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

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Personen und Körperschaften: Adıgüzel Mercangöz, Burcu (HerausgeberIn)
Titel: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics/ edited by Burcu Adıgüzel Mercangöz
Ausgabe: 1st ed. 2021.
Format: E-Book
Sprache: Englisch
veröffentlicht:
Cham Springer International Publishing 2021.
Cham Imprint: Springer 2021.
Gesamtaufnahme: Springer eBook Collection
Schlagwörter:
Erscheint auch als: Handbook of research on emerging theories, models, and applications of financial econometrics, Cham, Switzerland : Springer, 2021, xvii, 456, C1 Seiten
Quelle: Verbunddaten SWB
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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. ., 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.
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spelling Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics edited by Burcu Adıgüzel Mercangöz, 1st ed. 2021., Cham Springer International Publishing 2021., Cham Imprint: Springer 2021., 1 Online-Ressource (XVII, 456 p. 87 illus., 37 illus. in color.), Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, Springer eBook Collection, 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. ., 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., 1.1\x Finanzmarktökonometrie (DE-627)742271803 (DE-2867)29690-4 stw, 1.2\x Theorie (DE-627)091394902 (DE-2867)19073-6 stw, 1.3\x Wissenschaftliche Methode (DE-627)091401445 (DE-2867)16727-0 stw, 1.4\x Ökonometrisches Modell (DE-627)091381312 (DE-2867)15376-1 stw, Economic theory., Macroeconomics., Economic history., Lehrbuch DE-206, Adıgüzel Mercangöz, Burcu HerausgeberIn edt, 9783030541071, 9783030541095, 9783030541101, Erscheint auch als Druck-Ausgabe Handbook of research on emerging theories, models, and applications of financial econometrics Cham, Switzerland : Springer, 2021 xvii, 456, C1 Seiten (DE-627)1758147245 9783030541071 9783030541101, Erscheint auch als Druck-Ausgabe 9783030541095, Erscheint auch als Druck-Ausgabe 9783030541101, https://doi.org/10.1007/978-3-030-54108-8 X:SPRINGER Resolving-System lizenzpflichtig, https://doi.org/10.1007/978-3-030-54108-8 DE-14, DE-14 epn:4056134847 2022-02-11T16:30:15Z, https://doi.org/10.1007/978-3-030-54108-8 DE-Ch1, DE-Ch1 epn:3879657343 2021-03-01T10:11:48Z, DE-105 epn:3879536872 2021-03-01T09:51:19Z, https://doi.org/10.1007/978-3-030-54108-8 DE-Zwi2, DE-Zwi2 epn:3879657351 2021-07-16T10:59:02Z
spellingShingle Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, 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. ., 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., Finanzmarktökonometrie, Theorie, Wissenschaftliche Methode, Ökonometrisches Modell, Economic theory., Macroeconomics., Economic history., Lehrbuch
title Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
title_auth Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
title_full Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics edited by Burcu Adıgüzel Mercangöz
title_fullStr Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics edited by Burcu Adıgüzel Mercangöz
title_full_unstemmed Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics edited by Burcu Adıgüzel Mercangöz
title_short Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
title_sort handbook of research on emerging theories, models, and applications of financial econometrics
title_unstemmed Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
topic Finanzmarktökonometrie, Theorie, Wissenschaftliche Methode, Ökonometrisches Modell, Economic theory., Macroeconomics., Economic history., Lehrbuch
topic_facet Finanzmarktökonometrie, Theorie, Wissenschaftliche Methode, Ökonometrisches Modell, Economic theory., Macroeconomics., Economic history., Lehrbuch
url https://doi.org/10.1007/978-3-030-54108-8
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