1. Quantitative Methods for Economics and Finance.
- Author
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Trinidad-Segovia, J.E., Sánchez-Granero, Miguel Ángel, and Trinidad-Segovia, J.E.
- Subjects
Coins, banknotes, medals, seals (numismatics) ,Bitcoin ,Chinese listed companies ,DCC ,DEA ,EGARCH ,EVT ,Ethereum ,FD4 approach ,GARCH ,Hurst exponent ,Markov Chain Monte Carlo simulation ,P 500 ,P500 ,Ripple ,S& ,SRA approach ,Tobin's q ,United States ,VaR ,academic cheating ,asset pricing ,autoregressive integrated moving average (ARIMA) ,bilateral investment treaties ,biotechnological firms ,bitcoin ,cash flow management ,centered model ,co-movement ,cointegration ,commodity prices ,computational finance ,copula ,copulas ,corporate prudential risk ,correlation risk premium ,cryptocurrency ,decision-making process ,decreasing impatience ,deep learning ,deep recurrent convolutional neural networks ,delay ,derivation ,detection ,discount ,dispersion trading ,dynamically simulated autoregressive distributed lag (DYS-ARDL) ,econometrics ,eigenvalues ,elasticity ,energy consumption ,ensemble empirical mode decomposition (EEMD) ,essential multicollinearity ,financial distress ,financial distress prediction ,financial markets ,forecasting ,foreign direct investment ,futures prices ,generalized Pareto distribution ,genetic algorithm (GA) ,gold ,historical simulation approach ,hurst exponent ,induced risk aversion ,informality ,intercept ,intertemporal choice ,liquidity constraints ,liquidity risk ,local optima vs. local minima ,long memory ,macroeconomic propagation ,mean square error ,multicollinearity ,multiperiod financial management ,multiple periods ,non-linear macroeconomic modelling ,non-parametric efficiency ,noncentered model ,nonessential multicollinearity ,number of factors ,option arbitrage ,pairs trading ,peaks-over-threshold ,pharmaceutical industry ,policy uncertainty ,precautionary savings ,probability ,probability of volatility cluster ,productivity ,profitability ,raise regression ,regional trade agreements ,risk ,scale economies ,stock prices ,structural gravity model ,student t-copula ,support vector regression (SVR) ,tax evasion ,the financial accelerator ,threshold regression ,unconstrained distributed lag model ,variance inflation factor ,volatility cluster ,volatility series ,volatility trading - Abstract
Summary: This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.