Advanced Studies in Theoretical and Applied Econometrics

Empirical Economic and Financial Research

Theory, Methods and Practice

Editors: Beran, Jan, Feng, Yuanhua, Hebbel, Hartmut (Eds.)

  • The only book covering broad topics from empirical economic and financial research
  • Collects state-of-art contributions that will be of great interest to a diverse readership
  • The contributions are written in an easy-to-understand style
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Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-319-03122-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-319-03121-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-3-319-38073-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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 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.

About the authors

Jan Beran is a Professor of Statistics at the University of Konstanz (Department of Mathematics and Statistics). After completing his PhD in Mathematics at the ETH Zurich, he worked at several U.S. universities and the University of Zurich. He has a broad range of interests, from long-memory processes and asymptotic theory to applications in finance, biology and musicology.

Yuanhua Feng is a Professor of Econometrics at the University of Paderborn’s Department of Economics. He previously worked at the Heriot-Watt University, UK, after completing his PhD and postdoctoral studies at the University of Konstanz. His research interests include financial econometrics, time series and semiparametric modeling.

Hartmut Hebbel is a Professor (emeritus) of Empirical Economic Research at the University of the Federal Armed Forces in Hamburg, Germany. He studied Mathematics at the Technische Universität Berlin and previously worked at different German universities after receiving his PhD and German PD in Statistics from the University of Dortmund. His research interests include space and time series analysis and applications of statistical methods in the natural and environmental sciences.

Table of contents (31 chapters)

  • Introduction

    Beran, Jan (et al.)

    Pages 1-6

  • Decomposition of Time Series Using the Generalised Berlin Method (VBV)

    Hebbel, Hartmut (et al.)

    Pages 9-43

  • Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points

    Badagián, Ana Laura (et al.)

    Pages 45-59

  • Regularization Methods in Economic Forecasting

    Schauberger, Gunther (et al.)

    Pages 61-80

  • Investigating Bavarian Beer Consumption

    Bruckner, Michael (et al.)

    Pages 81-88

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-319-03122-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-319-03121-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-3-319-38073-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Empirical Economic and Financial Research
Book Subtitle
Theory, Methods and Practice
Editors
  • Jan Beran
  • Yuanhua Feng
  • Hartmut Hebbel
Series Title
Advanced Studies in Theoretical and Applied Econometrics
Series Volume
48
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-03122-4
DOI
10.1007/978-3-319-03122-4
Hardcover ISBN
978-3-319-03121-7
Softcover ISBN
978-3-319-38073-5
Series ISSN
1570-5811
Edition Number
1
Number of Pages
XVIII, 503
Number of Illustrations and Tables
45 b/w illustrations, 27 illustrations in colour
Topics