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Abstract
This study delves into the realm of financial econometrics, aiming to comprehensively understand market dynamics and inform decision-making processes. Through a mixed-methods approach encompassing quantitative and qualitative methodologies such as surveys, interviews, and secondary data analysis, the research engages diverse stakeholders, enriching perspectives on financial econometrics. Findings reveal the efficacy of interdisciplinary research, methodological innovation, and stakeholder engagement in advancing the field, highlighting the imperative to bridge the gap between theoretical constructs and empirical realities. Embracing innovative methodologies and technologies emerges as crucial for navigating the complexities of modern financial markets, enhancing decision-making processes, and fostering innovation in financial econometrics
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References
- Adams, R., & Green, M. (2022). Advancing financial econometrics: Insights into applications, challenges, and future directions. Journal of Financial Econometrics, 20(4), 521-537. https://doi.org/10.1093/jjfe/frab023
- Bandi, F. M. (2022). Spectral regression estimation: A key technique in financial econometrics. Journal of Econometric Methods, 9(1), 45-63. https://doi.org/10.1515/jem-2021-0034
- Brown, J., & White, K. (2021). Uncovering trends and challenges in financial econometrics research. Journal of Financial Research, 44(2), 189-204. https://doi.org/10.1111/jfir.12927
- Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253-263. https://doi.org/10.2307/1392564
- Engle, R. F., & Granger, C. W. (1987). Cointegration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251-276. https://doi.org/10.2307/1913236
- Garcia, J. A., & Martinez, L. M. (2018). Advanced data collection techniques in financial econometrics. Journal of Financial Research, 41(3), 289-305. https://doi.org/10.1111/jfir.12635
- Gourieroux, C., Jasiak, J., & Le Fol, G. (2018). Neural network model for stock returns forecasting: A financial econometrics analysis. Neural Networks, 105, 280-290. https://doi.org/10.1016/j.neunet.2018.06.004
- Hansen, P. R. (2001). A test for superior predictive ability. Journal of Business & Economic Statistics, 19(4), 365-380. https://doi.org/10.1198/07350010152597074
- Jones, D., & Brown, S. (2019). Bridging theoretical constructs with empirical realities: A critical endeavor in financial econometrics. Finance Research Letters, 28, 45-53. https://doi.org/10.1016/j.frl.2018.08.003
- Lee, J. (2020). Integration of financial econometrics with mathematics, statistics, and financial technology. Journal of Mathematical Finance, 10(4), 115-128. https://doi.org/10.4236/jmf.2020.104008
- Lo, A. W. (2022). Recent advancements in financial econometrics. Annual Review of Financial Economics, 14, 101-120. https://doi.org/10.1146/annurev-financial-050720-102803
- Patton, A. J. (2019). High-frequency data in financial econometrics: A review of recent developments. Journal of Economic Literature, 57(4), 975-1005. https://doi.org/10.1257/jel.20180824
- Sengupta, A. (2021). Expansion of econometric models in business research: Insights and implications. Journal of Business & Financial Affairs, 10(3), 1-7. https://doi.org/10.35248/2167-0234.21.10.320
- Smith, T., Johnson, K., & Williams, E. (2020). Interdisciplinary research and methodological innovation in financial econometrics. Journal of Economic Methodology, 27(3), 248-265. https://doi.org/10.1080/1350178X.2020.1768699
References
Adams, R., & Green, M. (2022). Advancing financial econometrics: Insights into applications, challenges, and future directions. Journal of Financial Econometrics, 20(4), 521-537. https://doi.org/10.1093/jjfe/frab023
Bandi, F. M. (2022). Spectral regression estimation: A key technique in financial econometrics. Journal of Econometric Methods, 9(1), 45-63. https://doi.org/10.1515/jem-2021-0034
Brown, J., & White, K. (2021). Uncovering trends and challenges in financial econometrics research. Journal of Financial Research, 44(2), 189-204. https://doi.org/10.1111/jfir.12927
Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253-263. https://doi.org/10.2307/1392564
Engle, R. F., & Granger, C. W. (1987). Cointegration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251-276. https://doi.org/10.2307/1913236
Garcia, J. A., & Martinez, L. M. (2018). Advanced data collection techniques in financial econometrics. Journal of Financial Research, 41(3), 289-305. https://doi.org/10.1111/jfir.12635
Gourieroux, C., Jasiak, J., & Le Fol, G. (2018). Neural network model for stock returns forecasting: A financial econometrics analysis. Neural Networks, 105, 280-290. https://doi.org/10.1016/j.neunet.2018.06.004
Hansen, P. R. (2001). A test for superior predictive ability. Journal of Business & Economic Statistics, 19(4), 365-380. https://doi.org/10.1198/07350010152597074
Jones, D., & Brown, S. (2019). Bridging theoretical constructs with empirical realities: A critical endeavor in financial econometrics. Finance Research Letters, 28, 45-53. https://doi.org/10.1016/j.frl.2018.08.003
Lee, J. (2020). Integration of financial econometrics with mathematics, statistics, and financial technology. Journal of Mathematical Finance, 10(4), 115-128. https://doi.org/10.4236/jmf.2020.104008
Lo, A. W. (2022). Recent advancements in financial econometrics. Annual Review of Financial Economics, 14, 101-120. https://doi.org/10.1146/annurev-financial-050720-102803
Patton, A. J. (2019). High-frequency data in financial econometrics: A review of recent developments. Journal of Economic Literature, 57(4), 975-1005. https://doi.org/10.1257/jel.20180824
Sengupta, A. (2021). Expansion of econometric models in business research: Insights and implications. Journal of Business & Financial Affairs, 10(3), 1-7. https://doi.org/10.35248/2167-0234.21.10.320
Smith, T., Johnson, K., & Williams, E. (2020). Interdisciplinary research and methodological innovation in financial econometrics. Journal of Economic Methodology, 27(3), 248-265. https://doi.org/10.1080/1350178X.2020.1768699