| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Consolidated MCDM Framework for Overall Performance Assessment of Listed Insurance Companies Based on Ranking Strategies
|
Işık, Özcan
|
|
|
65 |
1 |
p. 271-312
|
artikel
|
| 2 |
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation
|
Gunduz, Halil Ibrahim
|
|
|
65 |
1 |
p. 21-67
|
artikel
|
| 3 |
A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor
|
Salmerón-Gómez, Román
|
|
|
65 |
1 |
p. 337-363
|
artikel
|
| 4 |
A Smooth Transition Autoregressive Model for Matrix-Variate Time Series
|
Bucci, Andrea
|
|
|
65 |
1 |
p. 429-458
|
artikel
|
| 5 |
A Study of Controlling Shareholders’ Equity Pledge Rate Based on Dividend Policy and Barrier Option
|
Wang, Liang
|
|
|
65 |
1 |
p. 543-578
|
artikel
|
| 6 |
Building an Annual Retrospective for French Labor Market (1959–1975) As a Complement of the INSEE’s Time Series (1975–2021)
|
Buda, Rodolphe
|
|
|
65 |
1 |
p. 507-542
|
artikel
|
| 7 |
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series
|
Bucci, Andrea
|
|
|
65 |
1 |
p. 459-462
|
artikel
|
| 8 |
Correction to: Tales of Turbulence: BERT‑based Multimodal Analysis of FED Communication Dynamics Amidst COVID‑19 Through FOMC Minutes
|
Taskin, Bilal
|
|
|
65 |
1 |
p. 147
|
artikel
|
| 9 |
Designing Ensemble-Based Models Using Neural Networks and Temporal Financial Profiles to Forecast Firms’ Financial Failure
|
du Jardin, Philippe
|
|
|
65 |
1 |
p. 149-209
|
artikel
|
| 10 |
Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics
|
Syed, Farwah Ali
|
|
|
65 |
1 |
p. 241-270
|
artikel
|
| 11 |
Determining Drivers of Private Equity Return with Computational Approaches
|
Lamothe-Fernández, Prosper
|
|
|
65 |
1 |
p. 483-505
|
artikel
|
| 12 |
Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis
|
Niveditha, P. S.
|
|
|
65 |
1 |
p. 313-335
|
artikel
|
| 13 |
Multi-Scale Event Detection in Financial Time Series
|
de Salles, Diego Silva
|
|
|
65 |
1 |
p. 211-239
|
artikel
|
| 14 |
On Using Proportional Representation Methods as Alternatives to Pro-rata Based Order Matching Algorithms in Stock Exchanges
|
Bhattacherjee, Sanjay
|
|
|
65 |
1 |
p. 1-20
|
artikel
|
| 15 |
Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers
|
Mussoi Almeida, Lucas
|
|
|
65 |
1 |
p. 395-428
|
artikel
|
| 16 |
Standard Errors for Regression-Based Causal Effect Estimates in Economics Using Numerical Derivatives
|
Terza, Joseph V.
|
|
|
65 |
1 |
p. 69-89
|
artikel
|
| 17 |
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis
|
Drakonakis, Emmanouil
|
|
|
65 |
1 |
p. 463-481
|
artikel
|
| 18 |
Tales of Turbulence: BERT-based Multimodal Analysis of FED Communication Dynamics Amidst COVID-19 Through FOMC Minutes
|
Taskin, Bilal
|
|
|
65 |
1 |
p. 117-146
|
artikel
|
| 19 |
Trade Friction in Two-Country HANK with Financial Friction
|
Zhang, Chenxin
|
|
|
65 |
1 |
p. 365-394
|
artikel
|
| 20 |
Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible?
|
Navarro-Galera, Andrés
|
|
|
65 |
1 |
p. 91-116
|
artikel
|
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