TY - BOOK ID - 125532630 TI - Quantitative Methods for Economics and Finance AU - Trinidad-Segovia, J.E. AU - Sánchez-Granero, Miguel Ángel PY - 2021 PB - Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute DB - UniCat KW - Coins, banknotes, medals, seals (numismatics) KW - academic cheating KW - tax evasion KW - informality KW - pairs trading KW - hurst exponent KW - financial markets KW - long memory KW - co-movement KW - cointegration KW - risk KW - delay KW - decision-making process KW - probability KW - discount KW - detection KW - mean square error KW - multicollinearity KW - raise regression KW - variance inflation factor KW - derivation KW - intertemporal choice KW - decreasing impatience KW - elasticity KW - GARCH KW - EGARCH KW - VaR KW - historical simulation approach KW - peaks-over-threshold KW - EVT KW - student t-copula KW - generalized Pareto distribution KW - centered model KW - noncentered model KW - intercept KW - essential multicollinearity KW - nonessential multicollinearity KW - commodity prices KW - futures prices KW - number of factors KW - eigenvalues KW - volatility cluster KW - Hurst exponent KW - FD4 approach KW - volatility series KW - probability of volatility cluster KW - S& KW - P500 KW - Bitcoin KW - Ethereum KW - Ripple KW - bitcoin KW - deep learning KW - deep recurrent convolutional neural networks KW - forecasting KW - asset pricing KW - financial distress prediction KW - unconstrained distributed lag model KW - multiple periods KW - Chinese listed companies KW - cash flow management KW - corporate prudential risk KW - the financial accelerator KW - financial distress KW - induced risk aversion KW - liquidity constraints KW - liquidity risk KW - macroeconomic propagation KW - multiperiod financial management KW - non-linear macroeconomic modelling KW - Tobin’s q KW - precautionary savings KW - pharmaceutical industry KW - scale economies KW - profitability KW - biotechnological firms KW - non-parametric efficiency KW - productivity KW - DEA KW - dispersion trading KW - option arbitrage KW - volatility trading KW - correlation risk premium KW - econometrics KW - computational finance KW - ensemble empirical mode decomposition (EEMD) KW - autoregressive integrated moving average (ARIMA) KW - support vector regression (SVR) KW - genetic algorithm (GA) KW - energy consumption KW - cryptocurrency KW - gold KW - P 500 KW - DCC KW - copula KW - copulas KW - Markov Chain Monte Carlo simulation KW - local optima vs. local minima KW - SRA approach KW - foreign direct investment KW - bilateral investment treaties KW - regional trade agreements KW - structural gravity model KW - policy uncertainty KW - stock prices KW - dynamically simulated autoregressive distributed lag (DYS-ARDL) KW - threshold regression KW - United States UR - https://www.unicat.be/uniCat?func=search&query=sysid:125532630 AB - 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. ER -