Financial Econometrics

Rezvan Pourmansouri, Ramona Birau (Autoren)

Buch | Hardcover

392 Seiten

2024 | Unabridged edition
Cambridge Scholars Publishing (Verlag)
978-1-0364-1034-6 (ISBN)

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'Financial Econometrics' is a comprehensive guide to analyze financial data using econometric techniques. The book covers both basic and advanced topics in time series analysis, regression models, and volatility modeling. It also includes chapters on panel data analysis, financial market microstructure, and applications of machine learning in finance. This book is designed for students, researchers, and finance professionals who seek to enhance their skills in financial data analysis and make more accurate predictions. With real-world examples and practical applications, 'Financial Econometrics' provides the essential tools for success in financial analysis.

Rezvan Pourmansouri, holding a Master's degree in Financial Management from Islamic Azad University, Iran, boasts several years of experience in teaching and research in econometrics and finance. With numerous research articles published in esteemed scientific journals, she has also served as a financial consultant for diverse companies. Her primary expertise encompasses time series analysis, volatility models, and the application of machine learning in finance.Dr Ramona Birau is a Lecturer PhD at the Faculty of Economic Sciences, Department of Finance and Accounting of the "Constantin Brancusi" University of Targu Jiu, Romania. Since 2021, she has held the position of Doctoral Supervisor in the field of finance at the University of Craiova, Faculty of Economics and Business Administration, "Eugeniu Carada" Doctoral School of Economic Sciences, Romania. She obtained her PhD in 2013 in Cybernetics and Statistics at the University of Craiova, Faculty of Economics and Business Administration, with a PhD thesis entitled, "Modeling and prediction of emerging capital markets." In 2020 she earned her second PhD in the field of Sociology at the University of Craiova, Faculty of Social Sciences.

Erscheint lt. Verlag	1.10.2024
Verlagsort	Newcastle upon Tyne
Sprache	englisch
Maße	148 x 212 mm
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
ISBN-10	1-0364-1034-X / 103641034X
ISBN-13	978-1-0364-1034-6 / 9781036410346
Zustand	Neuware