Works matching DE "STOCK price indexes"
Results: 3466
Loss persistence and returns in the UK.
- Published in:
- Accounting & Business Research, 2016, v. 46, n. 3, p. 221, doi. 10.1080/00014788.2015.1048768
- By:
- Publication type:
- Article
Global Financial Market Spillovers to the Dhaka Stock Exchange: Strategic Insights From Trade‐Friendly Nations.
- Published in:
- Thunderbird International Business Review, 2025, v. 67, n. 2, p. 225, doi. 10.1002/tie.22422
- By:
- Publication type:
- Article
Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis: Stock Market Efficiency of the BRICS Countries: S. Moudud-Ul-Huq, M. S. Rahman.
- Published in:
- Computational Economics, 2025, v. 65, n. 3, p. 1643, doi. 10.1007/s10614-024-10607-3
- By:
- Publication type:
- Article
Accurate and efficient stock market index prediction: an integrated approach based on VMD-SNNs.
- Published in:
- Journal of Applied Statistics, 2025, v. 52, n. 4, p. 841, doi. 10.1080/02664763.2024.2395961
- By:
- Publication type:
- Article
Robust two-player differential investment game of defined contribution pension plans under multiple risks.
- Published in:
- Scandinavian Actuarial Journal, 2025, v. 2025, n. 2, p. 168, doi. 10.1080/03461238.2024.2401399
- By:
- Publication type:
- Article
Sectoral Counter-Cyclical Approach to Financial Risk Management Based on CSR for Sustainable Development of Companies.
- Published in:
- Risks, 2025, v. 13, n. 2, p. 24, doi. 10.3390/risks13020024
- By:
- Publication type:
- Article
Do Stands Self-Thin Through a Common Point? An Additional Concept for the Self-Thinning Rule.
- Published in:
- Forests (19994907), 2025, v. 16, n. 2, p. 199, doi. 10.3390/f16020199
- By:
- Publication type:
- Article
Risk Spillover Effect of Crude Oil Prices Against Stock Price Indices: Case Study of Oil-Producing and Consumer Countries for The Period of 2000-2022.
- Published in:
- Jurnal Indonesia Sosial Teknologi, 2025, v. 6, n. 1, p. 56, doi. 10.59141/jist.v6i1.8826
- By:
- Publication type:
- Article
INFORMATION SHARES: EMPIRICAL EVIDENCE FROM THE FTSE CHINA A50 INDEX AND THE ISHARES FTSE A50 CHINA TRACKER.
- Published in:
- Corporate Ownership & Control, 2009, v. 6, n. 4, p. 83
- By:
- Publication type:
- Article
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach.
- Published in:
- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 116, doi. 10.1093/jjfinec/nbs013
- By:
- Publication type:
- Article
Inference in Infinite Superpositions of Non-Gaussian Ornstein–Uhlenbeck Processes Using Bayesian Nonparametic Methods.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 519, doi. 10.1093/jjfinec/nbq027
- By:
- Publication type:
- Article
Estimation and Inference in ARCH Models in the Presence of Outliers.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 547, doi. 10.1093/jjfinec/nbq028
- By:
- Publication type:
- Article
Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 88, doi. 10.1093/jjfinec/nbp026
- By:
- Publication type:
- Article
Model-free versus Model-based Volatility Prediction.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 358, doi. 10.1093/jjfinec/nbm004
- By:
- Publication type:
- Article
Dynamic Asymmetric GARCH.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 385, doi. 10.1093/jjfinec/nbj011
- By:
- Publication type:
- Article
Jump Spillover in International Equity Markets.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 167, doi. 10.1093/jjfinec/nbj005
- By:
- Publication type:
- Article
Periodic Stochastic Volatility and Fat Tails.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 90, doi. 10.1093/jjfinec/nbi023
- By:
- Publication type:
- Article
Reexamining the Profitability of Technical Analysis with Data Snooping Checks.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 606, doi. 10.1093/jjfinec/nbi026
- By:
- Publication type:
- Article
A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 525, doi. 10.1093/jjfinec/nbi028
- By:
- Publication type:
- Article
Financial Briefs.
- Published in:
- Solid State Technology, 1999, v. 42, n. 4, p. 16
- Publication type:
- Article
The Behaviour of Banking Stocks During the Financial Crisis and Recessions. Evidence from Changes‐in‐Changes Panel Data Estimations.
- Published in:
- Scottish Journal of Political Economy, 2019, v. 66, n. 1, p. 154, doi. 10.1111/sjpe.12191
- By:
- Publication type:
- Article
A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION.
- Published in:
- Scottish Journal of Political Economy, 2006, v. 53, n. 2, p. 174, doi. 10.1111/j.1467-9485.2006.00375.x
- By:
- Publication type:
- Article
SYSTEMATIC ELEMENTS IN THE LINKAGE OF NATIONAL STOCK MARKET INDICES.
- Published in:
- Review of Economics & Statistics, 1973, v. 55, n. 3, p. 356, doi. 10.2307/1927959
- By:
- Publication type:
- Article
MEASURING ECONOMIC POLICY UNCERTAINTY.
- Published in:
- Quarterly Journal of Economics, 2016, v. 131, n. 4, p. 1593, doi. 10.1093/qje/qjw024
- By:
- Publication type:
- Article
Impact of Six Sigma implementation on stock price performance.
- Published in:
- Total Quality Management & Business Excellence, 2003, v. 14, n. 7, p. 753, doi. 10.1080/1478336032000090969
- By:
- Publication type:
- Article
Who cares about stock market booms and busts? Evidence from data on mental health.
