This study provides an overview of the model evolution and research trends in the field of financial and risk modelling by applying a bibliometric approach from 2008–2019 and an overall citation network analysis. We present a content analysis of contributing authors, countries, journals, main...

In this study, we apply a rolling window approach to wavelet-filtered (denoised) S&P500 returns (2000–2020) to obtain time varying Hurst exponents. We analyse the dynamics of the Hurst exponents by applying statistical tests (e.g., for stationarity, Gaussianity and self-similarity), a...

In discussions and critiques on the validity of the Efficient Market Hypothesis, there are two important research focuses: statistical analyses showing that the basic assumption of statistical independence in price series is violated and empirical findings that show that significant market...

Paper Length: 24 PagesSuplementary Material: 88 Pages (mostly graphics)This paper applies rolling windows to generate time-varying data series of selected chaos measures (i.e. Hurst exponent, maximum Lyapunov exponent, Lyapunov sum and sample entropy). The generated series are analysed to...

In this study, I apply a bibliometric analysis paired with a subsequent snowball sampling procedure. Moreover, I display a full citation network analysis, outlining the most relevant publications and contributions, defining relevant measures and show the interconnectivities and gaps within the...

In this study, we conduct a comparative analysis of the nonlinear dynamics of time series data for green and conventional bond indices spanning the period from 2014 to 2023. Our research builds upon the existing limited studies conducted in this domain. To examine the inherent characteristics of...

This structured keyword-based literature review analyses the quantification of climate risks and their impact on financial markets and economic influences. Through an extensive examination of existing research, we extract core statements, critical success and risk factors, applied datasets,...

This study endeavors to unravel the structured and sequential intricacies underlying the empirical da-ta-generating process (DGP) and the captivating evolutionary dynamism of Islamic fixed income securi-ties. To achieve this goal, we delve into the realm of nonlinear dynamics governing the Dow...

This experimental study analyzes how a key factor, information load, influences decision making in escalation situations, i.e., in situations in which decision makers reinvest further resources in a losing course of action, even when accounting information indicates that the project is...

In the light of the information age, information overload research in new areas (e.g., social media, virtual collaboration) rises rapidly in many fields of research in business administration with a variety of methods and subjects. This review article analyzes the development of information...