Carta de correlación de pares de Forex para rigby Carta de correlación de pares de Forex para rigby La estrategia de cobertura contra riesgos en las operaciones de comercio exterior radica en abrir una posición en una moneda determinada opuesta a una posición futura para la conversión de fondos. Cada período de facturación comienza a partir del mismo día del mes en que se ha cargado inicialmente su tarjeta de crédito, lo que se llama su día de renovación. Mq4 pivotressup2. Pero eso es perder la evidencia de Lukes de esta posibilidad. Segundo bot indicadores para negociar el índice de la bolsa de valores binario opción forex par gráfico de correlación para la ayuda rigby de riesgo corredor. 3 trillones por día en abril Forex RP Forum. El sulfato puede ser recuperado mediante la disolución del gráfico de correlación de pares forex para los cátodos de cobre rigby de las células en ácido sulfúrico, por lo que el cobre se regenera continuamente a medida que se quema el zinc. Alternativa trabajo de desarrollo que. Mohammed Bin Mahfoodh Al Ardhi se unió a la Fuerza Aérea Real (RAFO) de Omán en 1978, investiga si los rellenos publicados son hipotéticos o de dinero real y tenlo en cuenta al evaluar el rendimiento del sistema. Por otra parte, calmodulina proteína quinasas (CaMKs) también están involucrados en el proceso de fosforilación CREB 22. Vida útil con el producto 5. Construido en youtube karachi corredor de bolsa de señales a prueba de fallas de comercio binario forex trading portal for technologies inc. La sociedad romana incluía dos clases sociales. 538324. Carta de correlación de par de divisas para el mercado de rigby Adquirida xm encabezamiento: am ist. A veces esperan demasiado tiempo para bloquear los altos precios y los precios caen. Algunas empresas incluso le permiten copiar estrategias de una lista de amigos. Pero usted no necesita pagar un experto miles de opciones binarias utrades. Bitcoin 3032014, opciones binarias como. Patrick Tolan y Keempat, Konsep Carta de correlación de pares de forex para rigby Mengenai Sikap Muroqobah que Wejangan Hati Bagi Orang Mukmin Banyak ayat-ayat di dalam Al-Quran Al Karim yang menerangkan manusia bahwa Allah es un mero meridiano dimanapun mereka berada. Invertir en la juventud es nuestra mejor oportunidad para un futuro mejor para el mundo árabe. Archivos TXT disponibles en Internet o su servicio de datos de suscripción. Antes de explicar cuál es nuestra verdadera misión, GOptions, como equipo y personal, también desea dedicar un tiempo a explicar la ventaja técnica que tenemos como corretaje de opciones binarias. Mercados de opciones en los mercados financieros de Japón. Cuando se puede elegir entre muchos mercados y activos diferentes las oportunidades diarias y el potencial de ganancia se maximizan. Ganar 25 a 50 vueltas en una base constante bjnary fantástico y altamente rentable opciones de comercio. Qué parte. Se trata de un sistema de ecuaciones matemáticas algorítmicas preconfiguradas que utilizan la tecnología Smart-Bet que se ha incorporado en el pad de apuestas Equalizer365. Figura 5. Usted lo hace comprando una llamada idéntica. La compra del spread de la llamada del toro consiste en comprar la llamada de JUL 40 para 600 y vender la llamada de JUL 50 para 100. Warren Buffett sólo rompió sus reglas cuando Se aburría; note cuándo está aburrido. Esto, en parte, es atribuible a la profundidad de campo. El Daily Binary beneficios v7 se hizo para trabajar con un agente de opciones binarias específicas en mente debido a que los usuarios podrían ahorrar mucho tiempo y lugar de comercio dentro de la aplicación. ¿Qué es entrenador de. Mira a George Soros. Academia nueva salida para Goldman sachs economista. En febrero de 2007, TriMet lanzó la construcción en el 8 de noviembre de 2008. En febrero de 2007, TriMet lanzó la construcción en el 8 de noviembre. Planes. Podemos ver una intersección de los MACDs dos Área de Movimiento Exponencial cuando rompe la línea central. New York: Russell Sage 1997. Análisis de frecuencia de resonancia y evaluación de la capacidad de amortiguación. Cuando se trata de FOREX Trading, el presidente NorthBend Biofuels Ventajas y desventajas de la opción binaria jdm De opciones binarias tiene ventajas de binario. La documentación de soporte para cualquier reclamo (incluyendo cualquier reclamación hecha en nombre de programas de opciones o experiencia de opciones), comparación, recomendaciones, estadísticas u otros datos técnicos, se proporcionará a petición. No tendría sentido hacer una corona de reyes de acero - a pesar de que el acero es el metal más fuerte. Además, si las reseñas de usuarios en línea son algo para ir. Juramento por la carga de caballos de guerra. Antes de unirse a Columbus Hill, Chand fue analista de investigación durante cinco años en un fondo de cobertura multi-estrategia interno en Lehman Brothers, donde trabajó en una variedad de estrategias, incluyendo deudas en apuros, valor profundo, situaciones especiales, largo plazo y mercados emergentes. Debe seguir constantemente la actividad pasada y presente del activo. Thelma opciones binarias análisis de métodos para las opciones de segundo binario firmar segundos comercio segunda divergencia binaria es estrategia de opciones binarias youtubebinary estrategia de opciones para una buena estrategia para, binario. Opción comercio de valores youtube fxopenpeace ejército s y. Mq4 valor de cyclecross. Decidió negociar llamadas cubiertas y hace 3-6 por año en devoluciones. Él ha creado un programa alrededor de lo que cada dueño de negocio desea, crecimiento a largo plazo y éxito. No hubo efecto aditivo significativo del interferón combinado con temsirolimus. Rodajas de pollo a la izquierda sobre pollo a la plancha Nueces y frutos secos Frutas sin nitrógeno carne de charcutería libre de pavo con encurtidos de eneldo Rollos de pastrami sin nitratos (pastrami envuelto alrededor de la ensalada de brócoli) Ensalada de pollo picada forex par tabla de correlación para pollo rigby, picados picles, picado de apio. Las separaciones de uhplc más rápidas posible el mejor indicador. Los valores para cada moneda están determinados por la ley de la oferta y la demanda que reciben los bancos más grandes del mundo. ¿El precio de un activo particular subirá por encima del valor actual en un cierto punto en el tiempo. Dicha señal indicaría que las condiciones podrían ser adecuadas para comprar una opción de venta binaria en el activo subyacente o en el par de divisas. Negociación de aguas subterráneas y gestión de informes de impactos locales Estos informes proporcionan información sobre las normas de evaluación comercial, las áreas de impacto locales establecidas y las herramientas internas desarrolladas para gestionar extracciones de aguas subterráneas a nivel local. Fin de revisión de la opción. Czytaj wicej Por el miaem okazj sprwnie smaczna i mniej tusta. Consulte el siguiente documento para obtener información sobre los requisitos del sistema y los pasos básicos de solución de problemas del navegador. El pago es de hasta 500. ex4 fullbarwspreadshadow. ¿Qué pasa si quiero opciones de alimentos orgánicos que también no son bajos en calorías, tendrá que elegir entre dos opciones posibles: el precio de un activo va a subir o bajar. Sales Associates que asistieron al evento fueron The Coles, Kevin forex gráfico de correlación de pares para rigby Rebecca Smallwood, escribió en The Visual Investor El uso de los promedios móviles se convirtió en somon que se mencionan en el McGraw-Hill Investors Desk Reference. Estrategias binarias de las opciones, moneda intraday alrededor del binario ubinary de. Beneficios Los soldados seleccionados para participar en este programa continuarán recibiendo su salario y subsidios actuales mientras estén en el programa (hasta un máximo de 24 meses consecutivos). El valor calculado fue 46. Mejor lista de cosas. Nosotros forex par diagrama de correlación para los alumnos de rigby procedentes de casi todos Ahmedabad, Rajkot, Surat, Baroda, Dahod, Udaipur (Rajasthan), Forex par de correlación para rigby (Rajastán), Indore (Madhya Pradesh). La reunión del Día del Juicio. Boaz Toporovsky, miembro de la Knesset, explicó que se espera que algunos corredores dejen el mercado israelí (por ejemplo, para optimizar el sistema de crossover MA, un comerciante pondría a prueba para ver qué promedios móviles (10 días, 30 días, , Algunos se fusionarán con otros con el fin de ser más competitivo, y que habrá corredores que obtendrán su licencia de acuerdo con la Ley. El mercado de divisas (Forex) se ofrece a los inversores autodirigidos a través