Skip to main content
SpringerLink
Log in

Econometrics for Financial Applications

  • Conference proceedings
  • © 2018

Overview

Editors:
  1. Ly H. Anh

    1. Banking University HCMC, Ho Chi Minh City, Vietnam

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Le Si Dong

    1. Banking University HCMC, Ho Chi Minh City, Vietnam

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Vladik Kreinovich

    1. Computer Science Department, University of Texas at El Paso, El Paso, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  4. Nguyen Ngoc Thach

    1. Banking University HCMC, Ho Chi Minh City, Vietnam

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  • Includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018
  • Presents recent research on econometrics for financial applications
  • Introduces readers to the theoretical foundations and applications of econometric techniques to finance-related problems
  • Written by respected experts in the field
  • Includes supplementary material: sn.pub/extras

Part of the book series: Studies in Computational Intelligence (SCI, volume 760)

Included in the following conference series:

Conference proceedings info: ECONVN 2018.

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 259.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 329.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 329.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (76 papers)

  1. General Theory

    1. Dimensionality Reduction by Fuzzy Transforms with Applications to Mathematical Finance

      • Irina Perfilieva
      Pages 243-254

    2. Confidence Intervals for the Signal to Noise Ratio of Two-Parameter Exponential Distribution

      • Luckhana Saothayanun, Warisa Thangjai
      Pages 255-265

    3. Why Student Distributions? Why Matern’s Covariance Model? A Symmetry-Based Explanation

      • Stephen Schön, Gael Kermarrec, Boris Kargoll, Ingo Neumann, Olga Kosheleva, Vladik Kreinovich
      Pages 266-275

    4. Confidence Intervals for Common Mean of Lognormal Distributions

      • Narudee Smithpreecha, Sa-Aat Niwitpong, Suparat Niwitpong
      Pages 276-289

    5. Perspectives and Experiments of Hybrid Particle Swarm Optimization and Genetic Algorithms to Solve Optimization Problems

      • Apirak Sombat, Teerapol Saleewong, Poom Kumam
      Pages 290-297

    6. Simultaneous Confidence Intervals for All Differences of Means of Two-Parameter Exponential Distributions

      • Warisa Thangjai, Sa-Aat Niwitpong, Suparat Niwitpong
      Pages 298-308

    7. The Skew-t Option Pricing Model

      • Claudia Yeap, S. T. Boris Choy, S. Simon Kwok
      Pages 309-326

    8. Confidence Intervals for the Coefficient of Variation of the Delta-Lognormal Distribution

      • Noppadon Yosboonruang, Sa-Aat Niwitpong, Suparat Niwitpong
      Pages 327-337

  2. Fixed-Point Theory

    1. Front Matter

      Pages 339-339
      Download chapter PDF

    2. Best Proximity Point Theorems for Generalized \(\alpha \)-\(\psi \)-Proximal Contractions

      • Muhammad Usman Ali, Arslan Hojat Ansari, Konrawut Khammahawong, Poom Kumam
      Pages 341-352

    3. Zeroes and Fixed Points of Different Functions via Contraction Type Conditions

      • Muhammad Usman Ali, Khanitin Muangchoo-in, Poom Kumam
      Pages 353-359

    4. A Globally Stable Fixed Point in an Ordered Partial Metric Space

      • Umar Yusuf Batsari, Poom Kumam
      Pages 360-368

    5. An \((\alpha ,\vartheta )\)-admissibility and Theorems for Fixed Points of Self-maps

      • Aziz Khan, Kamal Shah, Poom Kumam, Wudthichai Onsod
      Pages 369-380

    6. The Modified Multi-step Iteration Process for Pairwise Generalized Nonexpansive Mappings in CAT(0) Spaces

      • Nuttapol Pakkaranang, Phanuphan Kewdee, Poom Kumam, Piyachat Borisut
      Pages 381-393

  3. Applications

    1. Front Matter

      Pages 395-395
      Download chapter PDF

    2. Interbank Contagion: An Agent-Based Model for Vietnam Banking System

      • Anh T. M. Vu, Thong P. Le, Thanh D. X. Duong, Tai T. Nguyen
      Pages 397-420

    3. Assessment of the Should be Effects of Corruption Perception Index on Foreign Direct Investment in ASEAN Countries by Spatial Regression Method

      • Bui Hoang Ngoc, Dang Bac Hai, Truong Hoang Chinh
      Pages 421-429

    4. Using SmartPLS 3.0 to Analyse Internet Service Quality in Vietnam

      • Bui Huy Khoi, Ngo Van Tuan
      Pages 430-439

    5. A Convex Combination Method for Quantile Regression with Interval Data

      • Somsak Chanaim, Chatchai Khiewngamdee, Songsak Sriboonchitta, Chongkolnee Rungruang
      Pages 440-449

    6. The Influence of Corporate Culture on Employee Commitment

      • Do Huu Hai, Nguyen Minh Hai, Nguyen Van Tien
      Pages 450-465
Back to top

Other volumes

  1. Econometrics for Financial Applications

Keywords

About this book

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018.

Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance.

An extremely important part of economics is finances: a financial crisis can bring the whole economy to a standstill and, vice versa, a smart financial policy can dramatically boost economic development. It is therefore crucial to be able to apply mathematical techniques of econometrics to financial problems. Such applications are a growing field, with many interesting results – and an even larger number of challenges and open problems.

Editors and Affiliations

  • Banking University HCMC, Ho Chi Minh City, Vietnam

    Ly H. Anh, Le Si Dong, Nguyen Ngoc Thach

  • Computer Science Department, University of Texas at El Paso, El Paso, USA

    Vladik Kreinovich

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation