TY  - BOOK
AU  - Hamori, Shigeyuki
TI  - Empirical Finance
KW  - n/a||short-term forecasting||wavelet transform||IPO||volatility||US dollar||institutional investors’ shareholdings||neural network||financial market stress||market microstructure||text similarity||TVP-VAR model||Japanese yen||convolutional neural networks||global financial crisis||deep neural network||cross-correlation function||boosting||causality-in-variance||flight to quality||bagging||earnings quality||algorithmic trading||stop loss||statistical arbitrage||ensemble learning||liquidity risk premium||gold return||futures market||take profit||currency crisis||spark spread||city banks||piecewise regression model||financial and non-financial variables||exports||data mining||latency||crude oil futures prices forecasting||random forests||wholesale electricity||SVM||random forest||bank credit||deep learning||Vietnam||inertia||MACD||initial public offering||text mining||bankruptcy prediction||exchange rate||asset pricing model||LSTM||panel data model||structural break||credit risk||housing and stock markets||copula||ARDL||earnings manipulation||machine learning||natural gas||housing price||asymmetric dependence||real estate development loans||earnings management||cointegration||predictive accuracy||robust regression||quantile regression||dependence structure||housing loans||price discovery||utility of international currency||ATR
UR  - https://mdpi.com/books/pdfview/book/1181
ER  -