Works matching DE "NASDAQ 100 index"
Results: 20
A study of impact of climate change on the U.S. stock market as exemplified by the NASDAQ 100 index constituents.
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- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-66109-7
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Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data.
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- Algorithmic Finance, 2022, v. 9, n. 3/4, p. 81, doi. 10.3233/AF-200362
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EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION.
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- Journal of Business Economics & Management, 2022, v. 23, n. 6, p. 1351, doi. 10.3846/jbem.2022.18282
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INTERDEPENDÊNCIA ENTRE OS MERCADOS MUNDIAIS DE AÇÕES: UMA ANÁLISE DE VOLATILIDADES.
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- Base, 2014, v. 11, n. 3, p. 259, doi. 10.4013/base.2014.113.07
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Did institutions herd during the internet bubble?
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- Review of Quantitative Finance & Accounting, 2013, v. 41, n. 3, p. 513, doi. 10.1007/s11156-012-0320-1
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Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean- Variance, Sharpe Ratio and Stochastic Dominance Approaches.
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- Finance a Uver: Czech Journal of Economics & Finance, 2019, v. 69, n. 4, p. 384
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Your move: Why are financial advisers shunning green funds?
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- Corporate Knights, 2025, v. 24, n. 1, p. 46
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You down with ESG?
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- Corporate Knights, 2023, v. 22, n. 1, p. 52
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Improving the Machine Learning Stock Trading System: An N‐Period Volatility Labeling and Instance Selection Technique.
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- Complexity, 2024, v. 2024, p. 1, doi. 10.1155/2024/5036389
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INVESTMENT PORTFOLIO SELECTION PROCESS USING DISTANCE OPERATORS.
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- Fuzzy Economic Review, 2021, v. 26, n. 1, p. 27, doi. 10.25102/fer.2021.01.02
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Hybrid Model for Stock Market Volatility.
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- Journal of Probability & Statistics, 2023, p. 1, doi. 10.1155/2023/6124649
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Constructing Cybersecurity Stocks Portfolio Using AI.
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- Forecasting, 2024, v. 6, n. 4, p. 1065, doi. 10.3390/forecast6040053
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RISK COMPARISON OF AMERICAN AND EUROPEAN STOCK MARKETS.
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- Global Business & Economics Anthology, 2015, v. 2, p. 47
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Extending the Omega model with momentum and reversal strategies to intraday trading.
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- PLoS ONE, 2023, v. 18, n. 9, p. 1, doi. 10.1371/journal.pone.0291119
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Deep learning for volatility forecasting in asset management.
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- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2022, v. 26, n. 17, p. 8553, doi. 10.1007/s00500-022-07161-1
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Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices.
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- Journal of Risk & Financial Management, 2023, v. 16, n. 5, p. 272, doi. 10.3390/jrfm16050272
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Deep-Reinforcement-Learning-Based Dynamic Ensemble Model for Stock Prediction.
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- Electronics (2079-9292), 2023, v. 12, n. 21, p. 4483, doi. 10.3390/electronics12214483
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Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities.
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- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2148366
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A self-normalization break test for correlation matrix.
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- Statistical Papers, 2021, v. 62, n. 5, p. 2333, doi. 10.1007/s00362-020-01188-y
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Change point detection for nonparametric regression under strongly mixing process.
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- Statistical Papers, 2020, v. 61, n. 4, p. 1465, doi. 10.1007/s00362-020-01196-y
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- Article