Handbook of research on emerging theories, models, and applications of financial econometrics:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer
[2021]
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xvii, 456 Seiten Illustrationen |
| ISBN: | 9783030541071 |
Internformat
MARC
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| 245 | 1 | 0 | |a Handbook of research on emerging theories, models, and applications of financial econometrics |c Burcu Adıgüzel Mercangöz, editor |
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| 300 | |a xvii, 456 Seiten |b Illustrationen | ||
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Datensatz im Suchindex
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| adam_text | Contents Exploratory Classification of Time-Series...................................................... Sergio Camiz Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach.................................................... Katleho Makatjane, Ntebo Moroke, and Elias Munapo Financial Econometrics and Systemic Risk.................................................... M. Hakan Eratalay Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity........................................................................... Mahbuba Aktar, Qu Wenzhou, Hijbulla Al Mahmud, and Mohammad Zoynul Abedin Oil Price Scenarios: Economic and Fiscal Impacts on the Kuwait Economy................................................................................................ Sedat Dizmen Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul............................................... Ibrahim Ethem Güney, Abdullah Kazdal, Doruk Küçüksaraç, and Muhammed Hasan Yılmaz Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and Probit Models.................................... Lokman Kantar Vector Autoregressive Model and Analysis................................................... Murat Akkaya 1 31 63 93 109 141 167 197 XV
xvi Contents Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy..................................... Coşkun Akdeniz 215 Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies......................................................................... Antonio Pacifico 229 The Impacts of Transportation Sector and Unemployment on Economic Growth: Evidence from Asymmetric Causality.......................... Sultan Kuzu Yıldırım 267 ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models............................................................................. Lokman Kantar * · 287 Using COGARCH-Filtered Volatility in Modelting Within ARDL Framework........................................................................................................... Yakup Ад 301 Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation................ Lawrence Diteboho Xaba, Ntebogang Dinah Moroke, and Lebotsa Daniel Metsileng Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes.............................. Barış Kocaarslan Panel Data Analysis............................................................................................ Hasan Hüseyin Yıldmm 323 357 375 An Amalgamation of Big Data Analytics with Tweet Feeds for Stock Market Trend Anticipating Systems: A Review................................. Deepika Naiabaia, M. Nirupama Bhat, and P. Victer Paul 397 Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-
Sectors.......................................................................................................... Turhan Korkmaz and Ash Yıkılmaz Erkol 437
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| adam_txt |
Contents Exploratory Classification of Time-Series. Sergio Camiz Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach. Katleho Makatjane, Ntebo Moroke, and Elias Munapo Financial Econometrics and Systemic Risk. M. Hakan Eratalay Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity. Mahbuba Aktar, Qu Wenzhou, Hijbulla Al Mahmud, and Mohammad Zoynul Abedin Oil Price Scenarios: Economic and Fiscal Impacts on the Kuwait Economy. Sedat Dizmen Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul. Ibrahim Ethem Güney, Abdullah Kazdal, Doruk Küçüksaraç, and Muhammed Hasan Yılmaz Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and Probit Models. Lokman Kantar Vector Autoregressive Model and Analysis. Murat Akkaya 1 31 63 93 109 141 167 197 XV
xvi Contents Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy. Coşkun Akdeniz 215 Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies. Antonio Pacifico 229 The Impacts of Transportation Sector and Unemployment on Economic Growth: Evidence from Asymmetric Causality. Sultan Kuzu Yıldırım 267 ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models. Lokman Kantar * · 287 Using COGARCH-Filtered Volatility in Modelting Within ARDL Framework. Yakup Ад 301 Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation. Lawrence Diteboho Xaba, Ntebogang Dinah Moroke, and Lebotsa Daniel Metsileng Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes. Barış Kocaarslan Panel Data Analysis. Hasan Hüseyin Yıldmm 323 357 375 An Amalgamation of Big Data Analytics with Tweet Feeds for Stock Market Trend Anticipating Systems: A Review. Deepika Naiabaia, M. Nirupama Bhat, and P. Victer Paul 397 Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-
Sectors. Turhan Korkmaz and Ash Yıkılmaz Erkol 437 |
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| isbn | 9783030541071 |
| language | English |
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| spelling | Handbook of research on emerging theories, models, and applications of financial econometrics Burcu Adıgüzel Mercangöz, editor Cham Springer [2021] xvii, 456 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Economic Theory/Quantitative Economics/Mathematical Methods Macroeconomics/Monetary Economics//Financial Economics Economy-wide Country Studies Economic theory Macroeconomics Economic history Theorie (DE-588)4059787-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrie (DE-588)4132280-0 s Theorie (DE-588)4059787-8 s DE-604 Adıgüzel Mercangöz, Burcu (DE-588)1074141571 edt Erscheint auch als Online-Ausgabe 978-3-030-54108-8 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032623989&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Handbook of research on emerging theories, models, and applications of financial econometrics Economic Theory/Quantitative Economics/Mathematical Methods Macroeconomics/Monetary Economics//Financial Economics Economy-wide Country Studies Economic theory Macroeconomics Economic history Theorie (DE-588)4059787-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4059787-8 (DE-588)4132280-0 (DE-588)4143413-4 |
| title | Handbook of research on emerging theories, models, and applications of financial econometrics |
| title_auth | Handbook of research on emerging theories, models, and applications of financial econometrics |
| title_exact_search | Handbook of research on emerging theories, models, and applications of financial econometrics |
| title_exact_search_txtP | Handbook of research on emerging theories, models, and applications of financial econometrics |
| title_full | Handbook of research on emerging theories, models, and applications of financial econometrics Burcu Adıgüzel Mercangöz, editor |
| title_fullStr | Handbook of research on emerging theories, models, and applications of financial econometrics Burcu Adıgüzel Mercangöz, editor |
| title_full_unstemmed | Handbook of research on emerging theories, models, and applications of financial econometrics Burcu Adıgüzel Mercangöz, editor |
| title_short | Handbook of research on emerging theories, models, and applications of financial econometrics |
| title_sort | handbook of research on emerging theories models and applications of financial econometrics |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Macroeconomics/Monetary Economics//Financial Economics Economy-wide Country Studies Economic theory Macroeconomics Economic history Theorie (DE-588)4059787-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Macroeconomics/Monetary Economics//Financial Economics Economy-wide Country Studies Economic theory Macroeconomics Economic history Theorie Ökonometrie Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032623989&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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