Results 71 to 80 of about 1,916 (133)
Stock Market Volatility and Return Analysis: A Systematic Literature Review. [PDF]
Entropy (Basel), 2020 Bhowmik R, Wang S.
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Efficient Electricity Portfolios for Switzerland and the United States [PDF]
This study applies financial portfolio theory to determine efficient electricity-generating technology mixes for Switzerland and the United States. Expected returns are given by the (negative of the) rate of increase of power generation cost.
Boris Krey, Peter Zweifel
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On adaptive estimation in nonstationary ARMA models with GARCH errors [PDF]
, 2001 This paper considers adaptive estimation in nonstationary autoregressive moving average models with the noise sequence satisfying a generalised autoregressive conditional heteroscedastic process.
Ling, Shiqing, MacAleer, Michael
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Stressed portfolio optimization with semiparametric method. [PDF]
Financ Innov, 2022 Han CH, Wang K.
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Time Varying Volatility and the Cross-Section of Equity Returns [PDF]
A vast literature has documented the value premium and the small firm effect as pervasive stylized facts in empirical asset pricing and yet research has been largely unable to provide entirely convincing explanations of why these phenomena exist.
Chris Brooks, Joelle Miffre, Xiafei Li
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Virulence potential of faecal Escherichia coli strains isolated from healthy cows and calves on farms in Perm Krai. [PDF]
Vavilovskii Zhurnal Genet Selektsii, 2022 Mihailovskaya VS +4 more
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The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities [PDF]
This study constructs a variety of GARCH models with the consideration of the generalized error distribution to analyze the relationship between the cloud cover and stock returns in Taiwan in the whole sample period (1986 to 2007) and in the two sub ...
Kuan-Min Wang, Yuan-Ming Lee
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Light Curve Models of Supernovae and X-ray spectra of Supernova Remnants
, 2004 We compare parameters of well-observed type II SN1999em derived by M.Hamuy and D.Nadyozhin based on Litvinova-Nadyozhin (1985) analytic fits with those found from the simulations with our radiative hydro code Stella.
Baklanov, P. V. +3 more
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Managing colombian farmers price risk exposure with electrical derivatives market. [PDF]
Heliyon, 2020 Barrera G, Cañón A, Sánchez JC.
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