Search Results - subject:"Long-term memory"

A novel AI-driven approach to greenwashing : breakthroughs in the future fit between domain-specific Islamic enterprises with varying developmental progress and ESG landscapes

Asl, Mahdi Ghaemi - In: Future business journal 11 (2025) 1, pp. 1-38

, comprising 22 international evolving investments. Temporal convolutional networks are leveraged to evaluate long-term memory … under varying market conditions. The investigation highlights significant variances in the accuracy of long-term memory … expertise. Additionally, the study utilizes a chrono-convolutional neural network to investigate the dynamics of long-term …

Persistent link: https://www.econbiz.de/10015614071

Exchange rate behaviour in ASEAN countries: A sensitivity analysis

Umoru, David; Igbinovia, Beauty; Aliyu, Mohammed Farid - In: The Central European Review of Economics and Management … 8 (2024) 4, pp. 37-73

time with considerable long-term memory effect. This implies that once the exchange rate becomes volatile, such volatility …

Persistent link: https://www.econbiz.de/10015323791

Exchange rate behaviour in ASEAN countries : a sensitivity analysis

Umoru, David; Igbinovia, Beauty; Aliyu, Mohammed Farid - In: Central European review of economics and management : CEREM 8 (2024) 4, pp. 37-73

time with considerable long-term memory effect. This implies that once the exchange rate becomes volatile, such volatility …

Persistent link: https://www.econbiz.de/10015323451

Mitigating digital market risk with conventional, green, and Islamic bonds : fresh insights from new hybrid deep learning models

Asl, Mahdi Ghaemi; Jabeur, Sami Ben; Goodell, John W.; … - In: Finance research letters 68 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015063212

Wired together : Integration and efficiency in European electricity markets

Karahan, Cenk C.; Odabaşı, Attila; Tiryaki, C. Sani - In: Energy economics 133 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015049521

Risk-neutral momentum and market fear

Schadner, Wolfgang - 2019

Persistent link: https://www.econbiz.de/10012133935

Efficiency drifts in euronext stock indexes returns

Gomes, Luís M. P.; Soares, Vasco J. S.; Gama, Sílvio M. A. - In: International journal of business 27 (2022) 2, pp. 28-44

Persistent link: https://www.econbiz.de/10013395911

An idea of risk-neutral momentum and market fear

Schadner, Wolfgang - In: Finance research letters 37 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012484870

Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy

Kristoufek, Ladislav; Vosvrda, Miloslav - 2014

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index …

Persistent link: https://www.econbiz.de/10010398705

Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy

Kristoufek, Ladislav; Vosvrda, Miloslav - Institut für Volkswirtschaftslehre, … - 2014

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index …

Persistent link: https://www.econbiz.de/10010958895