Works matching DE "DOW Jones industrial average"
Results: 426
Evidence of psychological barriers in the conditional moments of major world stock indices.
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- Review of Financial Economics, 1999, v. 8, n. 1, p. 73, doi. 10.1016/S1058-3300(99)00002-6
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- Article
A Language for Financial Chart Patterns.
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- International Journal of Information Technology & Decision Making, 2018, v. 17, n. 5, p. 1537, doi. 10.1142/S0219622018500347
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- Article
Impact of Inflation on Stock Prices in The Nigerian Capital Market.
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- Journal of Family Business & Management Studies, 2024, v. 16, n. 1, p. 3
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- Article
Share Market based Unemployment Prediction using Neural Networks.
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- Grenze International Journal of Engineering & Technology (GIJET), 2024, v. 10, n. 1, Part 2, p. 1992
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A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model.
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- Econometrics (2225-1146), 2022, v. 10, n. 3, p. 30, doi. 10.3390/econometrics10030030
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Comparison the volatility of international conventional and Islamic indicators: an econometric study onDJIA, DJIM, FTSE WORLD, FTSE SHARIA index.
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- Al-Tawāṣul, 2023, v. 29, p. 1
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Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering.
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- Quantitative Finance, 2024, v. 24, n. 11, p. 1641, doi. 10.1080/14697688.2024.2412687
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Coupled GARCH(1,1) model.
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- Quantitative Finance, 2023, v. 23, n. 5, p. 759, doi. 10.1080/14697688.2023.2175715
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Modeling price clustering in high-frequency prices.
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- Quantitative Finance, 2022, v. 22, n. 9, p. 1649, doi. 10.1080/14697688.2022.2050285
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The DNA of security return.
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- Quantitative Finance, 2015, v. 15, n. 1, p. 1, doi. 10.1080/14697688.2014.920100
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A bifurcation model of market returns.
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- Quantitative Finance, 2014, v. 14, n. 3, p. 509, doi. 10.1080/14697688.2013.772651
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- Article
Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication.
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- Quantitative Finance, 2013, v. 13, n. 10, p. 1559, doi. 10.1080/14697688.2013.779014
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- Article
Performance analysis of log-optimal portfolio strategies with transaction costs.
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- Quantitative Finance, 2013, v. 13, n. 10, p. 1587, doi. 10.1080/14697688.2011.570368
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- Article
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity.
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- Quantitative Finance, 2013, v. 13, n. 8, p. 1317, doi. 10.1080/14697688.2011.594080
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- Article
Regularization for stationary multivariate time series.
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- Quantitative Finance, 2012, v. 12, n. 4, p. 573, doi. 10.1080/14697688.2012.664933
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- Article
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models.
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- Econometrics Journal, 2022, v. 25, n. 2, p. 455, doi. 10.1093/ectj/utac001
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- Article
Realized Variance and Market Microstructure Noise.
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- Journal of Business & Economic Statistics, 2006, v. 24, n. 2, p. 127, doi. 10.1198/073500106000000071
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- Article
Long Memory in Stock-Market Trading Volume.
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- Journal of Business & Economic Statistics, 2000, v. 18, n. 4, p. 410, doi. 10.2307/1392223
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- Article
Detecting turning points of stock markets in China and the United States.
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- Applied Economics, 2025, v. 57, n. 6, p. 617, doi. 10.1080/00036846.2024.2305613
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Adjustable-band moving average learning strategies for technical analysis: evidence from the Dow Jones Industrial Average.
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- Applied Economics, 2024, v. 56, n. 50, p. 6221, doi. 10.1080/00036846.2023.2269632
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- Article
The convergence of ethical investment business models and their reliance on the conventional US investment market.
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- Applied Economics, 2020, v. 52, n. 57, p. 6265, doi. 10.1080/00036846.2020.1789059
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- Article
M&A Long-Term Performance in Economic Contraction.
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- Global Business & Management Research, 2022, v. 14, p. 118
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Reaction of KLCI to the Extreme Movement of Dow Jones Industrial Average.
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- Global Business & Management Research, 2018, v. 10, n. 3, p. 1133
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- Article
Simple Trading Rules and the Market for Internet Stocks.
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- International Review of Finance, 2001, v. 2, n. 4, p. 247, doi. 10.1111/1468-2443.00029
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Causality-driven multivariate stock movement forecasting.
