Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning

DOI10.1142/9789811202391_0001zbMATH Open1454.91364OpenAlexW3081074583MaRDI QIDQ5139374

Cheng-Few Lee

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0001

zbMATH Keywords

fuzzy regressionnonlinear regressionPoisson regressionBox-Cox transformationstructural changefinancial mathematicspath analysisprobit regressionlogit regressionasset pricing testsfinancial statisticsclustering effect modeldisequilibrium estimation methodfinancial technologygeneralize fluctuationmulti-factor and multi-indicator (MIMIC) modelthree-stage least squares estimation (3SLS) method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)

This page was built for publication: Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5139374)