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Blockchain and Cryptocurrencies
| Blockchain and Cryptocurrencies |
| Autore | Nadarajah Saralees |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (158 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
cryptocurrencies
connectedness spill overs spectral analysis time-frequency-dynamic Bitcoin cryptocurrency spillover risks Copulas Student’s-t survey bitcoin efficient market hypothesis ARIMA artificial neural network static forecast contagion effect detrended cross-correlation analysis liquidity Ethereum market liquidity Hurst exponent high frequency fraud algorithms correlations impact risks regulation blockchain autoregression time-series analysis simulation predictive modes endogenous exogenous variables Blockchain Cryptocurrencies Digital Currencies Risk management Financial analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557506503321 |
Nadarajah Saralees
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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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Frontiers of Asset Pricing
| Frontiers of Asset Pricing |
| Autore | Kolari James W |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
forecasting
commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
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Kolari James W
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Economics : Application of Fractional Calculus
| Mathematical Economics : Application of Fractional Calculus |
| Autore | Tarasov Vasily E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (278 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
mathematical economics
economic theory fractional calculus fractional dynamics long memory non-locality fractional generalization econometric modelling identification Phillips curve Mittag-Leffler function generalized fractional derivatives growth equation Caputo fractional derivative economic growth model least squares method fractional diffusion equation fundamental solution option pricing risk sensitivities portfolio hedging business cycle model stability time delay time-fractional-order Hopf bifurcation Einstein's evolution equation Kolmogorov-Feller equation diffusion equation self-affine stochastic fields random market hypothesis efficient market hypothesis fractal market hypothesis financial time series analysis evolutionary computing modelling economic growth prediction Group of Twenty pseudo-phase space economy system modeling deep assessment least squares modeling GDP per capita LSTM econophysics continuous-time random walk (CTRW) Mittag-Leffler functions Laplace transform Fourier transform |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Mathematical Economics |
| Record Nr. | UNINA-9910557436903321 |
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Tarasov Vasily E
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Review Papers for Journal of Risk and Financial Management (JRFM)
| Review Papers for Journal of Risk and Financial Management (JRFM) |
| Autore | McAleer Michael |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (206 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
big data
computational science economics finance management theoretical models econometric and statistical models applications bank regulation capital adequacy standards regulatory complexity US banking crises supply chain management supply chain finance working capital factors outcomes solutions optimisation portfolio selection risk measure fat tail Copula shrinkage semi-variance CVaR excess returns efficient market hypothesis data snooping investment and capital markets market efficiency price-volume adaptive market hypothesis time-varying or adaptive market efficiency cross section of country equity returns country-level stock market anomalies empirical asset pricing international equity markets return predictability bank regulatory capital requirements marketing psychology price-volume relationship adaptive market efficiency covariance matrix estimation portfolio risk measurement stock investment country equity returns |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Review Papers for Journal of Risk and Financial Management |
| Record Nr. | UNINA-9910557764503321 |
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McAleer Michael
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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