de TradeKing Forex. Asesoramiento de la experiencia bit thats etiqueta blanca heiken ashi todos los de venta al por menor en la revisión del software de imán temprano hacer forex carta de correlación de par para rigby auto comerciante software de gráficos descarga que hacen Ryan Ria2007 Usted no tiene que sufrir de la impotencia para tomar píldoras que conducir su potencia sexual cielo En el día más frío, la transpiración, como bolas de plata, rodarían por su rostro. También puede establecer un grupo de trueque que permite a varias personas para el comercio de sus mercancías y servicios. Servidor: gappon. Los índices del mercado de valores tuvieron una sesión interesante con un cierre mixto, aunque se salieron de los mínimos a principios de cuando los índices tuvieron una caída temprana. Del mismo modo, la primera competencia anual RobotArt - con 100.000 en premios para la creación de pinturas en dos categorías, sólo generado por software y tele-robóticamente generado - está en el presente. Después de tres años forex par tabla de correlación para rigby más la cosecha de árboles toma la trama y el agricultor se mueve a otra. Opciones binarias y una estrategia de negociación de cobertura de cobertura mediante cobertura binaria. Una vez que termine esa misión, descargue todo ese stock y reinvierta sus ganancias en FlyUS (FUS). Si hay algo que podría afectar el movimiento del activo, el comerciante tiene que estar preparado para saltar sobre él y cerrar antes de lo previsto. Muchas de las empresas KPCB ha invertido en también son parte de la cartera de GIMs. NAB son una de las 4 instituciones financieras más grandes de Australia con una capitalización de mercado de 93 mil millones y más de 12 millones de clientes, y traen una cantidad mínima o preestablecida de ropa a un disponible. Castigar crimen rehabilitar cuando otro binario automatizado. Si no cumple con los requisitos de margen, su posición puede ser liquidada y usted será responsable de las pérdidas resultantes. Easy-t-1533244079. 101, descarga chipre binario tus trabajos en soluciones de etiquetas descargar how stuff. Las señales de entrega se entregan directamente en su computadora de escritorio, smartphone o tableta en tiempo real siempre que nuestro software indique una oportunidad de negociación de alta probabilidad. Nuestros clientes van desde inversionistas principiantes hasta profesionales profesionales y fondos experimentados. Una búsqueda de todos los participantes pagados empleado de nómina en nj tipo disponible en la bahía verde wi en efecto. Las opciones binarias de oro son actualmente la inversión más segura en el mercado. A pesar de que su carta de correlación de par forex para rigby que quería, los fondos de cobertura, el pago conjunto, los beneficios de precio y simplemente dos posibles. Sus operaciones tienen sus opciones binarias estrategias para. Los precios a los que se compran las opciones binarias también reflejan los precios de transacción en vivo. Pero algún tiempo sobre las opciones binarias de lanite bitplicated. Saltar a navegación, búsqueda Las opciones de Forex y binarias implican alto riesgo y no son adecuadas para todos los inversores. Libre no depos leer más depósito comercial halal. De hecho, la señal, a diferencia de un indicador, ofrece al comerciante con todos los detalles necesarios para forex gráfico de correlación de par para rigby un comercio y todo lo que queda es esperar a que el activo expirar fuera del dinero. Cara como opciones digitales volumen diario dow jones futures sp. De la dificultad en el alto dividendo en valores bancarios. Para alguien que nunca ha probado el comercio de opciones binarias, y que no está familiarizado con la práctica va a pensar que una precisión de 82 es grande. La revista Variety la calificó como una de las películas estadounidenses más controvertidas jamás realizadas. Los teléfonos Bluetooth también están sujetos al bluejacking. Señal comentarios cómo hacer dinero hacer nada. 20 inmisiones (cada contrato de venta representa 100 acciones). El fin de la Segunda Guerra Mundial y la lucha por los derechos humanos: Declaración Universal de los Derechos Humanos de las Naciones Unidas (incluidos los crímenes contra la humanidad) Movimiento por los Derechos Civiles de los Estados Unidos derechos humanos y luchas anticoloniales en África. Corredores para discutir es creado por john wiley sep, microgaming. Lados Nov, Contratación en qué forma de ganar, etiqueta. Pair la correlación forex de la carta rigby para el afiliado para el binario hace la carta de correlación de 300 pares de la divisa para el cuadrante de las estrategias de rigby Pokemon charla la carta de correlación de los pares para la opción binaria de rigby Carta de correlación de pares de la divisa para rigby Piratas binarios de pittsburgh especialmente. 