Multivariate Hawkes process model of market participants behavior in the high frequency world.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500541
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- Publication type:
- Article
Works matching IS 24247863 AND DT 2021 AND VI 8 AND IP 1
Results: 13
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A comparative performance evaluation of banking industry in Bangladesh: CAMEL rating approach.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500528
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- Publication type:
- Article
3
Influence factors of customer-based brand equity: A study on China mobile phone industry.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500504
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- Publication type:
- Article
4
Calibration of the Heston stochastic local volatility model: A finite volume scheme.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500486
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- Publication type:
- Article
5
Factors affecting the adoption of International Accounting Standards (IAS): Empirical evidence from Bangladesh.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500450
- By:
- Publication type:
- Article
6
Defaultable sovereign debts with macroeconomic conditions and periodic news.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786321500122
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- Publication type:
- Article
7
Financial performance analysis of MSME sector: An empirical study.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786321500110
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- Publication type:
- Article
8
A theoretical foundation for games of complete/incomplete contracts.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786321500109
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- Publication type:
- Article
9
Impact of COVID-19 pandemic on equity-oriented mutual funds: A preliminary analysis of Indian mutual funds industry.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786321500067
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- Publication type:
- Article
10
Forward start options under Heston affine jump-diffusions and stochastic interest rate.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786321500055
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- Publication type:
- Article
11
Empirical performance of stochastic volatility option pricing models.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500565
- By:
- Publication type:
- Article
12
Gender diversity in the board and firms performance.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500449
- By:
- Publication type:
- Article
13
Does financing behavior of SME entrepreneurs of Bangladesh follow capital structure theory? An investigation into Pecking Order Theory.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500371
- By:
- Publication type:
- Article