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Handbook of financial econometrics, ...

Lee, Cheng F.

Handbook of financial econometrics, mathematics, statistics, and machine learning /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.01/5195
書名/作者:	Handbook of financial econometrics, mathematics, statistics, and machine learning // editors, Cheng Few Lee, John C. Lee.
其他作者:	Lee, Cheng F.
出版者:	New Jersey : : World Scientific,, c2021.
面頁冊數:	4 v. : : ill. ;; 25 cm.
標題:	Econometrics
標題:	Finance - Congresses. - Statistical methods
ISBN:	9789811202384 (hbk. : set) :
ISBN:	9789811202414 (hbk. : v. 1)
ISBN:	9789811202421 (hbk. : v. 2)
ISBN:	9789811202438 (hbk. : v. 3)
ISBN:	9789811202445 (hbk. : v. 4)
書目註:	Includes bibliographical references and indexes.
摘要、提要註:	"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts. In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook. Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience"--

Handbook of financial econometrics, mathematics, statistics, and machine learning /
Handbook of financial econometrics, mathematics, statistics, and machine learning /editors, Cheng Few Lee, John C. Lee. - New Jersey :World Scientific,c2021. - 4 v. :ill. ;25 cm.

Includes bibliographical references and indexes.

"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts. In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook. Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience"--

ISBN: 9789811202384 (hbk. : set) :NTD 42,670

LCCN: 2019013810Subjects--Topical Terms:

141359
Econometrics

LC Class. No.: HB139 / .H3634 2021

Dewey Class. No.: 332.01/5195

Handbook of financial econometrics, mathematics, statistics, and machine learning /
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020 $a 9789811202414 (hbk. : v. 1)
020 $a 9789811202421 (hbk. : v. 2)
020 $a 9789811202438 (hbk. : v. 3)
020 $a 9789811202445 (hbk. : v. 4)
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245 0 0 $a Handbook of financial econometrics, mathematics, statistics, and machine learning / $c editors, Cheng Few Lee, John C. Lee.
260 $a New Jersey : $b World Scientific, $c c2021.
300 $a 4 v. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references and indexes.
520 $a "This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts. In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook. Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience"-- $c Provided by publisher.
650 0 $a Econometrics $3 141359
650 0 $a Finance $x Statistical methods $v Congresses. $3 469454
700 1 $a Lee, Cheng F. $3 342178
700 1 $a Lee, John C. $3 602519