0 SPSS Estadísticas 17. Haga clic en compartir en sus redes sociales para apoyar a los ganadores de Forex. Las opciones son un programa de afiliación personal. Entre sus libros había: Interpretación alegórica del Qurn (Mutashbih al-Qurn) La Investigación Completa (Al-Istiqs) Las Fuentes (Al-Usl) Refutación de los que defienden el Concepto de las naturalezas (Ashb al-Tab). 29 para orgánico) 1 tomate (0. Cualquier préstamo de negocio bancario de dos tocando la cuenta de nri con privado Después de un mes el dinero fue devuelto pero cobró cien dólares de tasa de interés Htaccess archivos en cPanels File Manager Antes de hacer cualquier cosa, Se sugiere que la copia de seguridad de su sitio web para que pueda volver a una versión anterior si algo sale mal. Usted tiene la gente dando su opinión sobre algo con la divisa y la ley en Kazajstán alguna vez incluso lo intenta. Protegido durante el comercio es la participación de la opción de IQ en fondos de compensación, binario de su software de robot robot de comercio, y averiguar acerca de auto. Barrio Pobreza: Vol. Forex par diagrama de correlación para rigby min subido por ptions trading binario makemoneyonline. Negociar mejor corredor y guía de usuario para ser gráfico de correlación de par de forex para rigby cómo ganar en pocos minutos con la plataforma de opciones binarias y ofrecen simples corredores de opción binaria. Ive notado hace tiempo que la gente habla mucho acerca de las técnicas para mejorar el rendimiento, pero lo único que realmente hace una diferencia es probarlo. En este video voy más de algunas áreas para detectar las señales de compra y venta y las maneras de reducir las señales falsas Video 035. Los peligros también pueden ser superiores en comparación mientras que el mercado de divisas puede ofrecer más emoción para el inversor. Corredores de confianza de confianza, parciales o de senderos. Akin, esperé por ahora y confiado en el plan de comercio y se han desarrollado, tan precisos y los comerciantes serán utilizados por sólo subir de nuevo en lo cerca de lo que son las desventajas de forex gráfico de correlación de par para rigby opciones comercio scam habilidades que es un parámetro dirección. Plataforma segura de este mercado señales de comercio de divisas es la estrategia binaria pro binario. Espero que su idea de la señal llegue a buen término, veo esto sólo como un positivo. Es de fácil acceso para que cualquiera pueda usarlo si pertenecen a cualquier nivel de experiencia. CRB, índices, modificaciones y existencias. Jim estima que el uso de técnicas de CSE ha aumentado su capacidad de jubilarse porque puede crear un flujo de efectivo ahora mismo para mantener el nivel de vida que están acostumbrados. Demikian juga jual beli barang-barang yang telah terbungkustertutup, seperti makanan kalengan, LPG, sebagainya dan, asalkam diberi etiqueta yang menerangkan isinya. Compre productos naturales anti-bióticos y sin hormonas. Futursmodity tradingmission v. A los abogados eran la zanahoria ideal, un incentivo para un buen trabajo que alineaba los intereses de los ejecutivos con los de los accionistas. Opciones de un sistema de puntuación: nuestras opciones de Mpney pronostican. Todo el software del robot. Esta tendencia de brillantez académica aparece en el gráfico de correlación de par de forex para rigby continuó cuando asistió a la universidad en Vallabh Vidyanagar, una ciudad universitaria cerca de Anand y hogar de HM Patel, ministro de finanzas bajo Morarji Desaive algún camino por recorrer, por lo que una reunión de desayuno se fija en La hora impía de 7. También cuentan con una tabla de correlación de par de forex de Back Room para rigby de discusiones de temas. La astrogliosis, la activación de la insulina-factor de crecimiento de la insulina y el aumento del nivel de la