Works matching IS 25730134 AND DT 2024 AND VI 8 AND IP 2
Results: 9
The historical transition of return transmission, volatility spillovers, and dynamic conditional correlations: A fresh perspective and new evidence from the US, UK, and Japanese stock markets.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024016
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Systematic ESG risk and hedge fund.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024015
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- Article
Machine learning-based analysis of volatility quantitative investment strategies for American financial stocks.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024014
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How does society satisfaction affect the capital structure of firms? A two-part fractional regression approach.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024008
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- Article
Growth volatility in the inflation-targeting regime: Evidence from Indonesia.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024009
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Exploring the heterogeneity of stock market responses to Uber announcements: A comparative analysis of developed and emerging economies in Asia Pacific.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024012
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- Article
Conditional macroeconomic and stock market volatility under regime switching: Empirical evidence from Africa.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024010
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- Article
Advanced financial market forecasting: integrating Monte Carlo simulations with ensemble Machine Learning models.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024011
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- Article
A proposal of concentration measures for discount functions.
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- Quantitative Finance & Economics, 2024, v. 8, n. 2, p. 1, doi. 10.3934/QFE.2024013
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- Article