Results 131 to 140 of about 20,055 (271)

On a possible fractal relationship between the Hurst exponent and the nonextensive Gutenberg-Richter index [PDF]

open access: green, 2017
D. B. de Freitas   +4 more
openalex   +1 more source

‘Vote the Assholes Out’: How Value Congruence Work Aligns Stakeholders for Corporate Activism

open access: yesJournal of Management Studies, Volume 62, Issue 8, Page 3312-3350, December 2025.
Abstract Recent research has pointed to value congruence between a firm and its stakeholders as a key driver of corporate socio‐political activism. However, this ‘stakeholder alignment’ model of corporate activism does not adequately explain how firms foster value congruence with their stakeholders.
Sean Buchanan   +2 more
wiley   +1 more source

Graph-Based Stock Volatility Forecasting with Effective Transfer Entropy and Hurst-Based Regime Adaptation

open access: yesFractal and Fractional
This study proposes a novel hybrid model for stock volatility forecasting by integrating directional and temporal dependencies among financial time series and market regime changes into a unified modeling framework.
Sangheon Lee, Poongjin Cho
doaj   +1 more source

Preliminaries on the Accurate Estimation of the Hurst Exponent Using Time Series [PDF]

open access: gold, 2021
Ginno Millán   +2 more
openalex   +1 more source

Does Practice Make Perfect? A Longitudinal Analysis of the Contractual Governance of Ireland's First Public‐Private Partnership

open access: yesPublic Administration, Volume 103, Issue 4, Page 1202-1217, December 2025.
ABSTRACT This paper examines how contractual governance in a public–private partnership evolved over a 16‐year period. It adopts a novel approach by revisiting an earlier analysis of Ireland's first PPP contract for school's infrastructure. We examine contractual governance at two distinct levels: the contract management level (between government and ...
Cian O'Shea, Donal Palcic, Eoin Reeves
wiley   +1 more source

Visualization of Chaos for Finance Majors [PDF]

open access: yes
Efforts to simulate turbulence in the financial markets include experiments with the logistic equation: x(t)=kappa x(t-1)[1-x(t-1)], with 0Logistic Equation, Visualization, Strange Attractor, Chaos, Hurst ...
CORNELIS A. LOS
core  

Relationship between Continuum of Hurst Exponents of Noise-like Time Series and the Cantor Set [PDF]

open access: gold, 2021
Maria C. Mariani   +4 more
openalex   +1 more source

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