Testing of Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation
Author: Paramsothy Silvapulle
Publisher:
Published: 1997
Total Pages: 48
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: Paramsothy Silvapulle
Publisher:
Published: 1997
Total Pages: 48
ISBN-13:
DOWNLOAD EBOOKAuthor: Philip Rothman
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 379
ISBN-13: 1461551293
DOWNLOAD EBOOKNonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.
Author: Eva R. Porras
Publisher: Springer
Published: 2017-10-31
Total Pages: 283
ISBN-13: 1137524421
DOWNLOAD EBOOKThis book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.
Author: John W. Kensinger
Publisher: Emerald Group Publishing
Published: 2011-04-26
Total Pages: 323
ISBN-13: 0857245422
DOWNLOAD EBOOKDeals with the theme of Recovering from Financial Crisis. This book offers insight into: the surge in going-private transactions; hedge fund failures; the controversial aspects of private equity arrangements; why commodity producers (such as oil companies) choose not to hedge; and, trends in IPO activity.
Author: Sakae Yamamoto
Publisher: Springer Nature
Published: 2022-06-16
Total Pages: 464
ISBN-13: 3031065093
DOWNLOAD EBOOKThis two-volume set LNCS 13305 - 13306 constitutes the thoroughly refereed proceedings of the thematic area Human Interface and the Management of Information, HIMI 2022, which was held as part of HCI International 2022 and took place virtually during June 26-July 1, 2022. The total of 1271 papers and 275 poster papers included in the 39 HCII 2022 proceedings volumes was carefully reviewed and selected from 5487 submissions. The papers included in the HCII-HIMI volume set were organized in topical sections as follows: Part I: Human-centered design approaches; information design and quality; visual design; visualization and big data; Information, cognition and learning. Part II: Recommender systems; robots and avatars appearance and embodiment; information in virtual and augmented reality; information in complex technological environments.
Author: Radek Silhavy
Publisher: Springer Nature
Published: 2022-07-07
Total Pages: 627
ISBN-13: 3031090764
DOWNLOAD EBOOKThis book covers themes related to artificial intelligence in systems and networks application. Selected papers explore modern neural networks application, optimization and hybrid and bio-inspired algorithms are covered too. The refereed proceedings of the Artificial Intelligence Trends in Systems part of the 11th Computer Science On-line Conference 2022 (CSOC 2022), conducted online in April 2022, are included in this volume.
Author: Gökhan Karhan
Publisher: Eğitim Yayınevi
Published: 2018-12-31
Total Pages: 129
ISBN-13: 6057557506
DOWNLOAD EBOOKAlthough the subject of economic growth is tried to be expressed mathematically, the contribution of growth to social and cultural life is indisputable. Since economic growth has become the focal point of countries, many studies have been carried out on this issue. In this sense, we are pleased to bring this book which we believe will contribute to the literature to our esteemed readers. Hope to be useful...
Author: Kashyap, Amit K.
Publisher: IGI Global
Published: 2016-03-17
Total Pages: 369
ISBN-13: 1522500057
DOWNLOAD EBOOKSouth Asia has experienced a long period of robust economic growth. While many regulatory policies have helped usher in this prosperous growth, some markets have plateaued due to hardships such as the decline in foreign remittance and international credit lines, and a contraction of exports. To continue to grow, the nations in this region must begin to integrate into the globalized world economy. Financial Market Regulations and Legal Challenges in South Asia addresses the difficulties and challenges of the regulatory environment in South Asia. This research-based publication outlines the apparent issues and resolutions as these developing nations transition into global economic players. This book is an excellent resource for policy makers, researchers and students in the financial field, government officials, bankers, and financial market regulators.
Author: Guillaume Coqueret
Publisher: CRC Press
Published: 2023-08-08
Total Pages: 358
ISBN-13: 1000912809
DOWNLOAD EBOOKa detailed presentation of the key machine learning tools use in finance a large scale coding tutorial with easily reproducible examples realistic applications on a large publicly available dataset all the key ingredients to perform a full portfolio backtest
Author: William A. Brock
Publisher: Edward Elgar Publishing
Published: 2001-01-01
Total Pages: 488
ISBN-13: 9781782543046
DOWNLOAD EBOOK'Buz Brock's contribution to economic theory in general and economic dynamics in particular are characterized by an unmatched richness of ideas and by deep theoretical, empirical as well as computational analysis. Brock's contribution to economic dynamics range from one extreme of the field, global stability of stochastic optimal growth models, to another extreme, market instability and nonlinearity in economic and financial modelling and data analysis. But his work also includes environmental and economic policy issues and, more recently, the modelling of markets as complex adaptive systems. This collection of essays reflects Brock's richness of ideas that have motivated economists for more than three decades already and will continue to influence many economists for the next decades to come.' - Cars H. Hommes, University of Amsterdam, The Netherlands 'Buz Brock has been, from the beginning of his career, one of the most original thinkers in dynamic economics. His early work showed that growth with random elements could be studied effectively and above all posed exactly the right questions. His more recent work has brought complexity theory to the fore and shown its implications for financial and other markets. In the process, he has both introduced and used econometric tools to show the relevance of his work to empirically observed phenomena. It is very useful to have his work in collected form.' - Kenneth J. Arrow, Stanford University, US This outstanding collection of William Brock's essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.