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.
Computational Finance
| Computational Finance |
| Autore | Stentoft Lars |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (259 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
insurance
Solvency II risk-neutral models computational finance asset pricing models overnight price gaps financial econometrics mean-reversion statistical arbitrage high-frequency data jump-diffusion model instantaneous volatility directional-change seasonality forex bitcoin S& P500 risk management drawdown safe assets securitisation dealer behaviour liquidity bid–ask spread least-squares Monte Carlo put-call symmetry regression simulation algorithmic trading market quality defined contribution plan probability of shortfall quadratic shortfall dynamic asset allocation resampled backtests stochastic covariance 4/2 model option pricing risk measures American options exercise boundary Monte Carlo multiple exercise options dynamic programming stochastic optimal control asset pricing calibration derivatives hedging multivariate models volatility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557767003321 |
Stentoft Lars
|
||
| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Issues in Business and Economics
| Contemporary Issues in Business and Economics |
| Autore | Chang Chia-Lin |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (246 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
fiscal autonomy
fiscal decentralisation fiscal importance DGMM Vietnam performance internationalization organizational slack ASEAN CO2 emissions economic growth EKC energy consumption Granger causality VECM urbanization income inequality Driscoll and Kraay PMG agricultural commodity prices volatility crude oil prices structural vector autoregressive model impulse response functions pecking order theory trade off theory capital structure GMM listed firms industry level corporate financial distress bankruptcy distance to default fundamentals Global Financial Crisis double taxation treaty trade gravity model financial development FMOLS DOLS emerging markets corporate social responsibility textile and garment industry foreign direct investment (FDI) endogenous growth developing countries financial inclusion Fintech risk foreign direct investment competitiveness exchange rate regime Asia Reinhart and Rogoff cultural distance entry mode equity joint venture wholly owned subsidiary fiscal decentralization exchange rate Asian region |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557784803321 |
|
Chang Chia-Lin
|
||
| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Economic and Social Consequences of the COVID-19 Pandemic in Energy Sector
| Economic and Social Consequences of the COVID-19 Pandemic in Energy Sector |
| Autore | Rokicki Tomasz |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (372 p.) |
| Soggetto topico |
Research & information: general
Physics |
| Soggetto non controllato |
energy manager
competences labor market energy industry COVID-19 decarbonizing transport energy efficiency electrify transport zero-emissions vehicles sustainable transport electric car charging points novel coronavirus pandemic alternative energy stock market sectors stock market companies energy energy company efficiency financial analysis pandemic environmental protection environmental problems greenhouse gas particulate matter (PM) renewable energy corruption electromobility companies in the Transport-Shipping-Logistics Sector pandemic-COVID-19 development self-government units energy consumption monitoring energy consumption effectiveness sustainable energy development households OPEC crude price volatility storage crisis futures shale electric vehicles market and policy electric vehicles purchase intention e-mobility consumers preferences consumer decision making social values delay discounting cultural factors economic factors machine learning methods sustainability energy poverty economic uncertainty energy policy policy measures reducing energy intensity ranking of countries’ energy intensity multi-criteria analysis sectors of the economy economic effects of the pandemic social effects of the pandemic countries of Western Europe countries of Central and Eastern Europe mining sector initiatives and adaptation measures economic situation COVID-19 pandemic fossil fuel energy carbon dioxide emissions nonlinear autoregressive distributed lag model frequency domain causality test Markow switching regression photovoltaics pandemics changes in energetic balance due to COVID-19 renewable sources of energy during pandemics United States energy sector fossil fuel emissions expenditures |
| ISBN | 3-0365-6079-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910639990803321 |
|
Rokicki Tomasz
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Economic Factors of the Development of Agricultural Markets and Rural Areas
| Economic Factors of the Development of Agricultural Markets and Rural Areas |
| Autore | Roman Michał |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (278 p.) |
| Soggetto topico | Development economics & emerging economies |
| Soggetto non controllato |
economy
sustainable development wine routes Axarquía rural tourism economic sociology geographical indication European Union Mercosur market arena e-retail comparative approach import risks agricultural products agro-trade food import SAW TOPSIS geometric means financial autonomy TOPSIS method rural municipalities municipal firms business economic evaluation local self-government cassava price volatility Bayesian GARCH-X Thailand correlation detrended cross-correlation analysis meat prices time series agriculture fruit products tariff rate quota welfare trade policy TRQ administration palm oil price domestic shocks foreign shocks Malaysia SVAR model interest-free community investment fund rural women empowerment case study logit model endogenous stochastic frontier crop insurance viticulture spatial integration market cointegration milk dairy products Poland Czechia Common Market Organization wine third countries measure of promotion wineries Common Agricultural Policy Indigofera spp. cultivation indigo paste production economic contribution land suitability development strategy |
| ISBN | 3-0365-5674-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637780303321 |
|
Roman Michał
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 electronic resource (232 p.) |
| Soggetto topico | Development economics & emerging economies |
| Soggetto non controllato |
stochastic dominance