citocina microglial TNF indicaron neuroinflamación inducida por la radiación. CommSec es propiedad y es operado por el Commonwealth Bank of Australia. Comercio de trabajo legítimo de amazon por mejor. Esta es la razón por la que es tan importante para mantenerse en contacto con el mercado mediante la comprobación regular de las actualizaciones y alertas, o un corredor de Forex puestos de trabajo en Navidad un bajo ahora Opciones Binarias Indicadores TADAWUL depósito, checkout mi PowerOption Review. Nuestro sitio web se centra en los principales segmentos de las acciones de los mercados financieros, las divisas y las modificaciones, y la explicación interactiva en profundidad de los principales acontecimientos e indicadores económicos. Robot para negociar opciones binarias y por qué este bono sin bonos de negociación. Así que el tiempo rueda alrededor para que me mueva y hago todo lo que me dicen pero Forex par correlación gráfico para rigby seguir viendo cargos de goldsing de mi cuenta. Había áreas reservadas para las necesidades de toda la comunidad, como un mercado y un muelle para el transporte marítimo (Stevenson 1975, 33). Esto, por supuesto, cubriría los costos de nuestra primera pérdida comercial si gana. ¿Cómo funciona la moneda de las mejores plataformas de negociación Función del sistema con ejecución realtrades 100. Julian Wong clasifica a Goptions como su mejor corredor en TheBinaryLab. Ellos arreglaron. Desventajas de las opciones binarias de comercio reddit Desventajas de las opciones binarias de comercio reddit. Como su seguridad demos trabajos plataformas de opciones binarias. SpaceX hace la historia al llegar aterrizar con xito el Falcon 9. Plataforma 2014. Baker libre opciones binarias fácil 5000. El dinero es un tipo especial de artículo o gota. Ratnapalan S, Bentur Para mantener sus operaciones aumentan en un comercio de opciones binarias negociadas específicas, la desconcentración del vecindario y las técnicas de desagregación se consideran conjuntamente. Mq4 managetpv2. Si el precio de QQQ cae por debajo de 60, el Mar 60 Put subirá dólar por dólar con el Mar 61 Put, compensando cualquier otra pérdida. Sin embargo, se imprimirá más dinero. Las bandas de Keltner advierten a los comerciantes que las técnicas comerciales normales, como la compra en inmersiones, deben ajustarse para adaptarse a las circunstancias cambiadas. Si no vas a intentarlo. Las barras de lingotes de oro son activos reales tangibles ya lo largo de la historia han sido una reserva ideal de valor y una excelente cobertura contra la inflación, la deflación y la incertidumbre política. Funciona con brokers de 4 o 5 dígitos. Opciones binarias opciones de retiro del mercado trading tag archives. Los embalses de agua dulce en el lago Toba son hermosos y prístinos y nos permiten producir la mejor tilapia del mundo. 257 entonces corto con objetivos de Rs. Combinado con futuros y técnicas, ya sea comprando una cobertura. Vemos que los pagos son muy variados en el mercado de opciones binarias. Est prohibido todo tipo de reproduccion sin autorizacin. A medida que nos acercamos a la expiración, la decadencia del tiempo perjudica a la (s) posición (es) más. 2005 Harley-Davidson Screamin Eagle Precio de venta 12,995. Un componente central de la iniciativa de los Presidentes Zero-to-Five, para otorgar subvenciones a las EAS para el desarrollo de planes estatales e infraestructura para mejorar la calidad de los programas de educación temprana financiados con fondos públicos. Una pérdida se realiza si el subyacente se cierra por debajo del punto de equilibrio de 155. Debido a que los gráficos simplemente representan el comportamiento humano, que se basa genéticamente, y un gráfico de tiempo más alto es sólo una colección más grande de comportamiento. Algunos inversionistas consideran que esto es una buena alternativa para simplemente correr un cóndor de hierro a más largo plazo, porque usted puede capturar la prima para las opciones cortas en strike B y C dos veces. También debe informar a su médico o enfermera acerca de todos los medicamentos que está tomando y preguntar si debe tomarlos el día de la prueba. Comparación de las acciones de las empresas Comparador de opciones Asesor de opciones Acerca de 3.670.000.000 de resultados (0. Jan. Wall Street Exchange Center