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Empirical Economic and Financial Research: Theory, Methods and Practice by Jan Beran

Empirical Economic and Financial Research: Theory, Methods and Practice

by Jan Beran
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Book cover type: Hardcover
  • ISBN13: 9783319031217
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 503
  • Original Price: EUR 99.99
  • Language: English
  • Edition: 2015
  • Item Weight: 903 grams
  • BISAC Subject(s): Econometrics, Finance / General, and Economics / Macroeconomics

From the Back Cover
​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 well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials, and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

Jan Beran is a Professor of Statistics at the University of Konstanz (Department of Mathematics and Statistics). After completing his PhD in Mathematics at the ETH Zurich, he worked at several U.S. universities and the University of Zurich. He has a broad range of interests, from long-memory processes and asymptotic theory to applications in finance, biology and musicology.

Yuanhua Feng is a Professor of Econometrics at the University of Paderborn's Department of Economics. He previously worked at the Heriot-Watt University, UK, after completing his PhD and postdoctoral studies at the University of Konstanz. His research interests include financial econometrics, time series and semiparametric modeling.

Hartmut Hebbel is a Professor (emeritus) of Empirical Economic Research at the University of the Federal Armed Forces in Hamburg, Germany. He studied Mathematics at the Technische Universität Berlin and previously worked at different German universities after receiving his PhD and German PD in Statistics from the University of Dortmund. His research interests include space and time series analysis and applications of statistical methods in the natural and environmental sciences.

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