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Handbook of financial time series
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Econometric analysis of financial and economic time series ; part B
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Handbook of research on emerging theories, models, and applications of financial econometrics
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Robustness in econometrics
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OPEC, oil prices and LNG
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Risk management decisions and value under uncertainty
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Advances in Management Research : Emerging Challenges and Trends
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Asia-Pacific financial markets : integration, innovation and challenges
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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China's rise and internationalization : regional and global challenges and impacts
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Dynamic optics in economics : quantitative, experimental and econometric analyses
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Essays in nonlinear time series econometrics
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Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
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Fractal approaches for modeling financial assets and predicting crises
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Handbook of economic forecasting ; Vol. 1
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Macromodels '99 : proceedings of the twenty six International Conference, december 1 - 4, 1999, Rydzyna - Poland
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
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Maximum likelihood estimation of misspecified models : twenty years later
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New directions in macromodelling
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Operations research models in banking management
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Diversification benefits and cross-volatility effects in cryptocurrency portfolios : a diagonal BEKK model perspective on Bitcoin and Bitgreen
Gupta, Muskan
;
Bhatnagar, Mukul
;
Kumar, Pawan
;
Taneja, …
- In:
Artificial intelligence and machine learning-powered …
,
(pp. 1-22)
.
2024
Persistent link: https://www.econbiz.de/10014524934
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Market state dynamics in correlation matrix space
Pharasi, Hirdesh K.
;
Sadhukhan, Suchetana
;
Majari, Parisa
; …
- In:
Quantum Decision Theory and Complexity Modelling in …
,
(pp. 173-194)
.
2023
Persistent link: https://www.econbiz.de/10014368679
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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Impact of the COVID-19 pandemic on volatility spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
Persistent link: https://www.econbiz.de/10014434885
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A study on risk return relationship of Indian equity markets
Thappa, Sankar
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 237-242)
.
2022
Persistent link: https://www.econbiz.de/10014434886
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Bi-directional causality between volatility in output growth and price growth : evidence from rice production in India using ARCH/GARCH and panel VECM approach
Pal, Dipyaman
;
Chakraborty, Chandrima
- In:
Risks and Resilience of Emerging Economies : Essays in …
,
(pp. 71-90)
.
2023
Persistent link: https://www.econbiz.de/10014339164
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7
Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
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Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
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9
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
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10
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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