Works matching DE "DOW Jones industrial average"
Results: 425
Sell the losers? Keep the winners? None of the above – Focus on the median!
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- Algorithmic Finance, 2023, v. 10, n. 3/4, p. 115, doi. 10.1177/21576203241307779
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Determinants of Stochastic Distance-to-Default.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 91, doi. 10.3390/jrfm18020091
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Nonlinear Analysis of the U.S. Stock Market: From the Perspective of Multifractal Properties and Cross-Correlations with Comparisons.
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- Fractal & Fractional, 2025, v. 9, n. 2, p. 73, doi. 10.3390/fractalfract9020073
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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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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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Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading.
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- Computational Economics, 2018, v. 52, n. 2, p. 653, doi. 10.1007/s10614-017-9711-7
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Dynamics and Structure of the 30 Largest North American Companies.
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- Computational Economics, 2010, v. 35, n. 1, p. 85, doi. 10.1007/s10614-009-9187-1
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The Multifractal Phenomenon of Stock Price Caused by "Tesla Rights Defense Event".
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- Fluctuation & Noise Letters, 2024, v. 23, n. 5, p. 1, doi. 10.1142/S0219477524500482
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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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Analyzing the Impact of COVID-19 on the Cross-Correlations between Financial Search Engine Data and Movie Box Office.
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- Fluctuation & Noise Letters, 2021, v. 20, n. 5, p. 1, doi. 10.1142/S0219477521500218
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Economic Policy Uncertainty and Stock Markets: A Multifractal Cross-Correlations Analysis.
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- Fluctuation & Noise Letters, 2021, v. 20, n. 2, p. N.PAG, doi. 10.1142/S0219477521500188
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Smooth Transition HYGARCH Model: Stability and Testing.
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- Fluctuation & Noise Letters, 2019, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219477519500251
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A New Trend-Following Indicator: Using SSA to Design Trading Rules.
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- Fluctuation & Noise Letters, 2017, v. 16, n. 2, p. -1, doi. 10.1142/S021947751750016X
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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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集成深度强化学习在股票指数投资组合优化中的应用分析.
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- Journal of Frontiers of Computer Science & Technology, 2025, v. 19, n. 1, p. 237, doi. 10.3778/j.issn.1673-9418.2403060
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Joint Bayesian Analysis of Multiple Response-Types Using the Hierarchical Generalized Transformation Model.
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- Bayesian Analysis, 2022, v. 17, n. 1, p. 127, doi. 10.1214/20-BA1246
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THE GLOBAL FINANCIAL CRISIS: TESTING FOR FRACTIONAL COINTEGRATION BETWEEN THE US AND NIGERIAN STOCK MARKETS.
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- Journal of Developing Areas, 2017, v. 51, n. 4, p. 29, doi. 10.1353/jda.2017.0086
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Portfolio Construction: A Network Approach.
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- Mathematics (2227-7390), 2023, v. 11, n. 22, p. 4670, doi. 10.3390/math11224670
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Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models.
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- Mathematics (2227-7390), 2023, v. 11, n. 1, p. 13, doi. 10.3390/math11010013
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Entropy Variations of Multi-Scale Returns of Optimal and Noise Traders Engaged in "Bucket Shop Trading".
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- Mathematics (2227-7390), 2022, v. 10, n. 2, p. 215, doi. 10.3390/math10020215
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Option-Implied Adjusted Volatility Using Modified Generalised Leland Models: An Empirical Study on Dow Jones Industrial Average Index Options.
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- Malaysian Journal of Mathematical Sciences, 2020, v. 14, p. 93
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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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Galformer: a transformer with generative decoding and a hybrid loss function for multi-step stock market index prediction.
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- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-72045-3
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Goal programming with extended factors for portfolio selection.
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- International Transactions in Operational Research, 2019, v. 26, n. 6, p. 2324, doi. 10.1111/itor.12423
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On statistical properties of traded volume in financial markets.
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- European Physical Journal B: Condensed Matter, 2006, v. 50, n. 1/2, p. 165, doi. 10.1140/epjb/e2006-00130-1
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Exchange Rate and Stock Market in Mexico: A Correlation Analysis (1993-2022).
