Coronavirus

Graham Giller

Chapter 6 in Adventures in Financial Data Science:The Empirical Properties of Financial and Economic Data, 2022, pp 347-394 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This brief chapter contains the work I did on the Coronavirus outbreak in 2020. Fortunately, at this point, my only real exposure has been to be locked down and concerned about my family. Like many people involved in data science, I reacted to this by trying to understand better the data being reported to me. In particular, I was seeking information about the likely severity of the outbreak and its estimated end date…

Keywords: Data Science; Finance; Quant Research; Econometrics; Trading Strategy; Survey Research; Political Science; Time-Series Analysis; Volatility; Stock Market; Bond Market; Interest Rates; Empirical Finance; Probability Distributions; Statistics; Estimation; Empirical Science; Hypothesis Testing; Biography; Coronavirus; Epidemiology; Geospatial Analysis; Index Futures; Index Options; Morgan Stanley; Process Driven Trading; Quant Trading; Climate; Temperature; Demographics; Machine Learning (search for similar items in EconPapers)
JEL-codes: C01 C22 C58 G1 (search for similar items in EconPapers)
Date: 2022
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