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Theorie
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ECONIS (ZBW)
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1
Multi-agent modeling and simulation of a stock market
Souissi, Mohamed Amine
;
Bensaid, Khalid
;
Ellaia, Rachid
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012055659
Saved in:
2
Identifying contagion : a unifying approach
Sewraj, Deeya
;
Ge̜bka, Bartosz
;
Anderson, Robert D. J.
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 224-240
Persistent link: https://www.econbiz.de/10011984138
Saved in:
3
Nonlinear ensemble models to predict oil reserves and stock market returns in the presence of inherent uncertainty
Fiévet, Lucas
-
2017
Persistent link: https://www.econbiz.de/10011858142
Saved in:
4
Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity
Souza, Francisca Mendonça
;
Ramser, Claudia Aline de Souza
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10014442610
Saved in:
5
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
6
Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios
;
Kiohos, Apostolis
;
Babalos, …
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
Saved in:
7
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
8
Boom-bust cycles and their explanatory factors in the Tunisan stck market
Hammami, Haifa
;
Boujelbene, Younes
- In:
International journal of managerial and financial accounting
5
(
2013
)
2
,
pp. 202-218
Persistent link: https://www.econbiz.de/10009746345
Saved in:
9
Building multi-factor stock selection models using balanced split regression trees with sorting normalisation and hybrid variables
Yeh, I-Cheng
;
Lien, Che-Hui
;
Ting, Tao-Ming
- In:
International journal of foresight and innovation …
10
(
2015
)
1
,
pp. 48-74
Persistent link: https://www.econbiz.de/10011524612
Saved in:
10
Price gaps : another market anomaly?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2016
Persistent link: https://www.econbiz.de/10011539676
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