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- Nova Scientia, 2023, v. 15, n. 31, p. 1, doi. 10.21640/ns.v15i31.3452
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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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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
Effect of COVID-19 Pandemic on Global Stock Market Values: A Differential Analysis.
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- Acta Universitatis Danubius: Œconomica, 2020, v. 16, n. 2, p. 255
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Global Education Level Analysis - Part two.
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- Acta Universitatis Danubius: Œconomica, 2018, v. 14, n. 6, p. 103
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A New Trend Pattern-Matching Method of Interactive Case-Based Reasoning for Stock Price Predictions.
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- Sustainability (2071-1050), 2022, v. 14, n. 3, p. 1366, doi. 10.3390/su14031366
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DEPENDENCY NETWORK AND NODE INFLUENCE: APPLICATION TO THE STUDY OF FINANCIAL MARKETS.
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- International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2012, v. 22, n. 7, p. -1, doi. 10.1142/S0218127412501817
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A DYNAMICAL APPROACH TO STOCK MARKET FLUCTUATIONS.
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- International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2011, v. 21, n. 12, p. 3557, doi. 10.1142/S0218127411030726
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DETRENDED FLUCTUATION ANALYSIS OF THE US STOCK MARKET.
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- International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2008, v. 18, n. 2, p. 599, doi. 10.1142/S0218127408020525
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Analysis of the impact generated by COVID-19 in banking institutions and possible economic effects.
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- Theoretical & Applied Economics, 2020, v. 27, n. 3, p. 21
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ECONOMIC DETERMINANTS OF PRESIDENTIAL ELECTIONS: The Fair Model.
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- Political Behavior, 1992, v. 14, n. 4, p. 383, doi. 10.1007/BF00992041
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Exploring the predictability of range‐based volatility estimators using recurrent neural networks.
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- Intelligent Systems in Accounting, Finance & Management, 2019, v. 26, n. 3, p. 109, doi. 10.1002/isaf.1455
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LINEAR RELATIONSHIP BETWEEN THE AUD/USD EXCHANGE RATE AND THE RESPECTIVE STOCK MARKET INDICES: A COMPUTATIONAL FINANCE PERSPECTIVE.
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- Intelligent Systems in Accounting, Finance & Management, 2012, v. 19, n. 1, p. 19, doi. 10.1002/isaf.332
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THE BEARS SEIZE CONTROL: Revisiting the Devastating Bear Market of 1973-1974 on its 50th Anniversary.
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- Financial History, 2024, n. 151, p. 20
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When All Else Fails.
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- Financial History, 2016, n. 118, p. 32
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MUSEUM OF AMERICAN FINANCE Exhibition Retrospective: 1989-2011.
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- Financial History, 2011, n. 100, p. 6
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- Article
ANOTHER FINANCIAL HURRICANE: Is it Different This Time?
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- Financial History, 2008, n. 92, p. 20
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RETREAT OR RECOVERY?
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- Builder: The Magazine of the National Association of Home Builders, 2018, v. 41, n. 11, p. 32
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Is the Rate-of-Change Oscillator Profitable?
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- Journal of Investing, 2011, v. 20, n. 3, p. 72, doi. 10.3905/joi.2011.20.3.072
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Patents: A Valuable Indicator of Stock Performance.
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- Journal of Investing, 2008, v. 17, n. 2, p. 68, doi. 10.3905/joi.2008.707219
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A Decade-Plus Since The Crash: Ten Years and 10%.
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- Journal of Investing, 1999, v. 8, n. 1, p. 75, doi. 10.3905/joi.1999.319390
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Where are the Dow Jones index funds?
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- Journal of Investing, 1998, v. 7, n. 4, p. 54, doi. 10.3905/joi.1998.408473
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Financial conditions in the Euro area.
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- 2019
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- Chart/Diagram/Graph
Advantages of Combining Factorization Machine with Elman Neural Network for Volatility Forecasting of Stock Market.
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- Complexity, 2021, p. 1, doi. 10.1155/2021/6641298
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Volatility Flocking by Cucker–Smale Mechanism in Financial Markets.
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- Asia-Pacific Financial Markets, 2020, v. 27, n. 3, p. 387, doi. 10.1007/s10690-019-09299-9
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- Article