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The term structures of coentropy in international financial markets
Chabi-Yo, Fousseni; Colacito, Riccardo - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3541-3558
Persistent link: https://www.econbiz.de/10012062682
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Editorial statement for mathematical finance
Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 2/18, pp. 1-3
Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used … in all areas of finance. In this editorial, we tell authors the ideas on what types of papers we will accept for … publication in the area of mathematical finance. We will discuss some well-cited papers of mathematical finance. …
Persistent link: https://www.econbiz.de/10012173994
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Data science and intelligence
Tapiero, Charles S. - In: Risk and decision analysis 6 (2017) 4, pp. 291-298
Persistent link: https://www.econbiz.de/10011925106
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Non-parametric statistic for testing cumulative abnormal stock returns
Pynnönen, Seppo - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13
Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks. This paper proposes...
Persistent link: https://www.econbiz.de/10013168738
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On random number generators and practical market efficiency
Moews, Ben - In: Journal of the Operational Research Society 75 (2024) 5, pp. 907-920
Persistent link: https://www.econbiz.de/10014555786
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Matching Kollo measures
Alexander, Carol; Wei, Wei; Chen, Xi - In: Journal of the Operational Research Society 75 (2024) 7, pp. 1279-1293
Persistent link: https://www.econbiz.de/10014555909
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Financing infrastructure in developing countries
Estache, Antonio; Serebrisky, Tomas; Wren-Lewis, Liam - In: Oxford review of economic policy 31 (2015) 3/4, pp. 279-304
Persistent link: https://www.econbiz.de/10011434492
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Special issue: New context of the strategy in economics and business
Roig-Tierno, Norat; Ribeiro Soriano, Domingo - In: International journal of business and economics 14 (2015) 2, pp. 127-129
Persistent link: https://www.econbiz.de/10011542312
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Factors influencing the accounting and finance undergraduate department choice in Greece
Diakomihalis, Mihail; Hyż, Alina; Gikas, Grigorios - In: International journal of education economics and development 6 (2015) 3, pp. 220-235
Persistent link: https://www.econbiz.de/10011546042
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The inter-institutional interface of religion and business
Peifer, Jared L. - In: Business ethics quarterly : the journal of the Society … 25 (2015) 3, pp. 363-391
Persistent link: https://www.econbiz.de/10011412706