01575nam 2200493 450 991067101030332120190702105710.0958-695-773-X1-5129-5884-0(CKB)4100000007545581(MiAaPQ)EBC5636530(OCoLC)1128704549(FlNmELB)ELB68873(EXLCZ)99410000000754558120190415d2007 uy 0spaurcnu||||||||rdacontentrdamediardacarrierCuando callan los fusiles impacto de la paz negociada en Colombia y en Centroamérica /Carlo NasiBogotá :Grupo Editorial Norma :CESO, Ciencia Política, Universidad de los Andes,2007.1 online resource (347 páginas) ilustracionesColección Vitral958-45-0451-7 Incluye referencias bibliográficas.Colección Vitral.Construcción de la pazCentroaméricaConstrucción de la pazColombiaPeace-buildingCentral AmericaPeace-buildingColombiaLibros electronicos.Construcción de la pazConstrucción de la pazPeace-buildingPeace-building303.66Nasi Carlo472902FINmELBFINmELBBOOK9910671010303321Cuando callan los fusiles3053642UNINA01003nam0 22002771i 450 UON0022988320231205103456.37820030730d1978 |0itac50 bagreGR|||| 1||||E Logike tou zontosIstoria tes kleronomikotetasFransoua Zakomp2. ekdAthenaRappa1978455 p.21 cm.UON00371654La Logique du vivant31489GRAteneUONL000203840Letterature romanze. Letteratura francese21JACOBFrançoisUONV139385346553RappaUONV269241650ITSOL20240220RICASIBA - SISTEMA BIBLIOTECARIO DI ATENEOUONSIUON00229883SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI GRECO B 0010 SI EO 33597 5 0010 Logique du vivant31489UNIOR04049nam 2201201z- 450 991034667520332120210211(CKB)4920000000094915(oapen)https://directory.doabooks.org/handle/20.500.12854/46295(oapen)doab46295(EXLCZ)99492000000009491520202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierEmpirical FinanceMDPI - Multidisciplinary Digital Publishing Institute20191 online resource (276 p.)3-03897-706-3 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 mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.algorithmic tradingARDLasset pricing modelasymmetric dependenceATRbaggingbank creditbankruptcy predictionboostingcausality-in-variancecity bankscointegrationconvolutional neural networkscopulacredit riskcross-correlation functioncrude oil futures prices forecastingcurrency crisisdata miningdeep learningdeep neural networkdependence structureearnings managementearnings manipulationearnings qualityensemble learningexchange rateexportsfinancial and non-financial variablesfinancial market stressflight to qualityfutures marketglobal financial crisisgold returnhousing and stock marketshousing loanshousing priceinertiainitial public offeringinstitutional investors' shareholdingsIPOJapanese yenlatencyliquidity risk premiumLSTMMACDmachine learningmarket microstructuren/anatural gasneural networkpanel data modelpiecewise regression modelpredictive accuracyprice discoveryquantile regressionrandom forestrandom forestsreal estate development loansrobust regressionshort-term forecastingspark spreadstatistical arbitragestop lossstructural breakSVMtake profittext miningtext similarityTVP-VAR modelUS dollarutility of international currencyVietnamvolatilitywavelet transformwholesale electricityHamori Shigeyukiauth1265785BOOK9910346675203321Empirical Finance3028039UNINA