Quantitative Methods for Economics and Finance (J.E. Trinidad-Segovia (editor) etc.) .pdf
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英文，内容超丰富，一共420页。
Quantitative Methods for Economics and Finance
Contents
About the Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
Preface to ”Quantitative Methods for Economics and Finance” . . . . . . . . . . . . . . . . . . . ix
Muhammad Asif Khan, Masood Ahmed, J ´ozsef Popp and Judit Ol´ah
US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation
and Threshold Modelling
Reprinted from: Mathematics 2020, 8, 2073, doi:10.3390/math8112073 . . . . . . . . . . . . . . . . 1
Marta Bengoa, Blanca Sanchez-Robles and Yochanan Shachmurove
Do Trade and Investment Agreements Promote Foreign Direct Investment within Latin
America? Evidence from a Structural Gravity Model
Reprinted from: Mathematics 2020, 8, 1882, doi:10.3390/math8111882 . . . . . . . . . . . . . . . . 21
Pedro A. Martin Cervantes, Salvador Cruz Rambaud and M. d C. Valls Martinez
An Application of the SRA Copulas Approach to Price-Volume Research
Reprinted from: Mathematics 2020, 8, 1864, doi:10.3390/math8111864 . . . . . . . . . . . . . . . . 53
Jong-Min Kim, Seong-Tae Kim and Sangjin Kim
On the Relationship of Cryptocurrency Price with US Stock and Gold Price Using
Copula Models
Reprinted from: Mathematics 2020, 8, 1859, doi:10.3390/math8111859 . . . . . . . . . . . . . . . . 81
Yu-Sheng Kao, Kazumitsu Nawata and Chi-Yo Huang
Predicting Primary Energy Consumption Using Hybrid ARIMA and GA-SVR Based on
EEMD Decomposition
Reprinted from: Mathematics 2020, 8, 1722, doi:10.3390/math8101722 . . . . . . . . . . . . . . . . 97
Lucas Schneider, Johannes St ¨ubinger
Dispersion Trading Based on the Explanatory Power of S&P 500 Stock Returns
Reprinted from: Mathematics 2020, 8, 1627, doi:10.3390/math8091627 . . . . . . . . . . . . . . . . 117
Ricardo F. D´ıaz and Blanca Sanchez-Robles
Non-Parametric Analysis of Efficiency: An Application to the Pharmaceutical Industry
Reprinted from: Mathematics 2020, 8, 1522, doi:10.3390/math8091522 . . . . . . . . . . . . . . . . 139
Jukka Isoh¨at¨al¨a, Alistair Milne and Donald Robertson
The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints
Reprinted from: Mathematics 2020, 8, 1327, doi:10.3390/math8081327 . . . . . . . . . . . . . . . . 167
Dawen Yan, Guotai Chi and Kin Keung Lai
Financial Distress Prediction and Feature Selection in Multiple Periods by Lassoing
Unconstrained Distributed Lag Non-linear Models
Reprinted from: Mathematics 2020, 8, 1275, doi:10.3390/math8081275 . . . . . . . . . . . . . . . . 199
Prosper Lamothe-Fern´andez, David Alaminos, Prosper Lamothe-L ´opez
and Manuel A. Fern´andez-G´amez
Deep Learning Methods for Modeling Bitcoin Price
Reprinted from: Mathematics 2020, 8, 1245, doi:10.3390/math8081245 . . . . . . . . . . . . . . . . 229
v
V. Nikolova, J.E. Trinidad Segovia, M. Fern´andez-Mart´ınez, and M.A. S´anchez-Granero
A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series:
An Application to Cryptocurrency Markets
Reprinted from: Mathematics 2020, 8, 1216, doi:10.3390/math8081216 . . . . . . . . . . . . . . . . 243
Andr´es Garc´ıa-Mirantes, Beatriz Larraz and Javier Poblaci ´on
A Proposal to Fix the Number of Factors on Modeling the Dynamics of Futures Contracts on
Commodity Prices
Reprinted from: Mathematics 2020, 8, 973, doi:10.3390/math8060973 . . . . . . . . . . . . . . . . . 259
Rom´an Salmer ´on G ´omez, Catalina Garc´ıa Garc´ıa and Jos´e Garc´ıa P´erez
Detection of Near-Nulticollinearity through Centered and Noncentered Regression
Reprinted from: Mathematics 2020, 8, 931, doi:10.3390/math8060931 . . . . . . . . . . . . . . . . . 271
Viviane Naimy, Jos´e-Mar´ıa Montero, Rim El Khoury and Nisrine Maalouf
Market Volatility of the Three Most Powerful Military Countries during Their Intervention in
the Syrian War
Reprinted from: Mathematics 2020, 8, 834, doi:10.3390/math8050834 . . . . . . . . . . . . . . . . . 289
Salvador Cruz Rambaud and Blas Torrecillas Jover
An Extension of the Concept of Derivative: Its Applicationto Intertemporal Choice
Reprinted from: Mathematics 2020, 8, 696, doi:10.3390/math8050696 . . . . . . . . . . . . . . . . . 311
Rom´an Salmer ´on G ´omez, Ainara Rodr´ıguez S´anchez, Catalina Garc´ıa Garc´ıa
and Jose´ Garc´ıa P´erez
The VIF and MSE in Raise Regression
Reprinted from: Mathematics 2020, 8, 605, doi:10.3390/math8040605 . . . . . . . . . . . . . . . . . 325
Salvador Cruz Rambaud and Ana Mar´ıa S´anchezP´erez
Discounted and Expected Utility from the Probability andTime Trade-Off Model
Reprinted from: Mathematics 2020, 8, 601, doi:10.3390/math8040601 . . . . . . . . . . . . . . . . . 353
Jose´ Pedro Ramos-Requena, Juan Evangelista Trinidad-Segovia
and Miguel ´Angel S´anchez-Granero
Some Notes on the Formation of a Pair in Pairs Trading
Reprinted from: Mathematics 2020, 8, 348, doi:10.3390/math8030348 . . . . . . . . . . . . . . . . . 371
Elena Druic˘a, C˘alin Vˆalsan, Rodica Ianole-C˘alin, R˘azvan Mihail-Papuc and Irena Munteanu
Exploring the Link between Academic Dishonesty and Economic Delinquency: A Partial Least
Squares Path Modeling Approach
Reprinted from: Mathematics 2019, 7, 1241, doi:10.3390/math7121241 . . . . . . . . . . . . . . . . 389