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Die Shannonsche Entropie als Risikomass : Zusammenhang mit der physikalischen Entropie und Kritikpunkte

Weber, Frithjof - 1999

Persistent link: https://www.econbiz.de/10001456173

Price index modeling and risk prediction of sharia stocks in Indonesia

Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13

This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the … Islamic stock price index, namely the JKII (Jakarta Islamic Index). Therefore, the focus of this study was predicting the … price and loss risk of JKII as an index of Islamic stock prices in Indonesia. This study extends the previous literature to …

Persistent link: https://www.econbiz.de/10012800645

Comparing dynamic and static performance indexes in the stock market : evidence from Japan

Hodoshima, Jiro; Yamawake, Toshiyuki - In: Asia Pacific financial markets 29 (2022) 2, pp. 171-193

Persistent link: https://www.econbiz.de/10013260054

Is there a risk and return relation?

Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101

Persistent link: https://www.econbiz.de/10012264949

The effectiveness of investing in stock exchange markets in Central and Eastern European Countries with regard to NYSE2-LSE-HKSE2 : a comparative risk analysis

Pera, Jacek - In: Comparative economic research : Central and Eastern Europe 22 (2019) 2, pp. 121-140

based on an analysis of basic stock market indicators and a discussion of the investment effectiveness of the stock exchange … - assumptions, test method, tests results. The following working hypothesis was adopted in the analysis: Despite high vulnerability … forecasting changes in the stock market index were used to verify this thesis. The results from the tests make it possible to …

Persistent link: https://www.econbiz.de/10012024103

News-sentiment networks as a company risk indicator

Forss, Thomas; Sarlin, Peter - In: The journal of network theory in finance 4 (2018) 1, pp. 65-86

Persistent link: https://www.econbiz.de/10011879074

Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis

Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652

Persistent link: https://www.econbiz.de/10014335498

Carbon bond pricing and model selection

Feng, Jianfen; Huang, Xiaowei; Hou, Juyue; Wang, Chunxia; … - In: The Singapore economic review : journal of the Economic … 63 (2018) 2, pp. 465-481

Persistent link: https://www.econbiz.de/10011856933

Determinants of the index of prices and quotations on the Mexican stock exchange : sensitivity analysis based on artificial neural networks

Valdivia, Stephanie; Morales, Arturo - In: Global journal of business research : GJBR 10 (2016) 2, pp. 27-32

Persistent link: https://www.econbiz.de/10011618334

Tail comovements of implied volatility indices and global index futures returns predictability

Lee, Hsiu-chuan; Lee, Yun-Huan; Nguyen, Cuong - In: Pacific-Basin finance journal 80 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463335

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