Results 21 to 30 of about 261 (32)
The role of innovative financing in promoting sustainable emissions reduction in the oil and gas industry [PDF]
Purpose: This study seeks to provide an understanding of the role of innovative financing mechanisms (IFm) in the implementation of sustainable environmental policies for the sustainable reduction of greenhouse gas (GHG) emissions in the oil and gas ...
Alalabiaye, Omoboyede John
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Clustering and hierarchy of financial markets data: advantages of the DBHT [PDF]
, 2014 We present a set of analyses aiming at quantifying the amount of information filtered by di↵erent hierarchical clustering methods on correlations between stock returns.
Aste, T, Matteo, TD, Musmeci, N
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Early Warning Signals for Cryptocurrency Market States
, 2022 Being archetypal complex systems, financial markets exhibit rich set of dynamics in their interactions. In this paper, we focus on the recently evolved cryptocurrency market as an example of a complex system and analyse the evolution of cross correlation
Kukreti, Vishwas
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The Fourier estimation method with positive semi-definite estimators
, 2014 In this paper we present a slight modification of the Fourier estimation method of the spot volatility (matrix) process of a continuous It\^o semimartingale where the estimators are always non-negative definite.
Akahori, Jirô +3 more
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, 2022 Nostradamus, inspired by the French astrologer and reputed seer, is a detailed study exploring relations between environmental factors and changes in the stock market.
Ahmed, Zeeshan +5 more
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Statistical properties of volume in the Bitcoin/USD market
, 2023 It is widely known that the volumes of limit orders and market orders display non-trivial statistical properties. For example, the sizes of volumes can take on many different values across several orders of magnitude, with a marked preference for whole ...
Larralde, Hernán +2 more
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The dynamic effects of fiscal policy : a FAVAR approach
, 2011 We implement a recently developed econometric model, the Factor Augmented VAR (FAVAR), to investigate the dynamic effects of government spending on key macroeconomic variables.
Roulleau-Pasdeloup, Jordan
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Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
, 2019 We study distributions of realized variance (squared realized volatility) and squared implied volatility, as represented by VIX and VXO indices. We find that Generalized Beta distribution provide the best fits.
Liu, Jiong +2 more
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Non-linear dependences in finance
, 2013 The thesis is composed of three parts. Part I introduces the mathematical and statistical tools that are relevant for the study of dependences, as well as statistical tests of Goodness-of-fit for empirical probability distributions.
Chicheportiche, Rémy
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The $\kappa$-generalised Distribution for Stock Returns
Empirical evidence shows stock returns are often heavy-tailed rather than normally distributed. The $\kappa$-generalised distribution, originated in the context of statistical physics by Kaniadakis, is characterised by the $\kappa$-exponential function ...
Forbes, Samuel
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