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Título de Acceso Abierto

Empirical Finance

Resumen/Descripción – provisto por la editorial

No disponible.

Palabras clave – provistas por la editorial

n/a; short-term forecasting; wavelet transform; IPO; volatility; US dollar; institutional investors’ shareholdings; neural network; financial market stress; market microstructure; text similarity; TVP-VAR model; Japanese yen; convolutional neural networks; global financial crisis; deep neural network; cross-correlation function; boosting; causality-in-variance; flight to quality; bagging; earnings quality; algorithmic trading; stop loss; statistical arbitrage; ensemble learning; liquidity risk premium; gold return; futures market; take profit; currency crisis; spark spread; city banks; piecewise regression model; financial and non-financial variables; exports; data mining; latency; crude oil futures prices forecasting; random forests; wholesale electricity; SVM; random forest; bank credit; deep learning; Vietnam; inertia; MACD; initial public offering; text mining; bankruptcy prediction; exchange rate; asset pricing model; LSTM; panel data model; structural break; credit risk; housing and stock markets; copula; ARDL; earnings manipulation; machine learning; natural gas; housing price; asymmetric dependence; real estate development loans; earnings management; cointegration; predictive accuracy; robust regression; quantile regression; dependence structure; housing loans; price discovery; utility of international currency; ATR

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Información

Tipo de recurso:

libros

ISBN electrónico

978-3-03897-707-0

País de edición

Suiza