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- PLoS ONE, 2024, v. 19, n. 4, p. 1, doi. 10.1371/journal.pone.0302197
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- Article
Modeling Volatility of Islamic Stock Indexes: Empirical Evidence and Comparative Analysis.
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- DLSU Business & Economics Review, 2014, v. 24, n. 1, p. 104
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- Article
There are Minimum Wages, Why Not a Maximum Wage?
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- CounterPunch, 2024, p. 1
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The Next Bomb to Go Off in the Banking Crisis Will Be Derivatives.
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- CounterPunch, 2023, p. 1
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The Wealth of the Wealthiest 1% and Poorest 50% Since Biden Became President.
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- CounterPunch, 2022, p. 1
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Tracking Global Warming Via the Dow Jones Average.
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- CounterPunch, 2022, p. 1
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The American Empire Self-Destructs, But Nobody Thought That It Would Happen This Fast.
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- CounterPunch, 2022, p. 1
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Profits Over People: Why Weren't the Vaccine Manufacturers Nationalized?
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- CounterPunch, 2022, p. 1
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- Article
Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility.
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- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 1, p. 61, doi. 10.1515/snde-2021-0083
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- Article
Determinism in Financial Time Series.
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- Studies in Nonlinear Dynamics & Econometrics, 2003, v. 7, n. 3, p. 1, doi. 10.2202/1558-3708.1134
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- Article
AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX.
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- International Journal of Wavelets, Multiresolution & Information Processing, 2012, v. 10, n. 5, p. -1, doi. 10.1142/S0219691312500488
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Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index.
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- Review of Derivatives Research, 2022, v. 25, n. 3, p. 315, doi. 10.1007/s11147-022-09190-2
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- Article
Black–Litterman Portfolio Management Using the Investor’s Views Generated by Recurrent Neural Networks and Support Vector Regression.
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- Journal of Financial Data Science, 2024, v. 6, n. 1, p. 86, doi. 10.3905/jfds.2023.1.147
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- Article
Trump versus Biden: A Driver of Abnormal Returns?: Trump vs. Biden: Driver of Abnormal Returns?: Sywak and Soper.
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- International Advances in Economic Research, 2024, v. 30, n. 4, p. 445, doi. 10.1007/s11294-024-09913-1
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Further Evidence on the Presence of Non-Linearity in the DJIA.
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- International Advances in Economic Research, 2006, v. 12, n. 4, p. 552, doi. 10.1007/s11294-006-9048-9
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Prediction of stock market turning points.
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- International Advances in Economic Research, 1995, v. 1, n. 3, p. 272, doi. 10.1007/BF02295660
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The Benefits of Bagging for Forecast Models of Realized Volatility.
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- Econometric Reviews, 2010, v. 29, n. 5/6, p. 571, doi. 10.1080/07474938.2010.481554
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The Variety of Diversity Considerations in the Director-Nomination Process: Evidence from the Dow 30.
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- Accounting & the Public Interest, 2021, v. 21, n. 1, p. 64, doi. 10.2308/API-2020-010
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- Article
Robust Markowitz: Comprehensively maximizing Sharpe ratio by parametric-quadratic programming.
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- Journal of Industrial & Management Optimization, 2023, v. 19, n. 2, p. 1426, doi. 10.3934/jimo.2021235
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- Article
Generalized M-fluctuation tests for parameter instability.
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- Statistica Neerlandica, 2007, v. 61, n. 4, p. 488, doi. 10.1111/j.1467-9574.2007.00371.x
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- Article
Hava Durumu Anomalisi: Panel Veri Analizi.
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- Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2021, n. 116, p. 143
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- Article
A Critical Review of Sustainable Business Indices and their Impact.
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- Journal of Business Ethics, 2007, v. 76, n. 3, p. 243, doi. 10.1007/s10551-007-9590-2
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Report of the Finance Committee.
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- American Economic Review, 1986, v. 76, n. 2, p. 436
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REPORT OF THE FINANCE COMMITTEE.
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- 1975
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- Report
RISK TOLERANCE BEHAVIOUR OF INDIVIDUAL NEPALESE INVESTORS.
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- Global Management Review, 2017, v. 11, n. 2, p. 64
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- Article
Anderson-Darling and Watson tests for the geometric distribution with estimated probability of success.
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- PLoS ONE, 2024, v. 19, n. 12, p. 1, doi. 10.1371/journal.pone.0315855
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- Article