Empirical Economic and Financial Research Theory, Methods and Practice |
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| Editor:
| Beran, Jan
Feng, Yuanhua
Hebbel, Hartmut |
| Series title: | Advanced Studies in Theoretical and Applied Econometrics Ser. |
| ISBN: | 978-3-319-38073-5 |
| Publication Date: | Aug 2016 |
| Publisher: | Springer
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| Book Format: | Paperback |
| List Price: | AUD $288.95 |
Book Description:
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The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models...
More DescriptionThe purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.