Introduction to Topics in Modelling Financial and Macroeconomic Time Series

This special issue of Computational Economics features recent and original studies, most of which were presented at the fourth International Workshop in Financial Markets and Nonlinear Dynamics (FMND), organized in Paris in June 2019 ( www.fmnd.fr ). The papers describe and apply recent developments...

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Bibliographic Details
Published in:Computational economics 2020-06, Vol.56 (1), p.1-3
Main Author: Jawadi, Fredj
Format: Article
Language:English
Subjects:
Behavioral/Experimental Economics
Computer Appl. in Social and Behavioral Sciences
Econometrics
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Economics and Finance
Macroeconomics
Markets
Math Applications in Computer Science
Nonlinear dynamics
Operations Research/Decision Theory
Time series
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Summary:This special issue of Computational Economics features recent and original studies, most of which were presented at the fourth International Workshop in Financial Markets and Nonlinear Dynamics (FMND), organized in Paris in June 2019 ( www.fmnd.fr ). The papers describe and apply recent developments in financial econometrics to model the properties of financial and macroeconomic data. They present different methodologies and provide interesting and original findings.
ISSN:0927-7099
1572-9974
DOI:10.1007/s10614-020-10011-7