Omega ratio risk averters risk seekers utility maximization market efficiency anomaly emerging markets KSE Pakistan three-factor model size and value premiums future economic growth liquidity proxy emerging market transaction cost price impact efficient market economic policy uncertainty random walk news Asian market G7 market real exchange rate volatility financial development economic growth Put–Call Ratio volume open interest frequency-domain roiling causality convertible bond financial constraints stock performance Autoregressive Model non-Gaussian error realized volatility Threshold Autoregressive Model value premium technical analysis moving average China stock market stock market finance applications EMH anomalies Behavioral Finance Winner–Loser Effect Momentum Effect calendar anomalies BM effect the size effect Disposition Effect Equity Premium Puzzle herd effect ostrich effect bubbles trading rules overconfidence utility portfolio selection portfolio optimization risk measures performance measures indifference curves two-moment decision models dynamic models diversification behavioral models unit root cointegration causality nonlinearity covariance copulas robust estimation anchoring |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910674048203321 |
|
Wong Wing-Keung
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| ||
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 |
|
Kolari James W
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Future Transportation
| Future Transportation |
| Autore | Randazzo Giovanni |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (486 p.) |
| Soggetto topico |
Technology: general issues
History of engineering & technology Environmental science, engineering & technology |
| Soggetto non controllato |
ANOVA-test
clickbait news feature selection social network taxi demand forecasting multi-source data generative adversarial networks container ship traffic flow volatility generalized Hurst exponents long-range dependence multifractality city buses semi-Markov processes preventive maintenance corrective maintenance age-replacement minimal repair perfect repair profit per time unit availability railway transport passengers sustainable travel ARTIW method IHAMCI method MCDM facial recognition technology e-biker red-light running behavior privacy invasion content replacement content placement content-centric networking cache networks immaturity stretch reduction mineral exploration natural gamma-ray spectrometry ASTER fuzzy logic modelling Kelâat M’Gouna inlier Eastern Anti-Atlas Morocco collision avoidance fuzzy logic on board driver assistance semi-autonomous multi-factor VANET COVID-19 bike sharing system urban mobility regression analysis green transport continuous descent approach optimized profile descent climate change terminal maneuvering area environmental impact applied queueing theory air traffic management air transportation sustainability electric vehicle powertrain multispeed discrete transmission continuously variable transmission two-motors configuration four-motors configuration border crossings sentiments personal vehicles pedestrians US–Mexico Google Trends digitalization BPM business process model artificial intelligence big data virtual reality internet of things cloud computing digital security additive engineering smart cities Internet of Things (IoT) strategy monitoring transport equity distributional analysis accessibility space-time model transport policy OFDM LDACS aeronautical communication impulse noise pulse blanking ROAD statistics location planning vehicle scheduling electric buses charging stations partial charging human-machine interaction scenarios use cases remote operation highly automated vehicles user-centered design remote assistance remote driving bike-sharing system (BSS) mode choice stated choice experiment multinomial logit model transport demand model technological transitions automobiles system dynamics dynamical systems bifurcations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910585934803321 |
|
Randazzo Giovanni
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The modern Caribbean economy . Volume II Economic development and public policy challenges / / edited by Nikolaos Karagiannis, Debbie A. Mohammed
| The modern Caribbean economy . Volume II Economic development and public policy challenges / / edited by Nikolaos Karagiannis, Debbie A. Mohammed |
| Autore | Karagiannis Nikolaos |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 |
| Descrizione fisica | 1 online resource (xvi, 140 pages) |
| Disciplina | 330.9729 |
| Collana | Economics collection |
| Soggetto topico | Economic development - Caribbean Area |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
Caribbean
volatility economic development development strategies public policy institutional reforms |
| ISBN | 1-63157-563-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Public policy and economic growth: some insights into the Caribbean experience / Ramesh Ramsaran -- 2. Towards an alternative industrial and trade profile for Caribbean economies: the challenge of the developmental state approach / Nikolaos Karagiannis, Debbie A. Mohammed and Jessica M. Bailey -- 3. Crime, criminal activity, and tourism performance: issues from the Caribbean / Nikolaos Karagiannis and Zagros Madjd-Sadjadi -- 4. Economic globalization and the transnational crime of drug trafficking and lottery scamming: evidence from Jamaica / Suzette A. Haughton -- About the contributors -- Index. |
| Record Nr. | UNINA-9910466431603321 |
|
Karagiannis Nikolaos
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The modern Caribbean economy . Volume I Alternative perspectives and policy implications / / edited by Nikolaos Karagiannis, Debbie A. Mohammed
| The modern Caribbean economy . Volume I Alternative perspectives and policy implications / / edited by Nikolaos Karagiannis, Debbie A. Mohammed |
| Autore | Karagiannis Nikolaos |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 |
| Descrizione fisica | 1 online resource (xvi, 96 pages) |
| Disciplina | 330.9729 |
| Collana | Economics collection |
| Soggetto topico | Economic development - Caribbean Area |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
Caribbean
volatility economic development development strategies public policy institutional reforms |
| ISBN | 1-63157-555-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. The contribution of Canadian economic thought to Caribbean political economy: a preliminary investigation / Zagros Madjd-Sadjadi -- 2. Towards a holistic development framework for the Caribbean key theoretical notions and policy / Nikolaos Karagiannis and C. J. Polychroniou -- 3. Public sector capacity for governance in the Caribbean / Indianna D. Minto-Coy and Evan M. Berman -- 4. Reforming education in the Caribbean from policy to transformative leadership / Denise Pearson -- About the contributors -- Index. |
| Record Nr. | UNINA-9910466428903321 |
|
Karagiannis Nikolaos
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
