Pages that link to "Item:Q5139373"
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The following pages link to Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Q5139373):
Displayed 50 items.
- Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning (Q5139374) (← links)
- Do Managers Use Earnings Forecasts to Fill a Demand They Perceive from Analysts? (Q5139377) (← links)
- A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees (Q5139379) (← links)
- Gold in Portfolio: A Long-Term or Short-Term Diversifier? (Q5139382) (← links)
- Econometric Approach to Financial Analysis, Planning, and Forecasting (Q5139383) (← links)
- Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion (Q5139386) (← links)
- Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison (Q5139387) (← links)
- Measuring the Collective Correlation of a Large Number of Stocks (Q5139388) (← links)
- Key Borrowers Detected by the Intensities of Their Interactions (Q5139391) (← links)
- Application of the Multivariate Average <i>F</i>-Test to Examine Relative Performance of Asset Pricing Models with Individual Security Returns (Q5139394) (← links)
- Hedge Ratio and Time Series Analysis (Q5139397) (← links)
- Application of Intertemporal CAPM on International Corporate Finance (Q5139398) (← links)
- What Drives Variation in the International Diversification Benefits? A Cross-Country Analysis (Q5139399) (← links)
- A Heteroskedastic Black–Litterman Portfolio Optimization Model with Views Derived from a Predictive Regression (Q5139402) (← links)
- Pricing Fair Deposit Insurance: Structural Model Approach (Q5139404) (← links)
- Application of Structural Equation Modeling in Behavioral Finance: A Study on the Disposition Effect (Q5139406) (← links)
- External Financing Needs and Early Adoption of Accounting Standards: Evidence from the Banking Industry (Q5139408) (← links)
- Improving the Stock Market Prediction with Social Media via Broad Learning (Q5139409) (← links)
- Sourcing Alpha in Global Equity Markets: Market Factor Decomposition and Market Characteristics (Q5139411) (← links)
- Support Vector Machines Based Methodology for Credit Risk Analysis (Q5139412) (← links)
- Data Mining Applications in Accounting and Finance Context (Q5139413) (← links)
- Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach (Q5139416) (← links)
- ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration (Q5139418) (← links)
- Alternative Methods for Determining Option Bounds: A Review and Comparison (Q5139421) (← links)
- Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value (Q5139424) (← links)
- Time-Series Analysis: Components, Models, and Forecasting (Q5139425) (← links)
- Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model (Q5139426) (← links)
- Durbin–Wu–Hausman Specification Tests (Q5139427) (← links)
- Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession (Q5139429) (← links)
- Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies (Q5139431) (← links)
- Ranking Analysts by Network Structural Hole (Q5139434) (← links)
- The Association Between Book-Tax Differences and CEO Compensation (Q5139437) (← links)
- Stochastic Volatility Models: Faking a Smile (Q5139439) (← links)
- Entropic Two-Asset Option (Q5139441) (← links)
- The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach (Q5139442) (← links)
- Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs (Q5139444) (← links)
- Alternative Methods to Deal with Measurement Error (Q5139445) (← links)
- Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework (Q5139446) (← links)
- GPU Acceleration for Computational Finance (Q5139447) (← links)
- Does VIX Truly Measure Return Volatility? (Q5139449) (← links)
- An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model (Q5139450) (← links)
- How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options? (Q5139453) (← links)
- Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations (Q5139454) (← links)
- Evolution Strategy-Based Adaptive <i>L</i><sub><i>q</i></sub> Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis (Q5139455) (← links)
- Product Market Competition and CEO Pay Benchmarking (Q5139458) (← links)
- Equilibrium Rate Analysis of Cash Conversion Systems: The Case of Corporate Subsidiaries (Q5139459) (← links)
- Is the Market Portfolio Mean–Variance Efficient? (Q5139460) (← links)
- Consumption-Based Asset Pricing with Prospect Theory and Habit Formation (Q5139461) (← links)
- An Integrated Model for the Cost-Minimizing Funding of Corporate Activities Over Time (Q5139463) (← links)
- Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence (Q5139465) (← links)