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Empirical Economic and Financial Research

Theory, Methods and Practice

  • Jan Beran
  • Yuanhua Feng
  • Hartmut Hebbel

Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 48)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Jan Beran, Yuanhua Feng, Hartmut Hebbel
    Pages 1-6
  3. Empirical Economic Research

    1. Front Matter
      Pages 7-7
    2. Ana Laura Badagián, Regina Kaiser, Daniel Peña
      Pages 45-59
    3. Gunther Schauberger, Gerhard Tutz
      Pages 61-80
    4. Michael Bruckner, Roland Jeske
      Pages 81-88
    5. Tucker McElroy, Osbert Pang
      Pages 89-104
    6. Agustín Maravall, Roberto López-Pavón, Domingo Pérez-Cañete
      Pages 105-122
    7. Hans Schneeweiss, Gerd Ronning, Matthias Schmid
      Pages 123-143
    8. Joachim Hartung, Bärbel Elpelt-Hartung, Guido Knapp
      Pages 145-157
    9. Peter-Th. Wilrich
      Pages 223-235
  4. Empirical Financial Research

    1. Front Matter
      Pages 237-237
    2. Jan Beran, Yuanhua Feng, Sucharita Ghosh
      Pages 239-253
    3. Héctor Allende, Gustavo Ulloa, Héctor Allende-Cid
      Pages 255-273
    4. Walter Assenmacher, Robert Czudaj
      Pages 275-286
    5. Helmut Lütkepohl
      Pages 287-304
    6. Alfred Hamerle, Christian Scherr
      Pages 305-325
    7. Klaus Abberger, Wolfgang Nierhaus
      Pages 327-340
  5. New Econometric Approaches

    1. Front Matter
      Pages 371-371
    2. Manfred Deistler, Wolfgang Scherrer, Brian D. O. Anderson
      Pages 379-400
    3. Liudas Giraitis, George Kapetanios, Mohaimen Mansur, Simon Price
      Pages 401-419
    4. Uwe Hassler, Mehdi Hosseinkouchack
      Pages 421-436
    5. Claudia Grote, Philipp Sibbertsen
      Pages 437-450
    6. Tucker McElroy, David Findley
      Pages 451-470
    7. Wolf Krumbholz, Ingo Starke
      Pages 471-486
    8. Oskar Maria Baksalary, Götz Trenkler
      Pages 497-502
  6. Back Matter
    Pages 503-503

About this book

Introduction

​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.

Keywords

C21, C22, C23, C26, C32, C53, C58, C18 applied econometrics empirical economic research empirical financial research environmental statistics theoretical econometrics

Editors and affiliations

  • Jan Beran
    • 1
  • Yuanhua Feng
    • 2
  • Hartmut Hebbel
    • 3
  1. 1.Dept. of Mathematics and StatisticsUniversity of KonstanzKonstanzGermany
  2. 2.Faculty of Business Administration and EconomicsUniversity of PaderbornPaderbornGermany
  3. 3.Helmut Schmidt UniversityHamburgGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-03122-4
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Business and Economics
  • Print ISBN 978-3-319-03121-7
  • Online ISBN 978-3-319-03122-4
  • Series Print ISSN 1570-5811
  • Series Online ISSN 2214-7977
  • Buy this book on publisher's site
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