Open AccessPosted Content
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
More filters
Journal ArticleDOI
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.
Journal ArticleDOI
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.
Posted Content
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
More filters
Book
Bootstrap Methods and Their Application
Anthony C. Davison,David Hinkley +1 more
TL;DR: In this paper, a broad and up-to-date coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis, is given, along with a disk of purpose-written S-Plus programs for implementing the methods described in the text.
Journal ArticleDOI
Time Series Analysis: Forecasting and Control
TL;DR: Time Series Analysis and Forecasting: principles and practice as mentioned in this paper The Oxford Handbook of Quantitative Methods, Vol. 3, No. 2: Statistical AnalysisTime-Series ForecastingPractical Time-Series AnalysisApplied Bayesian Forecasting and Time Series AnalysisSAS for Forecasting Time SeriesApplied Time Series analysisTime Series analysisElements of Nonlinear Time Series analyses and forecastingTime series analysis and forecasting by Example.
Journal ArticleDOI
New Results in Linear Filtering and Prediction Theory
R. E. Kalman,R. S. Bucy +1 more
TL;DR: The Duality Principle relating stochastic estimation and deterministic control problems plays an important role in the proof of theoretical results and properties of the variance equation are of great interest in the theory of adaptive systems.
Journal ArticleDOI
An empirical evaluation of accounting income numbers
Ray Ball,Philip Brown +1 more
TL;DR: In this article, it is argued that income numbers cannot be defined substantively, that they lack "meaning" and are therefore of doubtful utility, and the argument stems in part from the patchwork development of account-based theories.
Journal ArticleDOI
On a measure of lack of fit in time series models
Greta M. Ljung,George E. P. Box +1 more
TL;DR: In this paper, the overall test for lack of fit in autoregressive-moving average models proposed by Box & Pierce (1970) is considered, and it is shown that a substantially improved approximation results from a simple modification of this test.