Econometrics for Financial Applications
Editors: Anh, L.H., Dong, L.S., Kreinovich, V., Thach, N.N. (Eds.)
Free Preview- 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
- Presents recent research on econometrics for financial applications
- Introduces readers to the theoretical foundations and applications of econometric techniques to finance-related problems
- Written by respected experts in the field
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- About this book
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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.
- Table of contents (76 chapters)
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Testing, Prediction, and Cause in Econometric Models
Pages 3-19
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Information Criteria for Statistical Modeling in Data-Rich Era
Pages 20-43
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An Invitation to Quantum Econometrics
Pages 44-62
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$$GL^+$$ and $$GL^-$$ Regressions
Pages 63-77
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What If We Do Not Know Correlations?
Pages 78-85
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Table of contents (76 chapters)
- Download Preface 1 PDF (46 KB)
- Download Sample pages 2 PDF (615.3 KB)
- Download Table of contents PDF (150.4 KB)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Econometrics for Financial Applications
- Editors
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- Ly H. Anh
- Le Si Dong
- Vladik Kreinovich
- Nguyen Ngoc Thach
- Series Title
- Studies in Computational Intelligence
- Series Volume
- 760
- Copyright
- 2018
- Publisher
- Springer International Publishing
- Copyright Holder
- Springer International Publishing AG
- eBook ISBN
- 978-3-319-73150-6
- DOI
- 10.1007/978-3-319-73150-6
- Hardcover ISBN
- 978-3-319-73149-0
- Softcover ISBN
- 978-3-319-89234-4
- Series ISSN
- 1860-949X
- Edition Number
- 1
- Number of Pages
- XIII, 1081
- Number of Illustrations
- 176 b/w illustrations
- Topics
*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works are not included.
