Financial Statistics and Data Analytics

Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go ha...

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Detalles Bibliográficos
Otros Autores:	Liu, Shuangzhe (Editor), Sathye, Milind (Otro)
Formato:	Libro electrónico
Idioma:	Inglés
Publicado:	Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
Materias:	Coins, banknotes, medals, seals (numismatics) Index parameter estimation wrapped stable Hill estimator characteristic function-based estimator asymptotic efficiency GARCH model HARCH model PHARCH model Griddy-Gibs Euro-Dollar safe-haven assets gold price Swiss Franc exchange rate oil price generalized Birnbaum–Saunders distributions ACD models Box-Cox transformation high-frequency financial data goodness-of-fit banking competition credit risk NPLs Theil index convergence analysis interest rates yeld curve no-arbitrage bonds B-splines time series multifractal processes fractal scaling heavy tails long range dependence financial models Bitcoin capital asset pricing model estimation of systematic risk tests of mean-variance efficiency t-distribution generalized method of moments multifactor asset pricing model Lerner index stochastic frontiers shrinkage estimator seemingly unrelated regression model multicollinearity ridge regression financial incentives public service motivation job performance job satisfaction intention to leave
Ver en Biblioteca Universitat Ramon Llull:	https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009653966306719