TY - BOOK AU - Trinidad-Segovia, J.E.||Sánchez-Granero, Miguel Ángel TI - Quantitative Methods for Economics and Finance KW - academic cheating||tax evasion||informality||pairs trading||hurst exponent||financial markets||long memory||co-movement||cointegration||risk||delay||decision-making process||probability||discount||detection||mean square error||multicollinearity||raise regression||variance inflation factor||derivation||intertemporal choice||decreasing impatience||elasticity||GARCH||EGARCH||VaR||historical simulation approach||peaks-over-threshold||EVT||student t-copula||generalized Pareto distribution||centered model||noncentered model||intercept||essential multicollinearity||nonessential multicollinearity||commodity prices||futures prices||number of factors||eigenvalues||volatility cluster||Hurst exponent||FD4 approach||volatility series||probability of volatility cluster||S&||P500||Bitcoin||Ethereum||Ripple||bitcoin||deep learning||deep recurrent convolutional neural networks||forecasting||asset pricing||financial distress prediction||unconstrained distributed lag model||multiple periods||Chinese listed companies||cash flow management||corporate prudential risk||the financial accelerator||financial distress||induced risk aversion||liquidity constraints||liquidity risk||macroeconomic propagation||multiperiod financial management||non-linear macroeconomic modelling||Tobin’s q||precautionary savings||pharmaceutical industry||scale economies||profitability||biotechnological firms||non-parametric efficiency||productivity||DEA||dispersion trading||option arbitrage||volatility trading||correlation risk premium||econometrics||computational finance||ensemble empirical mode decomposition (EEMD)||autoregressive integrated moving average (ARIMA)||support vector regression (SVR)||genetic algorithm (GA)||energy consumption||cryptocurrency||gold||P 500||DCC||copula||copulas||Markov Chain Monte Carlo simulation||local optima vs. local minima||SRA approach||foreign direct investment||bilateral investment treaties||regional trade agreements||structural gravity model||policy uncertainty||stock prices||dynamically simulated autoregressive distributed lag (DYS-ARDL)||threshold regression||United States UR - https://mdpi.com/books/pdfview/book/3389 ER -