full_unstemmed | Empirical Finance |
| title_short | Empirical Finance |
| title_sort | empirical finance |
| topic | HC10-1085 n/a short-term forecasting wavelet transform IPO volatility US dollar institutional investors’ shareholdings neural network financial market stress market microstructure text similarity TVP-VAR model Japanese yen convolutional neural networks global financial crisis deep neural network cross-correlation function boosting causality-in-variance flight to quality bagging earnings quality algorithmic trading stop loss statistical arbitrage ensemble learning liquidity risk premium gold return futures market take profit currency crisis spark spread city banks piecewise regression model financial and non-financial variables exports data mining latency crude oil futures prices forecasting random forests wholesale electricity SVM random forest bank credit deep learning Vietnam inertia MACD initial public offering text mining bankruptcy prediction exchange rate asset pricing model LSTM panel data model structural break credit risk housing and stock markets copula ARDL earnings manipulation machine learning natural gas housing price asymmetric dependence real estate development loans earnings management cointegration predictive accuracy robust regression quantile regression dependence structure housing loans price discovery utility of international currency ATR bic Book Industry Communication::K Economics, finance, business & management::KC Economics::KCZ Economic history |
| topic_facet | HC10-1085 n/a short-term forecasting wavelet transform IPO volatility US dollar institutional investors’ shareholdings neural network financial market stress market microstructure text similarity TVP-VAR model Japanese yen convolutional neural networks global financial crisis deep neural network cross-correlation function boosting causality-in-variance flight to quality bagging earnings quality algorithmic trading stop loss statistical arbitrage ensemble learning liquidity risk premium gold return futures market take profit currency crisis spark spread city banks piecewise regression model financial and non-financial variables exports data mining latency crude oil futures prices forecasting random forests wholesale electricity SVM random forest bank credit deep learning Vietnam inertia MACD initial public offering text mining bankruptcy prediction exchange rate asset pricing model LSTM panel data model structural break credit risk housing and stock markets copula ARDL earnings manipulation machine learning natural gas housing price asymmetric dependence real estate development loans earnings management cointegration predictive accuracy robust regression quantile regression dependence structure housing loans price discovery utility of international currency ATR bic Book Industry Communication::K Economics, finance, business & management::KC Economics::KCZ Economic history |
| url | 32826 |
| work_keys_str_mv | AT hamorishigeyuki empiricalfinance |