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Financial Econometrics and Quantitative Economic Analysis by Sergej GričAr

Financial Econometrics and Quantitative Economic Analysis

by Sergej GričAr
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Book cover type: Hardcover
  • ISBN13: 9783725841516
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Mdpi AG
  • Publisher Imprint: Mdpi AG
  • Publication Date:
  • Pages: 242
  • Original Price: GBP 68.61
  • Language: English
  • Edition: N/A
  • Item Weight: 740 grams
  • BISAC Subject(s): General

This Special Issue of the Journal of Risk and Financial Management presents ten original, peer-reviewed contributions that critically examine the evolving landscape of financial econometrics and quantitative economic analysis. Utilising rigorous empirical investigation and methodological advancement as a framework, the articles engage with a range of timely and significant topics, including herding behaviour in MENA stock markets, the impact of anti-corruption policies on financial development, real options theory as it pertains to sustainability, and the economics of post-COVID-19 tourism. The assembled research underscores the dynamic interplay between theoretical modelling and empirical decision making. Central themes encompass the calibration of macroeconomic policy, high-frequency data analysis, the interactions between inflation and exchange rates, and advanced forecasting methodologies enhanced by emerging technologies. This reprint serves as a homage to the field's intellectual legacy while propelling novel approaches to volatility modelling, financial cycle stability, and strategic business collaboration.

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