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Currency Crisis / Faridul Islam
| Currency Crisis / Faridul Islam |
| Autore | Islam Faridul |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (126 p.) |
| Soggetto non controllato |
Special Drawing Rights (SDRs)
banking crises reserve currency asymmetry derivative Asian crisis policy uncertainty monetary plurality mortgage crisis nonlinear ARDL China emerging market economies exchange rates default swap LIBOR currency cash flow Belt and Road Initiative money demand commodity price stabilisation trade balance risk management Argentina RMB internationalization GMM currency convertibility investment Grondona system exchange rate disconnect puzzle monetary policy NARDL Special Drawing Right currency pegs international monetary system economic institutions cointegration macroeconomic fundamentals currency crisis the U.S.A. |
| ISBN |
9783039215799
3039215795 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367752603321 |
Islam Faridul
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Empirical Finance
| Empirical Finance |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (276 p.) |
| Soggetto non controllato |
algorithmic trading
ARDL asset pricing model asymmetric dependence ATR bagging bank credit bankruptcy prediction boosting causality-in-variance city banks cointegration convolutional neural networks copula credit risk cross-correlation function crude oil futures prices forecasting currency crisis data mining deep learning deep neural network dependence structure earnings management earnings manipulation earnings quality ensemble learning exchange rate exports financial and non-financial variables financial market stress flight to quality futures market global financial crisis gold return housing and stock markets housing loans housing price inertia initial public offering institutional investors' shareholdings IPO Japanese yen latency liquidity risk premium LSTM MACD machine learning market microstructure n/a natural gas neural network panel data model piecewise regression model predictive accuracy price discovery quantile regression random forest random forests real estate development loans robust regression short-term forecasting spark spread statistical arbitrage stop loss structural break SVM take profit text mining text similarity TVP-VAR model US dollar utility of international currency Vietnam volatility wavelet transform wholesale electricity |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346675203321 |
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Hamori Shigeyuki
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Three Risky Decades: A Time for Econophysics?
| Three Risky Decades: A Time for Econophysics? |
| Autore | Kutner Ryszard |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (708 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
1/f noise
absolute value estimator agent-based models anomalous diffusion ARFIMA balanced budget basic income guarantee Bitcoin bond pricing bounded rationality calendar anomalies Cantor set cascading failure collective intelligence companies company market compartmental epidemic modelling complex systems complexity economics continuous time random walk copulas correlation coefficient correlation filtering correspondence analysis covariance matrices COVID-19 criticality cross-correlations cryptocurrencies currency crisis day-of-the-week effect decision-making deep learning detrended cross-correlation analysis detrended cross-correlations detrended fluctuation analysis discounting disordered systems dynamics of complex networks ecological economics economic complexity economic development Economic Freedom of the World index economic growth econophysics effective tax rate elastic tax emergent property emissions energy entropy entropy production exponential behaviour export readiness financial complexity financial market dynamics financial markets financial networks first-passage times flash crash forex market fractals fractional Lèvy stable motion FTSE100 Gini index globalisation Gompertz government dependency government transfer high frequency trading high-frequency trader high-frequency trading highway freight transportation Higuchi's method homeomorphism Hurst exponent income distribution income redistribution income tax Index of Economic Freedom information-theory internationalization intertrade times kinetic exchange model kinetic models Kolkata index Kolkata Paise Restaurant problem lexical evolution of econophysics local transfer entropy long-range memory long-short-term-memory market indices market microstructure market stability maximum entropy principle mean squared displacement minimal spanning tree MinMax minority game mobility indices mortality multifractal analysis multifractal detrended fluctuation analysis multiplicative point process multiscale analysis multiscale partition function multivariate Hawkes process n/a network analysis network diversity network science neural networks optimization options pricing output elasticities partial correlation phase transition planar graph planar maximally filtered graph portfolio optimization poverty line power law power law behaviour power law classification scheme power-law tails products and services q-Gaussians quantal response statistical equilibrium Quantum-Inspired Neural Network radiation model random geometry rank-size law technique real interest rates regularization relatedness renormalization replica theory return distributions risk measurement SGX simulated annealing technique speculative attacks start-up stock correlation stretched exponentials structural entropy survival probability distribution systemic risk TAIEX tax deduction text as data time series analysis topological data analysis transportation network traveling salesman problem urban-regional economics vaccination campaign volatility clustering wealth distribution wealth inequalities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Three Risky Decades |
| Record Nr. | UNINA-9910585940703321 |
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Kutner Ryszard
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||