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Pregled bibliografske jedinice broj: 280898

Econometrics in finance - methods, data, applications


Pleli, Nada
Econometrics in finance - methods, data, applications // Proceedings of the 10th International Conference on Operational Research KOI 2004 / Scitovski, Rudolf ; Jukić, Dragan (ur.).
Osijek: Department of Mathematics, University of Osijek, Croatian Operational Research Society, 2005. str. 233-238 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


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Naslov
Econometrics in finance - methods, data, applications

Autori
Pleli, Nada

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 10th International Conference on Operational Research KOI 2004 / Scitovski, Rudolf ; Jukić, Dragan - Osijek : Department of Mathematics, University of Osijek, Croatian Operational Research Society, 2005, 233-238

Skup
The 10th International Conference on Operational Research KOI 2004

Mjesto i datum
Trogir, Hrvatska, 22-24. 09. 2004

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
single equation model; simultaneous equation model; financial data; financial econometrics; econometric methods; identification problem

Sažetak
This paper deals with econometric methods which can be of interest to many financial applications. We present the econometric way of researching problems in finance, with a special emphasis on the econometric building from financial theory, choosing an econometric estimation method, data collection, estimating the finance econometric model, evaluating of both theoretical and statistical results, and, finally, using the model for decision making or forecast. Following the econometric methods and proposals of Brooks (2002) for the econometric approach to financial models, there are some problems for both the researchers and the practitioners: a simple or a more complex model, i. e., a single equation model or a simultaneous equation one ; in regard to the identification problem, rearranging the model, for instance, by dropping a variable or adding a new one ; the problem about collecting data needed in the model - time series data, cross-sectional data or panel data, and so on. At the end, this article contains two illustrative examples.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekti:
0067010

Ustanove:
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Nada Pleli (autor)


Citiraj ovu publikaciju

Pleli, Nada
Econometrics in finance - methods, data, applications // Proceedings of the 10th International Conference on Operational Research KOI 2004 / Scitovski, Rudolf ; Jukić, Dragan (ur.).
Osijek: Department of Mathematics, University of Osijek, Croatian Operational Research Society, 2005. str. 233-238 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Pleli, N. (2005) Econometrics in finance - methods, data, applications. U: Scitovski, R. & Jukić, D. (ur.)Proceedings of the 10th International Conference on Operational Research KOI 2004.
@article{article, author = {Pleli, N.}, year = {2005}, pages = {233-238}, keywords = {single equation model, simultaneous equation model, financial data, financial econometrics, econometric methods, identification problem}, title = {Econometrics in finance - methods, data, applications}, keyword = {single equation model, simultaneous equation model, financial data, financial econometrics, econometric methods, identification problem}, publisher = {Department of Mathematics, University of Osijek, Croatian Operational Research Society}, publisherplace = {Trogir, Hrvatska} }
@article{article, author = {Pleli, N.}, year = {2005}, pages = {233-238}, keywords = {single equation model, simultaneous equation model, financial data, financial econometrics, econometric methods, identification problem}, title = {Econometrics in finance - methods, data, applications}, keyword = {single equation model, simultaneous equation model, financial data, financial econometrics, econometric methods, identification problem}, publisher = {Department of Mathematics, University of Osijek, Croatian Operational Research Society}, publisherplace = {Trogir, Hrvatska} }




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