Linear and Non-Linear: Financial Econometrics Theory and Practice

This book is useful reference by bringing together some of the latest developments in the field of econometrics, and contains quantitative examples and problem sets. This book provides extensive and accessible explanations of the existing econometric methods.

The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study.

Contents
1. Modeling Inflation Dynamics with Fractional Brownian Motions and Lévy Processes
2. Construction of Forward-Looking Distributions Using Limited Historical Data and Scenario Assessments
3. Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices
4. Reliability-Based Marginal Cost Pricing Problem
5. ARCH and GARCH Models: Quasi-Likelihood and Asymptotic Quasi-Likelihood Approaches
6. IPO ETFs: An Alternative Way to Enter the Initial Public Offering Business
7. The Independence of Indexed Volatilities
8. The Impact of Exchange Rates on Stock Markets in Turkey: Evidence from Linear and Non-Linear ARDL Models
9. Volatility Effects of the Global Oil Price on Stock Price in Nigeria: Evidence from Linear and Non-Linear GARCH
10. An Econometric Investigation of Market Volatility and Efficiency: A Study of Small Cap’s Stock Indices
11. More Credits, Less Cash: A Panel Cointegration Approach
12. Governance and Growth in the Western Balkans: A SVAR Approach
13. Effects of Some Monetary Variables on Fixed Investment in Selected Sub-Saharan African Countries
14. Will Malawi’s Inflation Continue Declining?
15. Efficiency of the City Councils Using Cross-Sectional Model: Challenges in Times of Change and Political Tension
16. Relationship between Economic Growth, Unemployment, Inflation and Current Account Balance: Theory and Case of Turkey
17. Determinants of Islamic Banks Distress in Gulf Council Countries (GCC)