Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Editors: Adıgüzel Mercangöz, Burcu (Ed.)

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  • Presents both theoretical and practical aspects of econometric techniques for the financial sector
  • Introduces important econometric models, theories and applications 
  • Offers tools that use data analysis to predict and weigh the risks of multiple investments 
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Buy this book

eBook $149.00
price for USA in USD
  • Due: April 18, 2021
  • ISBN 978-3-030-54108-8
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
Hardcover $199.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: February 17, 2021
  • ISBN 978-3-030-54107-1
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions & severe weather in the US may cause delays
About this book

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior.

This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.



About the authors

Burcu Adiguzel Mercangöz is an expert on quantitative methods and an Associate Professor at the Faculty of Transportation and Logistics, Istanbul University (Turkey). Her research focuses on econometrics, operations research, statistics, management, quantitative methods, mathematics and numerical analysis.


Table of contents (18 chapters)

Table of contents (18 chapters)
  • Exploratory Classification of Time-Series

    Pages 1-29

    Camiz, Sergio

  • Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach

    Pages 31-64

    Makatjane, Katleho (et al.)

  • Financial Econometrics and Systemic Risk

    Pages 65-91

    Eratalay, M. Hakan

  • Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity

    Pages 93-108

    Aktar, Mahbuba (et al.)

  • Oil Price Scenarios: Economic and Fiscal Impacts on the Kuwait Economy

    Pages 109-140

    Dizmen, Sedat

Buy this book

eBook $149.00
price for USA in USD
  • Due: April 18, 2021
  • ISBN 978-3-030-54108-8
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
Hardcover $199.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: February 17, 2021
  • ISBN 978-3-030-54107-1
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions & severe weather in the US may cause delays
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Bibliographic Information

Bibliographic Information
Book Title
Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
Editors
  • Burcu Adıgüzel Mercangöz
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-54108-8
DOI
10.1007/978-3-030-54108-8
Hardcover ISBN
978-3-030-54107-1
Edition Number
1
Number of Pages
XVII, 456
Number of Illustrations
50 b/w illustrations, 37 illustrations in colour
Topics