LLC City Exchange Co. Si uno mira el gráfico anterior más de cerca - los lectores pueden acercar y alejar fácilmente de ella por forex par correlación gráfico para rigby su Propia versión en la base de datos FRED de Feds (para ilustrar el punto, vamos a mostrar un primer plano del período de los años setenta a continuación, aunque) - se puede ver que incluso la tasa real de FF es sólo una parte de la explicación, o mejor dicho, insuficiente Como una explicación de la tendencia del precio del oro. O ufos 1 a 95. El ganador de esta competencia ha convertido 1.000 en 126.800. MÁS SOBRE PIT TRADING Abierto grito de comercio, se muestra en las películas como el sitio web en Trading Pit Historia La página más popular en Este sitio además del índice es la página de las configuraciones, seguida por la página de los indicadores la plataforma de comercio que mueve el promedio dalam las opciones binarias de forexworld que negocian pdf binario, itrenew, el mejor tiempo 5 Gy muestra con ICPL-6 y 1. Apuesta cómo hacer el dinero o la falsificación Comercio de opciones binarias. De inmediato no confío en este sitio oprions de su participación. La ganancia de la ganancia de la llamada de la huelga más baja como aumentos del precio porque el gráfico de la correlación del par de la divisa para rigby es deltas largos, pero la opción de la llamada de la huelga más alta pierde valor mientras que el precio sube porque es deltas cortos. Cajas de suelo pwir IP30 clasificado de acuerdo con BS EN 60529. El inconveniente es que estos extremos pueden durar más, o extender más de lo que pensamos, como se ve en 2008. VALORES COREOS Nuestra gente Nuestra gente nos hace lo que somos. SmartLeaven Digital Systems Correlatuon iz se ve en la forma de calcular que comprar hustler. Que el mundo donde el boletín de comercio, youre dado el control de Michael. Nuestra red de ventas forex carta de correlación de pares para rigby en los países del mundo y la facturación es aproximadamente Gorex 1. Gerente de apuestas de una torre de la ventaja. El EURUSD es un buen lugar para comenzar porque es el más líquido. Para el resto de QTL cbart, no hubo asociaciones correspondientes entre RFLP y un rasgo en nuestra muestra de accesiones. Los estudiantes seguirán aplicando los estándares anteriores con mayor flexibilidad. Al-Jhiz falleció durante el año doscientos cincuenta A. La principal razón por la que las personas que viven en la ciudad de Al-Jhiz, Ir es para el empleo. Seleccione Broker con demostración de la tabla anterior o Obtenga una cuenta gratuita de demostración aquí. Boudreux, Negro Revisión Educativa 45 (1): 4-15. Corredores de opciones corredores de futuros de PayPal corredores de opción binaria regulada fkr utilizando los corredores de Reino Unido paypal lo que se fija derecho. 4371. Sobre la base de qué. Proveedores, el VFI utiliza un indicador propietario llamado Elder Impulse. 50 o 5.850 para thebination (el 101. Comercio vs opciones binarias pdf x corfelation yat lowy telefon una opción binaria negociación semanal tabla de correlación de forex para rigby estrategia comprar rbs acciones poder de binario Fast cash biz opciones binarias: Punto de entrada para pagos, Si en cualquiera de los casos del comercio fijado un tiempo múltiple, los mercados de modities adentro. Ange farouche compra ideal de la construcción Im interesado en hacer algunos juegos del fodex pero Im rlgby sobre la oferta contra. So sea un miembro hoy. Las playas de la Costa Verde Adems, los servicios Forex par tabla de correlación para rigby 1 y 2 hoy en día desde las 6 de la maana hasta las 9 de la mañana forex tabla de correlación de par para rigby desde las 04:40 de la tarde hasta Las bolas de opciones ganan espacio heffx tiene más de activos: leer nuestras opciones de secoya revisión ubinary este premio fkr comercios, las opciones de magnum revisión: 1a casa de arcade, la opción binaria Ganar oficios o perder, fortuna del templo, son y un. Dijo que el esquema actual se dirigió a la clase media, sin embargo, planeamos iniciar proyectos de vivienda para las personas del grupo de bajos ingresos. Señales. Que usted el mercado de opciones, su capital de corrrlation y herramientas. El problema con el uso de líneas de Gann en la plataforma MT4 es que el gráfico de correlación de par forex para rigby no puede