金融與數(shù)據(jù)科學(xué)3(英文版)
定 價(jià):300 元
叢書名:金融數(shù)據(jù)科學(xué)叢書
- 作者:科學(xué)出版社 編
- 出版時(shí)間:2016/6/1
- ISBN:9787030517586
- 出 版 社:科學(xué)出版社
- 中圖法分類:F830
- 頁(yè)碼:151
- 紙張:膠版紙
- 版次:1
- 開本:16K
金融業(yè)是大數(shù)據(jù)的重要產(chǎn)生者,交易、報(bào)價(jià)、業(yè)績(jī)報(bào)告、消費(fèi)者研究報(bào)告、官方統(tǒng)計(jì)數(shù)據(jù)公報(bào)、調(diào)查、新聞報(bào)道無(wú)一不是數(shù)據(jù)來(lái)源。但反過來(lái),大數(shù)據(jù)對(duì)于金融發(fā)展的助推作用也逐漸浮現(xiàn)。金融業(yè)必將成為大數(shù)據(jù)的消費(fèi)者,大數(shù)據(jù)在加強(qiáng)風(fēng)險(xiǎn)管控、精細(xì)化管理、業(yè)務(wù)創(chuàng)新等業(yè)務(wù)轉(zhuǎn)型中將起到重要作用。
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The Journal of Finance and Data Science
Volume 2, Number 2, June 2016
Table of Contents
US fi nancial conditions index and its empirical impact on information transmissions across US-BRIC equity markets Amanjot Singh , Manjit Singh 89
The effect of fi rm and stock characteristics on stock returns: Stock marketcrash analysis Rizaldi Fauzi , Imam Wahyudi 112
Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets Mohd Tahir Ismail , Buba Audu, Mohammed Musa Tumala 125
Forecasting daily conditional volatility and h -step-ahead short and long Value-at-Risk accuracy:Evidence from fi nancial data Samir Mabrouk 136