- Published in:
- Oxford Economic Papers, 2015, v. 67, n. 3, p. 826, doi. 10.1093/oep/gpv030
- By:
- Publication type:
- Article
Stocks of year 2020: prediction of high variations in stock prices using LSTM.
- Published in:
- Multimedia Tools & Applications, 2023, v. 82, n. 7, p. 9727, doi. 10.1007/s11042-022-12390-5
- By:
- Publication type:
- Article
Asymptotic Normality of Convoluted Smoothed Kernel Estimation for Scalar Diffusion Model.
- Published in:
- Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 191, doi. 10.1007/s11009-019-09696-7
- By:
- Publication type:
- Article
Statistical Analysis of Financial Volatility by Wavelet Shrinkage.
- Published in:
- Methodology & Computing in Applied Probability, 1999, v. 1, n. 4, p. 423, doi. 10.1023/A:1010010825105
- By:
- Publication type:
- Article
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 603, doi. 10.1007/s10614-017-9703-7
- By:
- Publication type:
- Article
Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns.
- Published in:
- Computational Economics, 2016, v. 47, n. 4, p. 501, doi. 10.1007/s10614-015-9481-z
- By:
- Publication type:
- Article
Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact.
- Published in:
- Computational Economics, 2011, v. 37, n. 3, p. 301, doi. 10.1007/s10614-011-9254-2
- By:
- Publication type:
- Article
The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models.
- Published in:
- Computational Economics, 2005, v. 25, n. 1/2, p. 25, doi. 10.1007/s10614-005-6246-0
- By:
- Publication type:
- Article
Multiscale Analysis of Stock Index Return Volatility.
- Published in:
- Computational Economics, 2004, v. 23, n. 3, p. 219, doi. 10.1023/B:CSEM.0000022834.86489.e5
- By:
- Publication type:
- Article
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis.
- Published in:
- Computational Economics, 2003, v. 22, n. 2/3, p. 273, doi. 10.1023/A:1026198216929
- By:
- Publication type:
- Article
Multivariate approximations to portfolio return distribution.
- Published in:
- Computational & Mathematical Organization Theory, 2017, v. 23, n. 3, p. 347, doi. 10.1007/s10588-016-9231-3
- By:
- Publication type:
- Article
Approach Advancing Stock Market Forecasting with Joint RMSE Loss LSTM-CNN Model.
- Published in:
- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400182
- By:
- Publication type:
- Article
Dual-Attention Based Multi-Path Approach for Intensifying Stock Market Forecasting.
- Published in:
- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400091
- By:
- Publication type:
- Article
Graphical Deep Learning Prediction Model for Stock Risk Management.
- Published in:
- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400066
- By:
- Publication type:
- Article
Blockchain-Based Secure Stock Market Price Prediction Using Next Generation Optimized LSTM Model.
- Published in:
- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400029
- By:
- Publication type:
- Article
A Hybrid Model of Primary Ensemble Empirical Mode Decomposition and Quantum Neural Network in Financial Time Series Prediction.
- Published in:
- Fluctuation & Noise Letters, 2023, v. 22, n. 4, p. 1, doi. 10.1142/S0219477523400060
- By:
- Publication type:
- Article
Multifractal Analysis of the Impact of COVID-19 on NASDAQ, CIOPI, and WTI Crude Oil Market.
- Published in:
- Fluctuation & Noise Letters, 2022, v. 21, n. 4, p. 1, doi. 10.1142/S0219477522500419
- By:
- Publication type:
- Article
Statistical Approach to Study the Relationship Between Stock Market Indexes by Multiple DCCA Cross-Correlation Coefficient.
- Published in:
- Fluctuation & Noise Letters, 2022, v. 21, n. 5, p. 1, doi. 10.1142/S0219477522500456
- By:
- Publication type:
- Article
Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach.
- Published in:
- Fluctuation & Noise Letters, 2022, v. 21, n. 4, p. 1, doi. 10.1142/S021947752250033X
- By:
- Publication type:
- Article
ΔDMCx2: A New Approach to Measure Contagion Effect on Financial Crisis.
- Published in:
- Fluctuation & Noise Letters, 2022, v. 21, n. 4, p. 1, doi. 10.1142/S0219477522500262
- By:
- Publication type:
- Article
Do High-Frequency Volatility Methods Improve the Accuracies of Risk Forecasts? Evidence from Stock Indexes and Portfolio.
- Published in:
- Fluctuation & Noise Letters, 2021, v. 20, n. 4, p. N.PAG, doi. 10.1142/S0219477521500322
- By:
- Publication type:
- Article
Multifractal Fluctuation Analysis of Correlations Between the Sector Stock Markets in China and the US.
- Published in:
- Fluctuation & Noise Letters, 2021, v. 20, n. 4, p. N.PAG, doi. 10.1142/S0219477521500310
- By:
- Publication type:
- Article
Jensen–Shannon Divergence Based on Horizontal Visibility Graph for Complex Time Series.
- Published in:
- Fluctuation & Noise Letters, 2021, v. 20, n. 2, p. N.PAG, doi. 10.1142/S0219477521500139
- By:
- Publication type:
- Article
Distinguishing Stock Indices and Detecting Economic Crises Based on Weighted Symbolic Permutation Entropy.
- Published in:
- Fluctuation & Noise Letters, 2019, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219477519500263
- By:
- Publication type:
- Article
Comparison of Multiscale Methods in the Stock Markets for Detrended Cross-correlation Analysis and Cross-sample Entropy.
- Published in:
- Fluctuation & Noise Letters, 2014, v. 13, n. 3, p. -1, doi. 10.1142/S0219477514500230
- By:
- Publication type:
- Article