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The relationship between US stock, commodity and virtual markets during COVID-19 forced crisis
Osman, Myriam Ben; Naoui, Kamel - In: Financial Market Dynamics after COVID 19 : The …, (pp. 11-23). 2022
Persistent link: https://www.econbiz.de/10013198538
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Testing the Overreaction Hypothesis on the Bist30 Index and Dow Jones : the case of the 2008 financial crisis
Özen, Ercan; Tetik, Metin - In: Contemporary issues in business economics and finance, (pp. 217-234). 2020
Persistent link: https://www.econbiz.de/10012630001
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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Modeling US stock market volatility-return dependence using conditional copula and quantile regression
Agbeyegbe, Terence D. - In: The economics of the global environment : catastrophic …, (pp. 597-621). 2016
Persistent link: https://www.econbiz.de/10011730810
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Neuro-linguistic-programming-based modeling of stock markets
Babaev, Mamed; Savenko, Oxana - In: Fractal approaches for modeling financial assets and …, (pp. 205-229). 2018
Persistent link: https://www.econbiz.de/10011860802
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Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill; Andrianov, Dmitry; Ivliev, Sergey - In: Financial econometrics and empirical market microstructure, (pp. 37-45). 2015
Persistent link: https://www.econbiz.de/10011326724
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Predicting the tail behavior of financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices : extreme value theory approach
Makatjane, Katleho; Moroke, Ntebogang Dinah; Munapo, Elias - In: Handbook of research on emerging theories, models, and …, (pp. 31-64). 2021
The incidence of rare but extreme events appears to be significant in worldwide financial markets. In this chapter we apply extreme value theory (EVT) distributions to predict extreme losses of five South African (SA) financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing...
Persistent link: https://www.econbiz.de/10012604174
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Scaling laws in stock markets : an analysis of prices and volumes
Bianchi, Sergio; Pianese, Augusto - In: Mathematical and statistical methods in insurance and …, (pp. 35-42). 2008
Persistent link: https://www.econbiz.de/10003837054
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Existence of speculative bubbles in the Indian stock market : knowledge gained during the US subprime crisis
Mukherjee, Sovik; Karmakar, Asim K. - In: Comparative advantage in the knowledge economy : a …, (pp. 75-84). 2021
Persistent link: https://www.econbiz.de/10012814053
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High frequency trading in the equity markets during US treasury POMO
Gao, Cheng; Mizraeh, Bruce - In: Uncertainty, expectations and asset price dynamics : …, (pp. 81-103). 2018
Persistent link: https://www.econbiz.de/10012015000