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Introductory Econometrics for Finance
TLDR
The third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time as discussed by the authors.Abstract:
This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.read more
Citations
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Oil prices and the stock prices of alternative energy companies
Irene Henriques,Perry Sadorsky +1 more
TL;DR: In this article, a four variable vector autoregression model is developed and estimated in order to investigate the empirical relationship between alternative energy stock prices, technology stock prices and oil prices, and interest rates.
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Impact of Reward and Recognition on Job Satisfaction and Motivation: An Empirical Study from Pakistan
Rizwan Qaiser Danish,Ali Usman +1 more
TL;DR: In this article, the authors present an attempt to find out the major factors that motivate employees and it tells what is the relationship among reward, recognition and motivation while working within an organization.
Posted Content
Volatility and correlation forecasting
TL;DR: A recent survey of the most important theoretical developments and empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications is provided in this paper, where a series of different economic situations in which volatility plays a crucial role, ranging from the use of volatility forecasts in portfolio allocation to density forecasting in risk management.
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Bank Specific and Macroeconomic Determinants of Commercial Bank Profitability Empirical Evidence from Turkey
Değer Alper,Adem Anbar +1 more
TL;DR: In this paper, the authors examined the bank-specific and macroeconomic determinants of the banks profitability in Turkey over the time period from 2002 to 2010 and found that asset size and non-interest income have a positive and significant effect on bank profitability.
Journal ArticleDOI
Forecasting the short-term metro passenger flow with empirical mode decomposition and neural networks
Yu Wei,Mu-Chen Chen +1 more
TL;DR: In this article, a hybrid EMD-BPN forecasting approach which combines empirical mode decomposition (EMD) and back-propagation neural networks (BPN) is developed to predict the short-term passenger flow in metro systems.
References
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Testing for dependence in the input to a linear time series model
TL;DR: In this paper, a simple test for dependence in the residuals of a linear parametric time series model fitted to non-gaussian data is presented, and the test statistic is a third order extension of the standard correlation test for whiteness.
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Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991
Thomas McCue,John L. Kling +1 more
TL;DR: In this article, the relationship between the macroeconomy and real estate returns is explored, where the macroeconomic model is used as a proxy for real-estate returns; however, the equity REIT returns are regressed a...
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Are unsolicited credit ratings biased downward
TL;DR: In this article, the authors analyzed the controversy over unsolicited credit ratings using pooled time-series cross-sectional data of 265 firms in 15 countries from Standard and Poor's Ratings Services (S&P's) during the period of 1998-2000.
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Why do regime‐switching models forecast so badly?
Robert Dacco,Steve Satchell +1 more
TL;DR: In this article, a simple switching model, the segmented trend model, is used for out-of-sample forecasting of the DM/dollar exchange rate and the results show that the forecasting result is more general and describes limitations to the use of switching models for forecasting.
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Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects
Chris Brooks,Gitanjali Persand +1 more
TL;DR: In this paper, the authors examined the evidence for a day-of-the-week effect in five Southeast Asian stock markets: South Korea, Malaysia, the Philippines, Taiwan and Thailand.