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Empirical Finance
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  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risks : Feature Papers 2020
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  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Selected Papers from the 8th Annual Conference of Energy Economics and Management
Selected Papers from the 8th Annual Conference of Energy Economics and Management
Autore Chen Zhan-Ming
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 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 3-03921-458-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910367758903321
Chen Zhan-Ming  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui