Econometrics for Financial Applications

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018.

Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance.



An extremely important part of economics is finances: a financial crisis can bring the whole economy to a standstill and, vice versa, a smart financial policy can dramatically boost economic development. It is therefore crucial to be able to apply mathematical techniques of econometrics to financial problems. Such applications are a growing field, with many interesting results - and an even larger number of challenges and open problems.

Aceasta carte abordeaza atat evolutiile teoretice, cat si aplicatiile practice ale tehnicilor econometrice la problemele legate de finantare. Acesta include rezultatele editate selectate ale Conferintei econometrice internationale din Vietnam (ECONVN2018), care a avut loc la Universitatea bancara, Ho Chi Minh City, Vietnam in perioada 15-16 ianuarie 2018. Economia este o ramura a economiei care foloseste metode matematice (in special statistice) pentru a analiza sistemelor economice, pentru a prognoza dinamica economica si financiara si pentru a dezvolta strategii pentru obtinerea unei performante economice dorite. O parte extrem de importanta a economiei sunt finantele: o criza financiara poate pune intreaga economie in stagnare si, invers, o politica financiara inteligenta. poate stimula dramatic dezvoltarea economica.