Info
2 / John S. Gero editor
| 2 / John S. Gero editor |
| Pubbl/distr/stampa | Cham, : Springer, 2025 |
| Descrizione fisica | 1 testo elettronico (XI, 276 p. : ill.) |
| Soggetto non controllato |
Architectural Design
DCC DCC’24 Design Cognition Design Computing Design Neurocognition Design Theory Engineering Design Industrial Design |
| ISBN | 978-30-317-1924-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00309587 |
| Cham, : Springer, 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Quantitative Methods for Economics and Finance
| Quantitative Methods for Economics and Finance |
| Autore | Trinidad-Segovia J.E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (418 p.) |
| Soggetto topico |
Coins, banknotes, medals, seals (numismatics)
Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
academic cheating
asset pricing autoregressive integrated moving average (ARIMA) bilateral investment treaties biotechnological firms bitcoin Bitcoin cash flow management centered model Chinese listed companies co-movement cointegration commodity prices computational finance copula copulas corporate prudential risk correlation risk premium cryptocurrency DCC DEA decision-making process decreasing impatience deep learning deep recurrent convolutional neural networks delay derivation detection discount dispersion trading dynamically simulated autoregressive distributed lag (DYS-ARDL) econometrics EGARCH eigenvalues elasticity energy consumption ensemble empirical mode decomposition (EEMD) essential multicollinearity Ethereum EVT FD4 approach financial distress financial distress prediction financial markets forecasting foreign direct investment futures prices GARCH generalized Pareto distribution genetic algorithm (GA) gold historical simulation approach hurst exponent Hurst exponent induced risk aversion informality intercept intertemporal choice liquidity constraints liquidity risk local optima vs. local minima long memory macroeconomic propagation Markov Chain Monte Carlo simulation mean square error multicollinearity multiperiod financial management multiple periods non-linear macroeconomic modelling non-parametric efficiency noncentered model nonessential multicollinearity number of factors option arbitrage P 500 P500 pairs trading peaks-over-threshold pharmaceutical industry policy uncertainty precautionary savings probability probability of volatility cluster productivity profitability raise regression regional trade agreements Ripple risk S& scale economies SRA approach stock prices structural gravity model student t-copula support vector regression (SVR) tax evasion the financial accelerator threshold regression Tobin's q unconstrained distributed lag model United States VaR variance inflation factor volatility cluster volatility series volatility trading |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557564003321 |
Trinidad-Segovia J.E
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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