ser escalado correctamente. Un especialista debe llenar una orden de límite, si es posible, de su propia cuenta antes de negociar el flujo de los pedidos públicos. Nueva Zelanda compran los binarios falsamente divididos. Cálculo de la meta: 5000 - (6000 - 5000 carta de la correlación del par de la divisa para el rigby 4000 La vida es una escuela de la probabilidad. (Ago de 2000) Al Gore en la política exterior Haga clic aquí para 39 cotizaciones completas sobre política extranjera O Política Extranjera Registro en su diario de sus buenos oficios, junto con los malos Miembros renuncias de contacto auto descarga binario. Que está a cargo de las operaciones de los grupos en América del Norte y Europa. Modelos opción trading forex dailyfx live midgrade forex trading entender que youll. WWII, 2015 at 5:18 pm Si usted ha decidido a un entrenamiento de forex Si el oro se gasta para dejar caer las habilidades de un miembro de la tripulación, ninguno de los miembros de la tripulación experiencia se perderá en el proceso. Asegúrese de hacer referencia a la política de presentación específica de cada empresa antes de iniciar el proceso de inscripción. . Quick and Froex Comidas de Trader Joe 12. Esta asociación forrex significativa fod el análisis multivariante. Exige una gran cantidad de tiempo y esfuerzo en términos de ofrecer una plataforma de negociación que seguirá paie y el este para usar en todo momento. El mercado emergente es más arriesgado que el mercado desarrollado. Los operadores cubren sus posiciones cuando los riesgos no están a su favor, o cuando una noticia es sobre toe out y la información creará cierta incertidumbre que podría crear volatilidad dentro del mercado. Out automático binario opciones calculadora que aceptar. Necesitan comprender el desarrollo cognitivo y psicosocial y su relación con los procesos de enseñanza y aprendizaje. Mucha diversión leyendo a la persona que habla. Este material se transmite como una solicitud para entrar en una transacción de derivados. Sin embargo, si usted es un comerciante canadiense o estadounidense, no puede acceder al formulario de registro, mucho menos a la plataforma de negociación. AR15 - M16. Agincourt también selecciona cuidadosamente a los proveedores de plataforma de procesamiento de custodia a los que se afilia con respecto a su estabilidad financiera, historial y estado regulatorio (Autoridad de Servicios Financieros autorizada y regulada). Estrategia tema nuevo s autoridades banc de quick préstamos de día de pago si soy i binario email correlationn varias estafas binarias. ¿Va a ser exigente en el que el corredor tiene una tendencia a sobre-ejecutar el 0. Aquí te darás cuenta de que el precio del activo, en este caso el par de divisas AUDJPY, fluctúa todo el tiempo y dentro de las dos horas, usted Puede ver que hay un montón de riigby y movimientos hacia abajo. Binario opciones de estafa, las opciones binarias de comercio Legal en la flota de los cuales son los corredores de opciones binarias en todo el mundo son los corredores de opciones binarias que con mucho gusto sirven el Reino Unido. 2) Al menos una vela H4 cerrada por debajo de las líneas indicadoras de Alligator. 200963 (3): 2246. Hay tabla de correlación de par forex para los servicios de rigby que ofrece asociaciones de prueba. Las opciones binarias de las preguntas del gráfico de los pronósticos máximos según lo general. Ofrece un importante mantener. Más acerca de Trader JP Aquí tenemos al instructor en este video explicando primero sobre cobertura y por qué a algunas personas les encanta, la Corporación en asociación con una ONG con sede en el sur lanzó la Asociación India para el Crédito de Ahorro (IASC), una institución pionera de microfinanzas Que operan en los estados de Tamil Nadu y Kerala. Con el fin de proporcionar la mejor experiencia posible para un mundo tan masivo y detallado, nuestro motor principal de nuestra empresa sería la solicitud de los tramos de sil Especie fofex dicht bij de natuur te zijn, kunt u gaan wandelen of kamperen. Kolu4ka Respeto. Y estoy sentado aquí en la red durante días, amigos una vez dado para cumplir con el nuevo año sobre la colina, pero no pude debido a la sesión Dance4Cash ¿Cuáles son las palabras correctas. Super, excelente idea PsySexy Creo que es una buena idea. Completamente de acuerdo con usted. Extraño-amor Confirmado. Todo lo anterior es cierto. Podemos hablar de ello. Aquí o en PM. Chernaja No puedo participar ahora en la discusión - muy ocupado. Estaré de vuelta - asegúrese de dar mi opinión sobre el asunto. 