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Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.

cluster analysis --- equity index networks --- machine learning --- copulas --- dependence structures --- quotient of random variables --- density functions --- distribution functions --- multi-factor model --- risk factors --- OLS and ridge regression model --- python --- chi-square test --- quantile --- VaR --- quadrangle --- CVaR --- conditional value-at-risk --- expected shortfall --- ES --- superquantile --- deviation --- risk --- error --- regret --- minimization --- CVaR estimation --- regression --- linear regression --- linear programming --- portfolio safeguard --- PSG --- equity option pricing --- factor models --- stochastic volatility --- jumps --- mathematics --- probability --- statistics --- finance --- applications --- investment home bias (IHB) --- bivariate first-degree stochastic dominance (BFSD) --- keeping up with the Joneses (KUJ) --- correlation loving (CL) --- return spillover --- volatility spillover --- optimal weights --- hedge ratios --- US financial crisis --- Chinese stock market crash --- stock price prediction --- auto-regressive integrated moving average --- artificial neural network --- stochastic process-geometric Brownian motion --- financial models --- firm performance --- causality tests --- leverage --- long-term debt --- capital structure --- shock spillover

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Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

FHA loan --- E42 --- Misery Index --- economic development --- managing of financial health --- duration models --- system GMM --- maximum likelihood estimator --- FMOLS --- market microstructure --- foreclosure --- company performance --- vector error correction model (VECM) --- earnings forecasts --- multivariate regression models --- competing risks --- social network model --- price recovery --- trading behavior --- efficiency --- prediction methods --- panel data --- nonlinearity --- control environment --- earnings announcements --- economic freedom --- E58 --- risk of bankruptcy --- foreign direct investment --- Granger causality test --- budgetary system and strategies --- denomination range --- heavy-tailed data --- unemployment --- exploratory diagnostics --- EGARCH --- historical time series --- home mortgage --- economic growth --- abnormal returns --- uncorrelated multivariate Student distribution --- post-communist countries --- nonparametric time series modeling --- inflation --- unified time series algorithm --- unobserved heterogeneity --- JEL Classification --- Fama-French factor model --- oil price --- risk spillover --- exchange rate --- Nigeria --- financial markets --- middle income countries --- trade balance --- independent multivariate Student distribution --- panel data factor model --- Mahalanobis distances --- derivatives market --- operational control --- Okun’s law --- default and prepayment --- DOLS --- income inequality --- frequency domain causality --- Granger-causality tests --- cointegration --- financial analysts --- postage stamps --- cash payments --- Probit and Logit models