Linear and Non-Linear Financial Econometrics -Theory and Practice
Editor
- Mehmet Kenan Terzioglu
- Gordana Djurovic
- Martin M. Bojaj
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.5772/intechopen.88099
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Book Chapters
The following chapters of this book are listed in IDEAS- Tumellano Sebehela & Katlego Kola & Katlego Kola, 2021. "Corrigendum: The Independence of Indexed Volatilities," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Tumellano Sebehela & Katlego Kola & Katlego Kola, 2021. "Corrigendum: The Independence of Indexed Volatilities," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Gerasimos Rompotis, 2021. "IPO ETFs: An Alternative Way to Enter the Initial Public Offering Business," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Gordana Djurovic & Martin M. Bojaj, 2021. "Governance and Growth in the Western Balkans: A SVAR Approach," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Hopestone Chavula, 2021. "Will Malawi's Inflation Continue Declining?," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Bodo Herzog, 2021. "Modeling Inflation Dynamics with Fractional Brownian Motions and Lévy Processes," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Shaopeng Zhong, 2021. "Reliability-Based Marginal Cost Pricing Problem," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- David Oluseun Olayungbo, 2021. "Volatility Effects of the Global Oil Price on Stock Price in Nigeria: Evidence from Linear and Non-Linear GARCH," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Muhammad Jawad & Munazza Naz, 2021. "An Econometric Investigation of Market Volatility and Efficiency: A Study of Small Cap's Stock Indices," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Claudio Elortegui-Gomez & Hanns De La Fuente-Mella & Mauricio Alvarado Martinez & Matias Guajardo Calderon, 2021. "Efficiency of the City Councils Using Cross-Sectional Model: Challenges in Times of Change and Political Tension," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Riaan De Jongh & Helgard Raubenheimer & Mentje Gericke, 2021. "Construction of Forward-Looking Distributions Using Limited Historical Data and Scenario Assessments," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Thobeka Ncanywa & Ombeswa Ralarala, 2021. "Effects of Some Monetary Variables on Fixed Investment in Selected Sub-Saharan African Countries," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Bakhita Hamdow Braima, 2021. "Determinants of Islamic Banks Distress in Gulf Council Countries (GCC)," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Verda Davasligil Atmaca & Burcu Mestav, 2021. "Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Raed alzghool, 2021. "ARCH and GARCH Models: Quasi-Likelihood and Asymptotic Quasi-Likelihood Approaches," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Tugba Dayioglu & Yilmaz Aydin, 2021. "Relationship between Economic Growth, Unemployment, Inflation and Current Account Balance: Theory and Case of Turkey," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Sureyya Dal, 2021. "More Credits, Less Cash: A Panel Cointegration Approach," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
- Mustafa Cakir, 2021. "The Impact of Exchange Rates on Stock Markets in Turkey: Evidence from Linear and Non-Linear ARDL Models," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
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JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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