Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/237808 
Year of Publication: 
2021
Publisher: 
MDPI, Basel
Abstract: 
This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.
Subjects: 
Financial series
Portfolio theory
Factor models
Volatility modeling
Quantitative methods
Long memory
Computational finance
Statistical arbitrage
Persistent Identifier of the first edition: 
ISBN: 
978-3-0365-0197-0
Creative Commons License: 
cc-by-nc-nd Logo
Document Type: 
Book
Document Version: 
Published Version
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