Financial Econometrics and Quantitative Economic Analysis

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dc.contributor.authorGričar, Sergej
dc.contributor.authorLojanica, Nemanja
dc.contributor.authorBacković, Tamara
dc.date.accessioned2025-11-24T03:25:51Z
dc.date.available2025-11-24T03:25:51Z
dc.date.issued2025
dc.description242 p.
dc.description.abstractThis Special Issue of the Journal of Risk and Financial Management presents ten original, peer-reviewed contributions that critically examine the evolving landscape of financial econometrics and quantitative economic analysis. Utilising rigorous empirical investigation and methodological advancement as a framework, the articles engage with a range of timely and significant topics, including herding behaviour in MENA stock markets, the impact of anti-corruption policies on financial development, real options theory as it pertains to sustainability, and the economics of post-COVID-19 tourism. The assembled research underscores the dynamic interplay between theoretical modelling and empirical decision making. Central themes encompass the calibration of macroeconomic policy, high-frequency data analysis, the interactions between inflation and exchange rates, and advanced forecasting methodologies enhanced by emerging technologies. This reprint serves as a homage to the field's intellectual legacy while propelling novel approaches to volatility modelling, financial cycle stability, and strategic business collaboration.
dc.identifier.isbn9783725841516
dc.identifier.urihttps://oerrepository.ntt.edu.vn/handle/298300331/1214
dc.language.isoen
dc.publisherMDPI
dc.subjecteconometrics
dc.subjectfinance
dc.subjectquantitative economics
dc.subjectsecondary data
dc.titleFinancial Econometrics and Quantitative Economic Analysis
dc.typeBook
dcterms.licenseCreative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
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