Entity usage

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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

List of pages that use a given entity

Showing below up to 50 results in range #1 to #50.

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  1. PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices: Label: en
  2. Forecasting of crude oil prices using wavelet decomposition based denoising with ARMA model: Label: en
  3. Forecasting trading-session return volatility in Taiwan futures market: a periodic regime switching with jump approach: Label: en
  4. Optimal currency portfolio with implied return distribution in the mean-variance approach: Label: en
  5. Decomposing the momentum in the Japanese stock market: Label: en
  6. A CNN-LSTM stock prediction model based on genetic algorithm optimization: Label: en
  7. Exchange rate and stock prices volatility connectedness and spillover during pandemic induced-crises: evidence from BRICS countries: Label: en
  8. Economic policy uncertainty and emerging stock market volatility: Label: en
  9. Entropy augmented asset pricing model: study on Indian stock market: Label: en
  10. Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model: Label: en
  11. Forecast the role of GCC financial stress on oil market and GCC financial markets using convolutional neural networks: Label: en
  12. Multi-scale features of interdependence between oil prices and stock prices: Label: en
  13. Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic: evidence from a regime-switching approach: Label: en
  14. Does remittance and human capital formation affect financial development? A comparative analysis between India and China: Label: en
  15. Measuring dependence in a set of asset returns: Label: en
  16. FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition: Label: en
  17. Best-case scenario robust portfolio: evidence from China stock market: Label: en
  18. Control variate method for deep BSDE solver using weak approximation: Label: en
  19. Macroeconomic response to BRICS countries stock markets using panel VAR: Label: en
  20. The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model: Label: en
  21. The stock performance of green bond issuers during COVID-19 pandemic: the case of China: Label: en
  22. Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector?: Label: en
  23. Nexus between Indian financial markets and macro-economic shocks: a VAR approach: Label: en
  24. Stock returns seasonality in emerging Asian markets: Label: en
  25. A study of investment style timing of mutual funds in India: Label: en
  26. Persistence of large-cap equity funds performance, market timing ability, and selectivity: evidence from India: Label: en
  27. Optimizing hedging effectiveness of Indian agricultural commodity futures: a simulation approach: Label: en
  28. Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective: Label: en
  29. Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period: Label: en
  30. Continuous-time portfolio optimization for absolute return funds: Label: en
  31. Trading behaviour of foreign institutional investors: evidence from Indian stock markets: Label: en
  32. The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries: Label: en
  33. A Bayesian graphical approach for large-scale portfolio management with fewer historical data: Label: en
  34. Month-of-the-year effect: empirical evidence from Indian stock market: Label: en
  35. Indonesia's financial markets and monetary policy dynamics amid the COVID-19 pandemic: Label: en
  36. Algorithmic trading efficiency and its impact on market-quality: Label: en
  37. Comparing cost efficiency between financial and non-financial holding banks and insurers in Taiwan under the framework of copula methods and metafrontier: Label: en
  38. Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor: Label: en
  39. Risk measures for derivatives with Markov-modulated pure jump processes: Label: en
  40. Portfolio optimization with a defaultable security: Label: en
  41. A benchmark approach to filtering in finance: Label: en
  42. Diversified portfolios with jumps in a benchmark framework: Label: en
  43. A fair pricing approach to weather derivatives: Label: en
  44. A two-factor model for low interest rate regimes: Label: en
  45. Understanding the implied volatility surface for options on a diversified index: Label: en
  46. A note on credit risk of vertical Keiretsu firms: preliminary evidence from the Japanese automobile industry: Label: en
  47. Are banks affiliated with bank holding companies more efficient than independent banks? the recent experience regarding Japanese regional bHCs: Label: en
  48. Forecasting credit spread volatility: evidence from the Japanese Eurobond market: Label: en
  49. The Halloween effect and Japanese equity prices: myth or exploitable anomaly: Label: en
  50. Crisis and creative destruction: cases of Korean and Japanese stock markets: Label: en

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