Gebundenes Buch

Empirical Economic and Financial Research

Theory, Methods and Practice

Herausgegeben: Beran, Jan; Feng, Yuanhua; Hebbel, Hartmut
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The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as w...