| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm
|
Liang, Rubing
|
|
|
63 |
1 |
p. 193-220
|
artikel
|
| 2 |
Comparison of Value at Risk (VaR) Multivariate Forecast Models
|
Müller, Fernanda Maria
|
|
|
63 |
1 |
p. 75-110
|
artikel
|
| 3 |
Convertible Bond Arbitrage Smart Beta
|
Zeitsch, Peter J.
|
|
|
63 |
1 |
p. 159-192
|
artikel
|
| 4 |
Detecting Collusive Shill Bidding in Commercial Online Auctions
|
Gerritse, L. A.
|
|
|
63 |
1 |
p. 1-20
|
artikel
|
| 5 |
Directed association network analysis on the Standard and Poor’s 500 Index
|
Li, Zhaoyang
|
|
|
63 |
1 |
p. 111-127
|
artikel
|
| 6 |
Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory
|
Srivastava, Sweksha
|
|
|
63 |
1 |
p. 129-158
|
artikel
|
| 7 |
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis
|
Afuecheta, Emmanuel
|
|
|
63 |
1 |
p. 271-304
|
artikel
|
| 8 |
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers
|
Mikhaylov, Alexey
|
|
|
63 |
1 |
p. 305-338
|
artikel
|
| 9 |
Method of Lines for Valuation and Sensitivities of Bermudan Options
|
Banerjee, Purba
|
|
|
63 |
1 |
p. 245-270
|
artikel
|
| 10 |
Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis
|
Xu, Fuwei
|
|
|
63 |
1 |
p. 47-73
|
artikel
|
| 11 |
On ESG Portfolio Construction: A Multi-Objective Optimization Approach
|
Xidonas, Panos
|
|
|
63 |
1 |
p. 21-45
|
artikel
|
| 12 |
On the Dynamics of Relative Prices and the Relationship with Inflation: An Empirical Approach
|
Alvarez, Emiliano
|
|
|
63 |
1 |
p. 339-355
|
artikel
|
| 13 |
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion
|
Su, Kuangxi
|
|
|
63 |
1 |
p. 391-421
|
artikel
|
| 14 |
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis
|
Aghdam, Y. Esmaeelzade
|
|
|
63 |
1 |
p. 423-435
|
artikel
|
| 15 |
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting
|
Yilmaz, Firat Melih
|
|
|
63 |
1 |
p. 221-244
|
artikel
|
| 16 |
Uncertainty Optimization Based Feature Selection Model for Stock Marketing
|
Sinha, Arvind Kumar
|
|
|
63 |
1 |
p. 357-389
|
artikel
|
Tijdschrift beschrijving