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Computational Finance
| Computational Finance |
| Autore | Stentoft Lars |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (259 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
4/2 model
algorithmic trading American options asset pricing asset pricing models bid-ask spread bitcoin calibration computational finance dealer behaviour defined contribution plan derivatives directional-change drawdown dynamic asset allocation dynamic programming exercise boundary financial econometrics forex hedging high-frequency data instantaneous volatility insurance jump-diffusion model least-squares Monte Carlo liquidity market quality mean-reversion Monte Carlo multiple exercise options multivariate models option pricing overnight price gaps P500 probability of shortfall put-call symmetry quadratic shortfall regression resampled backtests risk management risk measures risk-neutral models S& safe assets seasonality securitisation simulation Solvency II statistical arbitrage stochastic covariance stochastic optimal control volatility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557767003321 |
Stentoft Lars
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 online resource (246 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
agricultural commodity prices
ASEAN Asia Asian region bankruptcy capital structure CO2 emissions competitiveness corporate financial distress corporate social responsibility crude oil prices cultural distance developing countries DGMM distance to default DOLS double taxation treaty Driscoll and Kraay economic growth EKC emerging markets endogenous growth energy consumption entry mode equity joint venture exchange rate exchange rate regime financial development financial inclusion Fintech fiscal autonomy fiscal decentralisation fiscal decentralization fiscal importance FMOLS foreign direct investment foreign direct investment (FDI) fundamentals Global Financial Crisis GMM Granger causality gravity model impulse response functions income inequality industry level internationalization listed firms organizational slack pecking order theory performance PMG Reinhart and Rogoff risk structural vector autoregressive model textile and garment industry trade trade off theory urbanization VECM Vietnam volatility wholly owned subsidiary |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557784803321 |
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Chang Chia-Lin
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Rokicki Tomasz
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 online resource (278 p.) |
| Soggetto topico | Development economics and emerging economies |
| Soggetto non controllato |
agricultural products
agriculture agro-trade Axarquía Bayesian business case study cassava price cointegration Common Agricultural Policy Common Market Organization comparative approach correlation crop insurance Czechia dairy products detrended cross-correlation analysis development strategy domestic shocks e-retail economic contribution economic evaluation economic sociology economy endogenous stochastic frontier European Union financial autonomy food import foreign shocks fruit products GARCH-X geographical indication geometric means import risks indigo paste production Indigofera spp. cultivation interest-free community investment fund land suitability local self-government logit model Malaysia market market arena measure of promotion meat prices Mercosur milk municipal firms palm oil price Poland rural municipalities rural tourism rural women empowerment SAW spatial integration sustainable development SVAR model tariff rate quota Thailand third countries time series TOPSIS TOPSIS method trade policy TRQ administration viticulture volatility welfare wine wine routes wineries |
| ISBN | 3-0365-5674-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637780303321 |
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Roman Michał
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| 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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Empirical Finance
| Empirical Finance |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (276 p.) |
| Soggetto non controllato |
algorithmic trading
ARDL asset pricing model asymmetric dependence ATR bagging bank credit bankruptcy prediction boosting causality-in-variance city banks cointegration convolutional neural networks copula credit risk cross-correlation function crude oil futures prices forecasting currency crisis data mining deep learning deep neural network dependence structure earnings management earnings manipulation earnings quality ensemble learning exchange rate exports financial and non-financial variables financial market stress flight to quality futures market global financial crisis gold return housing and stock markets housing loans housing price inertia initial public offering institutional investors' shareholdings IPO Japanese yen latency liquidity risk premium LSTM MACD machine learning market microstructure n/a natural gas neural network panel data model piecewise regression model predictive accuracy price discovery quantile regression random forest random forests real estate development loans robust regression short-term forecasting spark spread statistical arbitrage stop loss structural break SVM take profit text mining text similarity TVP-VAR model US dollar utility of international currency Vietnam volatility wavelet transform wholesale electricity |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346675203321 |
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Hamori Shigeyuki
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 online resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
abnormal returns
announcements asset pricing at-the-money bias adjustments Bitcoin carry cost rate clustered event days commodity market conditional hedge ratio cross-sectional correlation cryptocurrencies cumulated ranks deep-out-of-the-money direction earnings economics efficient market hypothesis efficient portfolios event study expectation-maximization (EM) regression finance forecasting free-boundary problem GARCH-jump hedge ratio informed trading latent variable market factor market index market volume metals momentum multifactors net buying pressure options out-of-the-money outliers pairs trading Poisson model portfolio profitability pricing rank test return dispersion risk factors S&P 500 index spectral analysis standardized abnormal returns stochastic control survivor stocks term structure time-varying jumps trading strategies transaction costs transaction regions unit root volatility yield spread zero-beta CAPM |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
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Kolari James W
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Future Transportation
| Future Transportation |
| Autore | Randazzo Giovanni |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (486 p.) |
| Soggetto topico |
Environmental science, engineering and technology
History of engineering and technology Technology: general issues |
| Soggetto non controllato |
accessibility
additive engineering aeronautical communication age-replacement air traffic management air transportation sustainability ANOVA-test applied queueing theory artificial intelligence ARTIW method ASTER automobiles availability bifurcations big data bike sharing system bike-sharing system (BSS) border crossings BPM business process model cache networks charging stations city buses clickbait news climate change cloud computing collision avoidance container ship traffic flow content placement content replacement content-centric networking continuous descent approach continuously variable transmission corrective maintenance COVID-19 digital security digitalization distributional analysis dynamical systems e-biker Eastern Anti-Atlas electric buses electric vehicle powertrain environmental impact facial recognition technology feature selection forecasting four-motors configuration fuzzy logic fuzzy logic modelling generalized Hurst exponents generative adversarial networks Google Trends green transport highly automated vehicles human-machine interaction IHAMCI method immaturity impulse noise internet of things Internet of Things (IoT) Kelâat M'Gouna inlier LDACS location planning long-range dependence MCDM mineral exploration minimal repair mode choice monitoring Morocco multi-factor multi-source data multifractality multinomial logit model multispeed discrete transmission natural gamma-ray spectrometry OFDM on board driver assistance optimized profile descent partial charging passengers pedestrians perfect repair personal vehicles preventive maintenance privacy invasion profit per time unit pulse blanking railway transport red-light running behavior regression analysis remote assistance remote driving remote operation ROAD statistics scenarios semi-autonomous semi-Markov processes sentiments smart cities social network space-time model stated choice experiment strategy stretch reduction sustainable travel system dynamics taxi demand technological transitions terminal maneuvering area transport demand model transport equity transport policy two-motors configuration urban mobility US-Mexico use cases user-centered design VANET vehicle scheduling virtual reality volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910585934803321 |
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Randazzo Giovanni
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Karagiannis Nikolaos
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| 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 | ||
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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 |
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Karagiannis Nikolaos
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| 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 | ||
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