Econometrics for Financial Applications
Author:   Ly H. Anh ,  Le Si Dong ,  Vladik Kreinovich ,  Nguyen Ngoc Thach
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2018
Volume:   760
ISBN:  

9783319731490


Pages:   1081
Publication Date:   20 December 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Econometrics for Financial Applications


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Overview

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. An extremely important part of economics is finances: a financial crisis can bring the whole economy to a standstill and, vice versa, a smart financial policy can dramatically boost economic development. It is therefore crucial to be able to apply mathematical techniques of econometrics to financial problems. Such applications are a growing field, with many interesting results – and an even larger number of challenges and open problems.

Full Product Details

Author:   Ly H. Anh ,  Le Si Dong ,  Vladik Kreinovich ,  Nguyen Ngoc Thach
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2018
Volume:   760
Weight:   2.316kg
ISBN:  

9783319731490


ISBN 10:   3319731491
Pages:   1081
Publication Date:   20 December 2017
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Testing, Prediction, and Cause in Econometric Models.- Information Criteria for Statistical Modeling in Data-Rich Era.- An invitation to quantum econometrics.- GL+ and GL- Regressions.- What If We Do Not Know Correlations?.- Markowitz Portfolio Theory Helps Decrease Medicines' Side Effect and Speed Up Machine Learning.

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