Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Asset Pricing, Investment, and Trading Strategies
| Asset Pricing, Investment, and Trading Strategies |
| 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 |
Wong Wing-Keung
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Blockchain and Cryptocurrencies
| Blockchain and Cryptocurrencies |
| Autore | Nadarajah Saralees |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (158 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
algorithms
ARIMA artificial neural network autoregression bitcoin Bitcoin blockchain Blockchain connectedness contagion effect Copulas correlations cryptocurrencies Cryptocurrencies cryptocurrency detrended cross-correlation analysis Digital Currencies efficient market hypothesis endogenous Ethereum exogenous variables Financial analysis fraud high frequency Hurst exponent impact liquidity market liquidity predictive modes regulation Risk management risks simulation spectral analysis spill overs spillover risks static forecast Student's-t survey time-frequency-dynamic time-series analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557506503321 |
|
Nadarajah Saralees
|
||
| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||