Empirical Finance |
Autore | Hamori Shigeyuki |
Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
Descrizione fisica | 1 electronic resource (276 p.) |
Soggetto non controllato |
short-term forecasting
wavelet transform IPO volatility US dollar institutional investors’ shareholdings neural network financial market stress market microstructure text similarity TVP-VAR model Japanese yen convolutional neural networks global financial crisis deep neural network cross-correlation function boosting causality-in-variance flight to quality bagging earnings quality algorithmic trading stop loss statistical arbitrage ensemble learning liquidity risk premium gold return futures market take profit currency crisis spark spread city banks piecewise regression model financial and non-financial variables exports data mining latency crude oil futures prices forecasting random forests wholesale electricity SVM random forest bank credit deep learning Vietnam inertia MACD initial public offering text mining bankruptcy prediction exchange rate asset pricing model LSTM panel data model structural break credit risk housing and stock markets copula ARDL earnings manipulation machine learning natural gas housing price asymmetric dependence real estate development loans earnings management cointegration predictive accuracy robust regression quantile regression dependence structure housing loans price discovery utility of international currency ATR |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910346675203321 |
Hamori Shigeyuki
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MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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Risks : Feature Papers 2020 |
Autore | Steffensen Mogens |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (170 p.) |
Soggetto topico | Medicine |
Soggetto non controllato |
medical services’ consumption
lifestyle factors insurance plan structural equation model stock–bond correlation VIX economic policy uncertainty monetary policy uncertainty fiscal policy uncertainty agricultural commodity futures price discovery market reflexivity Hawkes process poisson autoregressive models contagion predictive monitoring information-based asset pricing Lévy processes gamma processes variance gamma processes Brownian bridges gamma bridges nonlinear filtering house price prediction real estate machine learning random forest Lévy process subordination option pricing risk sensitivity stochastic volatility Greeks time-change time series volatility probability-integral transform ARMA model copula |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Risks |
Record Nr. | UNINA-9910557488303321 |
Steffensen Mogens
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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Selected Papers from the 8th Annual Conference of Energy Economics and Management / Liexun Yang, Xinye Zheng, Zhan-Ming Chen |
Autore | Yang Liexun |
Pubbl/distr/stampa | Basel, Switzerland : , : MDPI, , 2019 |
Descrizione fisica | 1 electronic resource (162 p.) |
Soggetto non controllato |
carbon emission
coal supply chain damping controllers recurrence interval analysis panel data approach emission reduction mechanism research rural area asymmetry FACTS devices coordinated control China bioenergy technology SWOT analysis inter-regional product yield selection electricity fluctuation mining city Gompertz model a two-stage dynamic game corn market risk estimation wide-area measurement system robustness dynamic efficiency of public policy fuel demand time delay whole process China’s iron and steel industry building energy efficiency strategic planning vehicle ownership crude oil market export performance price discovery |
ISBN |
9783039214587
3039214586 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910367758903321 |
Yang Liexun
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Basel, Switzerland : , : MDPI, , 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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