Empirical Finance
Material type: TextPublication details: MDPI - Multidisciplinary Digital Publishing Institute 2019Description: 1 electronic resource (276 p.)ISBN:- 9783038977063
Item type | Current library | Call number | Status | Date due | Barcode | |
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E-Book | Directory of Open Access Books | Not For Loan |
Open Access
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.
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