Linear and Non-Linear Financial Econometrics -Theory and Practice

Terzioglu, Mehmet Kenan; Djurovic, Gordana; Bojaj, Martin M.

Linear and Non-Linear Financial Econometrics -Theory and Practice

Edited by Mehmet Kenan Terzioglu, Gordana Djurovic and Martin M. Bojaj

Abstract: The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.

JEL-codes: C01 (search for similar items in EconPapers)
Date: 2021
ISBN: 978-1-83962-486-5
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.intechopen.com/books/6733 (text/html)
Book downloadable chapter-by-chapter

Chapters in this book:

An Econometric Investigation of Market Volatility and Efficiency: A Study of Small Cap's Stock Indices: Muhammad Jawad and Munazza Naz
ARCH and GARCH Models: Quasi-Likelihood and Asymptotic Quasi-Likelihood Approaches: Raed Alzghool
Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices: Verda Davasligil Atmaca and Burcu Mestav
Construction of Forward-Looking Distributions Using Limited Historical Data and Scenario Assessments: Riaan De Jongh, Helgard Raubenheimer and Mentje Gericke
Corrigendum: The Independence of Indexed Volatilities: Tumellano Sebehela, Katlego Kola and Katlego Kola
Determinants of Islamic Banks Distress in Gulf Council Countries (GCC): Bakhita Hamdow Braima
Effects of Some Monetary Variables on Fixed Investment in Selected Sub-Saharan African Countries: Thobeka Ncanywa and Ombeswa Ralarala
Efficiency of the City Councils Using Cross-Sectional Model: Challenges in Times of Change and Political Tension: Claudio Elortegui-Gomez, Hanns De La Fuente-Mella, Mauricio Alvarado Martinez and Matias Guajardo Calderon
Governance and Growth in the Western Balkans: A SVAR Approach: Gordana Djurovic and Martin M. Bojaj
IPO ETFs: An Alternative Way to Enter the Initial Public Offering Business: Gerasimos Rompotis
Modeling Inflation Dynamics with Fractional Brownian Motions and Lévy Processes: Bodo Herzog
More Credits, Less Cash: A Panel Cointegration Approach: Sureyya Dal
Relationship between Economic Growth, Unemployment, Inflation and Current Account Balance: Theory and Case of Turkey: Tugba Dayioglu and Yilmaz Aydin
Reliability-Based Marginal Cost Pricing Problem: Shaopeng Zhong
The Impact of Exchange Rates on Stock Markets in Turkey: Evidence from Linear and Non-Linear ARDL Models: Mustafa Çakır
Volatility Effects of the Global Oil Price on Stock Price in Nigeria: Evidence from Linear and Non-Linear GARCH: David Olayungbo
Will Malawi's Inflation Continue Declining?: Hopestone Chavula

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ito:pbooks:6733

DOI: 10.5772/intechopen.88099

Access Statistics for this book

More books in Books from IntechOpen
Bibliographic data for series maintained by Slobodan Momcilovic ().