Works matching DE "STOCK price indexes"
Results: 3427
Sectoral Counter-Cyclical Approach to Financial Risk Management Based on CSR for Sustainable Development of Companies.
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- Risks, 2025, v. 13, n. 2, p. 24, doi. 10.3390/risks13020024
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Do Stands Self-Thin Through a Common Point? An Additional Concept for the Self-Thinning Rule.
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- Forests (19994907), 2025, v. 16, n. 2, p. 199, doi. 10.3390/f16020199
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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.
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- Jurnal Indonesia Sosial Teknologi, 2025, v. 6, n. 1, p. 56, doi. 10.59141/jist.v6i1.8826
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INFORMATION SHARES: EMPIRICAL EVIDENCE FROM THE FTSE CHINA A50 INDEX AND THE ISHARES FTSE A50 CHINA TRACKER.
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- Corporate Ownership & Control, 2009, v. 6, n. 4, p. 83
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Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach.
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- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 116, doi. 10.1093/jjfinec/nbs013
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Inference in Infinite Superpositions of Non-Gaussian Ornstein–Uhlenbeck Processes Using Bayesian Nonparametic Methods.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 519, doi. 10.1093/jjfinec/nbq027
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Estimation and Inference in ARCH Models in the Presence of Outliers.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 547, doi. 10.1093/jjfinec/nbq028
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Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models.
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- Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 88, doi. 10.1093/jjfinec/nbp026
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Model-free versus Model-based Volatility Prediction.
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- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 358, doi. 10.1093/jjfinec/nbm004
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Dynamic Asymmetric GARCH.
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- Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 385, doi. 10.1093/jjfinec/nbj011
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Jump Spillover in International Equity Markets.
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- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 167, doi. 10.1093/jjfinec/nbj005
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Periodic Stochastic Volatility and Fat Tails.
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- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 90, doi. 10.1093/jjfinec/nbi023
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Reexamining the Profitability of Technical Analysis with Data Snooping Checks.
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- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 606, doi. 10.1093/jjfinec/nbi026
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A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data.
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- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 525, doi. 10.1093/jjfinec/nbi028
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Financial Briefs.
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- Solid State Technology, 1999, v. 42, n. 4, p. 16
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- Article
The Behaviour of Banking Stocks During the Financial Crisis and Recessions. Evidence from Changes‐in‐Changes Panel Data Estimations.
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- Scottish Journal of Political Economy, 2019, v. 66, n. 1, p. 154, doi. 10.1111/sjpe.12191
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A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION.
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- Scottish Journal of Political Economy, 2006, v. 53, n. 2, p. 174, doi. 10.1111/j.1467-9485.2006.00375.x
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SYSTEMATIC ELEMENTS IN THE LINKAGE OF NATIONAL STOCK MARKET INDICES.
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- Review of Economics & Statistics, 1973, v. 55, n. 3, p. 356, doi. 10.2307/1927959
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- Article
MEASURING ECONOMIC POLICY UNCERTAINTY.
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- Quarterly Journal of Economics, 2016, v. 131, n. 4, p. 1593, doi. 10.1093/qje/qjw024
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Impact of Six Sigma implementation on stock price performance.
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- Total Quality Management & Business Excellence, 2003, v. 14, n. 7, p. 753, doi. 10.1080/1478336032000090969
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Who cares about stock market booms and busts? Evidence from data on mental health.
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- Oxford Economic Papers, 2015, v. 67, n. 3, p. 826, doi. 10.1093/oep/gpv030
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Stocks of year 2020: prediction of high variations in stock prices using LSTM.
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- Multimedia Tools & Applications, 2023, v. 82, n. 7, p. 9727, doi. 10.1007/s11042-022-12390-5
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Asymptotic Normality of Convoluted Smoothed Kernel Estimation for Scalar Diffusion Model.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 191, doi. 10.1007/s11009-019-09696-7
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Statistical Analysis of Financial Volatility by Wavelet Shrinkage.
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- Methodology & Computing in Applied Probability, 1999, v. 1, n. 4, p. 423, doi. 10.1023/A:1010010825105
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Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View.
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- Computational Economics, 2018, v. 52, n. 2, p. 603, doi. 10.1007/s10614-017-9703-7
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Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns.
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- Computational Economics, 2016, v. 47, n. 4, p. 501, doi. 10.1007/s10614-015-9481-z
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Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact.
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- Computational Economics, 2011, v. 37, n. 3, p. 301, doi. 10.1007/s10614-011-9254-2
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The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models.
