LIBROS DEL AUTOR: shigeyuki hamori

8 resultados para LIBROS DEL AUTOR: shigeyuki hamori

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  • Energy Trading and Risk Management
    Shigeyuki Hamori / Tadahiro Nakajima
    This book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utilize these methodologies and how to interpret the analysis results. This book provides some example analyses of the North American, European, and Asian energy markets. The reader will experience some theories and practices ...
    Disponible

    48,50 €

  • ESG Investment in the Global Economy
    Shigeyuki Hamori / Tadahiro Nakajima / Xie He
    This book introduces environmental, social and governance (ESG) investment and clarifies its characteristics as financial securities. It is forecasted that companies’ ESG information will be reflected in their corporate value as much as their financial information is in the future. The special feature of this book is to reveal the characteristics and impact of ESG investment us...
    Disponible

    74,18 €

  • Empirical Finance
    Shigeyuki Hamori
    There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mini...
    Disponible

    67,92 €

  • Rural Labor Migration, Discrimination, and the New Dual Labor Market in China
    Guifu Chen / Shigeyuki Hamori
    This book studies some important issues in China’s labor market, such as rural labor migration, employment and wage discrimination, the new dual labor market, and economic returns on schooling, using the newer and representative data and advanced estimation models. This approach has yielded many interesting results, including a solution to the dilemma of two ongoing crises sinc...
    Disponible

    67,05 €

  • An Empirical Investigation of Stock Markets
    Shigeyuki Hamori
    An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evi...
    Disponible

    134,57 €

  • Hidden Markov Models
    Ramaprasad Bhar / Shigeyuki Hamori
    Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main...
    Disponible

    134,43 €

  • International Competitiveness in Africa
    Ivohasina Fizara Razafimahefa / Shigeyuki Hamori
    Trade and Economic Growth.- FDI and Economic Growth.- Trade Competitiveness: Exchange Rate and Inflation.- Trade Competitiveness:Exchange Rate, Productivity, and Export Price.- FDI Competitiveness.- Productivity Determinants.- Sustainability of Trade Accounts.- Trade Balance and the Terms of Trade.- Purchasing Power Parity.- Concluding Remarks. ...
    Disponible

    219,28 €

  • Empirical Techniques in Finance
    Ramaprasad Bhar / Shigeyuki Hamori
    Basic Probability Theory and Markov Chains.- Estimation Techniques.- Non-Parametric Method of Estimation.- Unit Root, Cointegration and Related Issues.- VAR Modeling.- Time Varying Volatility Models.- State-Space Models (I).- State-Space Models (II).- Discrete Time Real Asset Valuation Model.- Discrete Time Model of Interest Rate.- Global Bubbles in Stock Markets and Linkages.-...
    Disponible

    220,15 €