Works matching IS 25730134 AND DT 2022 AND VI 6 AND IP 2
Results: 10
Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic: a quantile regression analysis.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 244, doi. 10.3934/QFE.2022011
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- Article
A survey comparative analysis of cartesian and complexity science frameworks adoption in financial risk management of Zimbabwean banks.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 359, doi. 10.3934/QFE.2022016
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- Article
Asymmetrical herding in cryptocurrency: Impact of COVID 19.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 326, doi. 10.3934/QFE.2022014
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- Article
Machine learning and artificial neural networks to construct P2P lending credit-scoring model: A case using Lending Club data.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 303, doi. 10.3934/QFE.2022013
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- Article
The meaning of structural breaks for risk management: new evidence, mechanisms, and innovative views for the post-COVID-19 era.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 270, doi. 10.3934/QFE.2022012
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- Article
Pricing hybrid-triggered catastrophe bonds based on copula-EVT model.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 223, doi. 10.3934/QFE.2022010
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- Article
Fourier transform based LSTM stock prediction model under oil shocks.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 342, doi. 10.3934/QFE.2022015
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- Article
Modeling exchange rate volatility: application of GARCH models with a Normal Tempered Stable distribution.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 206, doi. 10.3934/QFE.2022009
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- Article
Impact of risks on forced CEO turnover.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 177, doi. 10.3934/QFE.2022008
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- Article
VaR as a mitigating risk tool in the maritime sector: An empirical approach on freight rates.
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- Quantitative Finance & Economics, 2022, v. 6, n. 2, p. 158, doi. 10.3934/QFE.2022007
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- Article