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Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

Systematic risk in pairs trading and dynamic parameterization

Li, Yiyun; Law, Keith K. F. - In: Economics letters 202 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012607236

Measuring uncertainty : a streamlined application for the Ecuadorian economy

Avellán, Guillermo; González-Astudillo, Manuel; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 4, pp. 1517-1542

Persistent link: https://www.econbiz.de/10013197237

Estimating non-stationary common factors : implications for risk sharing

Corona, Francisco; Poncela, Pilar; Ruiz, Esther - In: Computational economics 55 (2020) 1, pp. 37-60

Persistent link: https://www.econbiz.de/10012222591

Risk assessment with wavelet feature engineering for high-frequency portfolio trading

Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 653-684

Persistent link: https://www.econbiz.de/10012053020

Estimation-based production control of manufacturing-remanufacturing systems with uncertain seasonal return and imprecise demand and inventory

Polotski, Vladmir; Kenné, Jean-Pierre; Gharbi, Ali - In: International journal of production research 62 (2024) 13, pp. 4595-4622

Persistent link: https://www.econbiz.de/10014547363

Quantifying the uncertainty of long-term macroeconomic projections

Demirel, Ufuk Devrim; Otterson, James - In: Journal of macroeconomics 75 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014423949

Persistence in the price-to-dividend ratio and its macroeconomic fundamentals : conference paper

Herwartz, Helmut; Rengel, Malte; Fang, Xu - 2013

state. It is shown that the steady state of the PtDR is jointly influenced by consumption risk, risking sharing, and the … demographic structure. Among those consumption risk is the dominating factor in shaping the variations in the steady state of the …

Persistent link: https://www.econbiz.de/10010340530

On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes

Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383

Persistent link: https://www.econbiz.de/10011664267

Surprise and uncertainty indexes : real-time aggregation of real-activity macro-surprises

Scotti, Chiara - In: Journal of monetary economics 82 (2016), pp. 1-19

Persistent link: https://www.econbiz.de/10011709471

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