Autore	Wong Wing-Keung
Pubbl/distr/stampa	Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica	1 online resource (154 p.)
Soggetto topico	Development economics and emerging economies
Soggetto non controllato	agricultural commodity future prices ARDL backwardation capitalization competitiveness correlogram dependence economic regimes extreme value GMM growth high-frequency data integrated volatility investment jumps identification market efficiency market liquidity momentum strategy Newton-optimal method NON-stationary Extreme Value Analysis (NEVA) nonlinearity predictability quantile realized volatility risk-taking behavior sovereign bonds spillover state ownership stock exchange sustainability swap variance systematic trading trade-offs trading strategy transport operations turnover value traded Vietnam
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910557610603321

Autore	Wong Wing-Keung
Pubbl/distr/stampa	Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica	1 online resource (232 p.)
Soggetto topico	Development economics and emerging economies
Soggetto non controllato	anchoring anomalies anomaly applications Asian market Autoregressive Model Behavioral Finance behavioral models BM effect bubbles calendar anomalies causality China stock market cointegration convertible bond copulas covariance Disposition Effect diversification dynamic models economic growth economic policy uncertainty efficient market emerging market emerging markets EMH Equity Premium Puzzle finance financial constraints financial development frequency-domain roiling causality future economic growth G7 market herd effect indifference curves KSE Pakistan liquidity proxy market efficiency Momentum Effect moving average news non-Gaussian error nonlinearity Omega ratio open interest ostrich effect overconfidence performance measures portfolio optimization portfolio selection price impact Put-Call Ratio random walk real exchange rate realized volatility risk averters risk measures risk seekers robust estimation size and value premiums stochastic dominance stock market stock performance technical analysis the size effect three-factor model Threshold Autoregressive Model trading rules transaction cost two-moment decision models unit root utility utility maximization value premium volatility volume Winner-Loser Effect
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910674048203321

Autore	Wong Wing-Keung
Pubbl/distr/stampa	Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica	1 online resource (232 p.)
Soggetto topico	Collecting coins, banknotes, medals and other related items
Soggetto non controllato	applications artificial neural network auto-regressive integrated moving average bivariate first-degree stochastic dominance (BFSD) capital structure causality tests chi-square test Chinese stock market crash cluster analysis conditional value-at-risk copulas correlation loving (CL) CVaR CVaR estimation density functions dependence structures deviation distribution functions equity index networks equity option pricing error ES expected shortfall factor models finance financial models firm performance hedge ratios investment home bias (IHB) jumps keeping up with the Joneses (KUJ) leverage linear programming linear regression long-term debt machine learning mathematics minimization multi-factor model OLS and ridge regression model optimal weights portfolio safeguard probability PSG python quadrangle quantile quotient of random variables regression regret return spillover risk risk factors shock spillover statistics stochastic process-geometric Brownian motion stochastic volatility stock price prediction superquantile US financial crisis VaR volatility spillover
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910557703703321