Works matching DE "FINANCIAL econometrics"

Results: 28

Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test.

Published in:

Global Economy Journal, 2017, v. 17, n. 3, p. 1, doi. 10.1515/gej-2017-0042

By:

Muyambiri, Brian;
Odhiambo, Nicholas

Publication type:

Article

An empirical assessment of recent challenges in today's financial markets.

Published in:

Scottish Journal of Political Economy, 2019, v. 66, n. 1, p. 1, doi. 10.1111/sjpe.12204

By:

Beckmann, Joscha;
Czudaj, Robert L.;
Koop, Gary

Publication type:

Article

Money, Velocity, and the Stock Market.

Published in:

Open Economies Review, 2016, v. 27, n. 4, p. 671, doi. 10.1007/s11079-016-9400-5

By:

Pinno, Karl;
Serletis, Apostolos

Publication type:

Article

Effects of Jumps and Small Noise in High-Frequency Financial Econometrics.

Published in:

Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 39, doi. 10.1007/s10690-017-9223-4

By:

Kunitomo, Naoto;
Kurisu, Daisuke

Publication type:

Article

THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA.

Published in:

Journal of Developing Areas, 2018, v. 52, n. 1, p. 99, doi. 10.1353/jda.2018.0007

By:

Naik, Pramod Kumar;
Gupta, Rangan;
Padhi, Puja

Publication type:

Article

Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence.

Published in:

Econometrics (2225-1146), 2019, v. 7, n. 1, p. 13, doi. 10.3390/econometrics7010013

By:

Cheng, Mingmian;
Swanson, Norman R.

Publication type:

Article

Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach.

Published in:

Stat, 2016, v. 5, n. 1, p. 11, doi. 10.1002/sta4.101

By:

Thekke, Ramanathan;
Mishra, Anuj;
Abraham, Bovas

Publication type:

Article

High-Frequency Financial Econometrics.

Published in:

Economic Record, 2015, v. 91, n. 295, p. 542, doi. 10.1111/1475-4932.12228

By:

Maneesoonthorn, Ole Worapree

Publication type:

Article

Calendar.

Published in:: 2017
Publication type:: Calendar

An estimation procedure for the Hawkes process.

Published in:

Quantitative Finance, 2017, v. 17, n. 4, p. 571, doi. 10.1080/14697688.2016.1211312

By:

Kirchner, Matthias

Publication type:

Article

Calendar.

Published in:: 2016
Publication type:: Calendar

Asymmetric stochastic volatility in central and eastern European stock markets.

Published in:

Theoretical & Applied Economics, 2016, v. 23, n. 2, p. 135

By:

HEPSAG, Aycan

Publication type:

Article

Evolution, finance, and the population genetics of relative wealth.

Published in:

Journal of Bioeconomics, 2018, v. 20, n. 1, p. 29, doi. 10.1007/s10818-017-9254-y

By:

Orr, H. Allen

Publication type:

Article

The Elements of Financial Econometrics.

Published in:

2017

By:

Ronalds, Nick

Publication type:

Book Review

Issue Information.

Published in:: International Review of Finance, 2018, v. 18, n. 2, p. 147, doi. 10.1111/irfi.12151
Publication type:: Article

A new recognition algorithm for "head-and-shoulders" price patterns.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2017, v. 21, n. 5, p. 1, doi. 10.1515/snde-2015-0066

By:

Tai-Leung Chong, Terence;
Ka-Ho Poon

Publication type:

Article

Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review.

Published in:

Risks, 2018, v. 6, n. 2, p. 45, doi. 10.3390/risks6020045

By:

Bee, Marco;
Trapin, Luca

Publication type:

Article

INTERRELATIONSHIPS BETWEEN THE STOCK RETURNS OF BRAZILIAN COMPANIES THAT MAKE UP THE SÃO PAULO STOCK EXCHANGE INDEX.

Published in:

Revista de Economia Mackenzie, 2020, v. 17, n. 1, p. 115, doi. 10.5935/1808-2785/rem.v17n1p.115-145

By:

Zambon Monte, Edson;
Fantin Almeida, Felipe

Publication type:

Article

Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas.

Published in:

Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 118, doi. 10.1093/jjfinec/nby032

By:

Nguyen, Hoang;
Ausín, M Concepción;
Galeano, Pedro

Publication type:

Article

Fractional Integration and Fat Tails for Realized Covariance Kernels.

Published in:

Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 66, doi. 10.1093/jjfinec/nby029

By:

Opschoor, Anne;
Lucas, André

Publication type:

Article

Can Volatility Models Explain Extreme Events?

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 297, doi. 10.1093/jjfinec/nbx031

By:

Trapin, Luca

Publication type:

Article

Can Investors on P2P Lending Platforms Identify Default Risk?

Published in:

International Journal of Electronic Commerce, 2019, v. 23, n. 1, p. 63, doi. 10.1080/10864415.2018.1512279

By:

Hu, Rongcai;
Liu, Meng;
He, Pingping;
Ma, Yong

Publication type:

Article

Estimating and Testing Dynamic Corporate Finance Models.

Published in:

Review of Financial Studies, 2018, v. 31, n. 1, p. 322, doi. 10.1093/rfs/hhx080

By:

Bazdresch, Santiago;
Kahn, R. Jay;
Whited, Toni M.

Publication type:

Article

AN EARLY WARNING SYSTEM FOR CURRENCY CRISIS.

Published in:

International Journal of Excellence in Islamic Banking & Finance, 2020, v. 7, n. 1/2, p. 1

By:

El-Mefleh, Muhannad;
Sartawi, Khaled;
El Baradie, Mohamed

Publication type:

Article

The emergence of a finance culture in American households, 1989-2007.

Published in:

Socio-Economic Review, 2015, v. 13, n. 3, p. 575, doi. 10.1093/ser/mwu035

By:

Fligstein, Neil;
Goldstein, Adam

Publication type:

Article

Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM).

Published in:

Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020020

By:

McAleer, Michael

Publication type:

Article

Bias-corrected realized variance.

Published in:

Econometric Reviews, 2019, v. 38, n. 2, p. 170, doi. 10.1080/07474938.2016.1222230

By:

Yeh, Jin-Huei;
Wang, Jying-Nan

Publication type:

Article

“Fellows and Scholars of Econometric Reviews”.

Published in:

2019

By:

Maasoumi, Esfandiar

Publication type:

Editorial