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Empirical Finance

By: Contributor(s): Material type: ArticlePublication details: MDPI - Multidisciplinary Digital Publishing Institute 2019Description: 1 electronic resource (276 p.)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783038977063
Subject(s): Online resources: Summary: 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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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.

Creative Commons Licence cc by-nc-nd cc https://creativecommons.org/licenses/by-nc-nd/4.0/

eng

Freely available e-book