Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View

Cheng Few Lee

Chapter 31 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes, 2024, pp 1007-1075 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Based upon my experience in research, teaching, writing textbooks, and editing handbooks and journals, this review paper discusses how financial econometrics, mathematics, statistics, and financial technology can be used in research and teaching for students majoring in quantitative finance.A major portion of this paper discusses essential content of Lee and Lee (2020). Then Lee et al. (2019) and Lee et al. (2017), and Lee and Lee (2015) are used to enhance the content of this paper. In addition, important and relevant papers, which have been published in different journals are also used to support the issues discussed in this paper.I have found the applications of financial econometrics, mathematics, statistics, and technology have improved drastically over the last five decades. Therefore, both practitioners and academicians need to update their skills in this area to compete in both financial market and academic research.

Keywords: Financial Accounting; Financial Auditing; Mutual Funds; Hedge Funds; Asset Pricing; Options; Portfolio Analysis; Risk Management; Investment Analysis; Momentum Analysis; Behavior Analysis; Futures; Index Futures; CDCs; Financial Econometrics; Statistics; Financial Derivatives; Financial Accounting (search for similar items in EconPapers)
JEL-codes: G1 G11 G12 G3 M41 M42 (search for similar items in EconPapers)
Date: 2024
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