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Complexity in Economic and Social Systems
| Complexity in Economic and Social Systems |
| Autore | Drożdż Stanisław |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (534 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
agent-based computational economics
agent-based modelling Baidu Index bargaining BDS central-banking chaos cluster-entropy complex adaptive systems complex network complex networks complex systems complexity economics complexity in stock market complexity of IPOs complexity science conjunctural movements copula functions correlation coefficient correlation dimension correspondence analysis cross-shareholding network cryptocurrencies cybernetics detrended cross-correlations development discrete-time models dual graph dynamic game model dynamical complexity dynamics economic complexity econophysics edge of chaos EMD entropic susceptibilities entropies entropy economics entropy weight TOPSIS Ethiopia Euler characteristic evolutionarily stable strategies evolutionary dynamics evolutionary information search dynamics extreme returns fake news feedback loops finance financial institution financial markets forecasting market risk four-colour theorem gain function GARCH model gender productivity gap general system theory generalized autoregressive conditional heteroscedasticity model (GARCH) generalized Pareto distribution homo oeconomicus inequality information demand information theory information transfer innovative activity IPO timing irreversible processes jump volatility Kondratieff waves land acquisition leveraged trading liquidity benchmark liquidity proxy location quotient Lyapunov macroeconomics macroprudential policy manufacturing industry measure of economic development minimal spanning tree mixture of distribution hypothesis motivation multifractal analysis multivariate transfer entropy municipality mutual information n/a Nash equilibrium network theory non-ergodic ill-behaved inverse problems non-extensive cross-entropy econometrics non-linear dynamics nonlinear dynamics partial determination peaks over threshold platforms for participation Polish Green Island effect power law pricing constraint prosumption public administration sector real estate real option recurrence plots Red Queen effect rumor spreading self-exciting point process Shannon-entropy speculation stock exchange market stock market stock markets stock price crash risk structural entropy systemic risk threshold effect time series time series analysis transfer entropy Tsallis entropy universal complexity measure value at risk volatility clustering volatility estimate wealth condensation websites Zipf law |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557397503321 |
Drożdż Stanisław
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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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Efficiency and Anomalies in Stock Markets
| Efficiency and Anomalies in Stock Markets |
| 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 |
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Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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