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- Computational Economics, 2005, v. 25, n. 1/2, p. 25, doi. 10.1007/s10614-005-6246-0
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Multiscale Analysis of Stock Index Return Volatility.
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- Computational Economics, 2004, v. 23, n. 3, p. 219, doi. 10.1023/B:CSEM.0000022834.86489.e5
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Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis.
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- Computational Economics, 2003, v. 22, n. 2/3, p. 273, doi. 10.1023/A:1026198216929
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Multivariate approximations to portfolio return distribution.
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- Computational & Mathematical Organization Theory, 2017, v. 23, n. 3, p. 347, doi. 10.1007/s10588-016-9231-3
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Approach Advancing Stock Market Forecasting with Joint RMSE Loss LSTM-CNN Model.
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- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400182
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Dual-Attention Based Multi-Path Approach for Intensifying Stock Market Forecasting.
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- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400091
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Graphical Deep Learning Prediction Model for Stock Risk Management.
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- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400066
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Blockchain-Based Secure Stock Market Price Prediction Using Next Generation Optimized LSTM Model.
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- Fluctuation & Noise Letters, 2024, v. 23, n. 2, p. 1, doi. 10.1142/S0219477524400029
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A Hybrid Model of Primary Ensemble Empirical Mode Decomposition and Quantum Neural Network in Financial Time Series Prediction.
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- Fluctuation & Noise Letters, 2023, v. 22, n. 4, p. 1, doi. 10.1142/S0219477523400060
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Multifractal Analysis of the Impact of COVID-19 on NASDAQ, CIOPI, and WTI Crude Oil Market.
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- Fluctuation & Noise Letters, 2022, v. 21, n. 4, p. 1, doi. 10.1142/S0219477522500419
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Statistical Approach to Study the Relationship Between Stock Market Indexes by Multiple DCCA Cross-Correlation Coefficient.
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- Fluctuation & Noise Letters, 2022, v. 21, n. 5, p. 1, doi. 10.1142/S0219477522500456
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Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach.
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- Fluctuation & Noise Letters, 2022, v. 21, n. 4, p. 1, doi. 10.1142/S021947752250033X
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ΔDMCx2: A New Approach to Measure Contagion Effect on Financial Crisis.
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- Fluctuation & Noise Letters, 2022, v. 21, n. 4, p. 1, doi. 10.1142/S0219477522500262
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Do High-Frequency Volatility Methods Improve the Accuracies of Risk Forecasts? Evidence from Stock Indexes and Portfolio.
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- Fluctuation & Noise Letters, 2021, v. 20, n. 4, p. N.PAG, doi. 10.1142/S0219477521500322
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Multifractal Fluctuation Analysis of Correlations Between the Sector Stock Markets in China and the US.
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- Fluctuation & Noise Letters, 2021, v. 20, n. 4, p. N.PAG, doi. 10.1142/S0219477521500310
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Jensen–Shannon Divergence Based on Horizontal Visibility Graph for Complex Time Series.
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- Fluctuation & Noise Letters, 2021, v. 20, n. 2, p. N.PAG, doi. 10.1142/S0219477521500139
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Distinguishing Stock Indices and Detecting Economic Crises Based on Weighted Symbolic Permutation Entropy.
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- Fluctuation & Noise Letters, 2019, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219477519500263
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Comparison of Multiscale Methods in the Stock Markets for Detrended Cross-correlation Analysis and Cross-sample Entropy.
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- Fluctuation & Noise Letters, 2014, v. 13, n. 3, p. -1, doi. 10.1142/S0219477514500230
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Volatility spillovers among major tourism stock indices during Covid-19 pandemic.
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- Current Issues in Tourism, 2023, v. 26, n. 13, p. 2227, doi. 10.1080/13683500.2022.2153015
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Interconnected economies: Assessing the impact of major global stock exchanges and macroeconomic factors on the Indonesian stock market.
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- Journal of Enterprise & Development (JED), 2024, v. 6, n. 1, p. 237
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THE CO-MOVEMENT OF CHINA AND US STOCK INDICES: A PORTFOLIO DIVERSIFICATION ANALYSIS.
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- Journal of International Studies (1823-691X), 2023, v. 19, n. 1, p. 1, doi. 10.32890/jis2023.19.1.1
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COMOVEMENTS OF STOCK MARKETS AMONG SELECTED OIC COUNTRIES.
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- Journal of Economic Cooperation Among Islamic Countries, 2004, v. 25, n. 3, p. 47
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Do different stock indices volatility respond differently to Central bank digital currency signals?
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- Electronic Research Archive, 2023, v. 31, n. 9, p. 1, doi. 10.3934/era.2023283
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