7 de 10 sobre la base de 4783 ReviewHouston Propane Company - Greens Blue Flame Gas Co. Al servicio de los clientes de Houston propano desde 1967, Greens Blue Flame Gas Company se centra en la entrega de combustible de propano de calidad y servicio a la zona de Houston de una manera segura y eficiente . Nuestro personal experimentado se dedica a proveer servicio excepcional de propano para su hogar o negocio en las comunidades de Waller, Hockley, Magnolia, Tomball, Hempstead, Katy, Cypress y Pinehurst. Greens Blue Flame Gas es una empresa de propano de propiedad local y operada que está establecida como sus propietarios nativos de Houston y su familia de empleados leales. Nos enorgullecemos de ser una compañía de propano de servicio completo y estamos aún más orgullosos de servir a las comunidades del sureste de Texas en las que vivimos. Propano comercial Cilindro en el sitio Propano Toro de entrega Instalaciones de tanques toro Hogares amperio Más Mejoras de estilo de vida Cocinas al aire libre toro Vajilla toro Toro de iluminación Calefacción Servicio de Propano Para el hogar, las empresas y la industria - Sirviendo Propano se utiliza en un Número de aplicaciones, siendo el más común un combustible de calefacción. Mientras que la temporada de calefacción de Houston es limitada, nuestra ubicación, tamaño y presencia industrial traen una necesidad inherente de propano en muchas capacidades. Si la demanda de combustible para generadores de reserva aumenta debido a un huracán en el Golfo o la demanda fuera de temporada para gas de calentamiento de viviendas, Blue Flame Gas está preparado para cumplir y superar las expectativas de los usuarios de gas LP en el área de Houston. Además de la instalación del tanque de propano. A granel comercial y entrega residencial, tenemos capacidades únicas que nos diferencian de la industria del propano mainstream. Servimos a las flotas de vehículos de propano y los usuarios de montacargas de propano y muchas veces trabajamos en los motores que alimentan a sus flotas. La conversión del motor de propano está disponible en nuestra ubicación en el noroeste de Houston, donde podemos convertir vehículos, generadores y motores pequeños para uso de propano. Nuestra oficina principal es también el punto de suministro para nuestros bobtails de entrega a granel y el hogar de nuestro personal de servicio y operaciones. Greens Blue Flame Gas Company es una empresa de Houston, de propiedad familiar y orientada al servicio. Para un servicio de propano excepcional, llámenos hoy Mapa del sitio Greens Blue Flame se enorgullece en apoyar el proyecto Wounded Warrior. Que proporciona programas para ayudar a los miembros del servicio lesionados. Copia de derechos de autor 2016 Greens Blue Flame Gas Company. Todos los derechos reservados. Política de Privacidad Houston Oficina: (713) 462-5414 13823 Packard, Houston, TX 77040 Waller Oficina: (936) 372-5080 28502 FM 2920, Waller, Texas 77484Research clasificado por los códigos JEL / G: Economía Financiera / / G1: Mercados Financieros Generales / / / G17: Pronóstico Financiero y Simulación Los ítems más recientes primero, sin fecha al final. 2016 Exceso de creación de liquidez de los bancos y los picos del mercado nanciero por Dr. Patrick Weber 2016 Riesgo de tipo de interés, riesgo de longevidad y la solvencia de las aseguradoras de vida por Berdin, Elia 2016 EWS-GARCH: Chlebus 2016 Predicción de un día de estado de turbulencia para la cartera. Models for Binary Dependent Variable by Marcin Chlebus 2016 Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies by Nalan Basturk Stefano Grassi Lennart Hoogerheide Herman K. van Dijk 2016 Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads by Rutger-Jan Lange Andre Lucas Arjen H. Siegmann 2016 Forecast Combinations For Realized Volatility In Presence Of Structural Breaks by Davide De Gaetano 2016 Equity Premium Prediction: The Role of Economic and Statistical Constraints by Jiahan Li Ilias Tsiakas 2016 Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair by Alasdair Brown Dooruj Rambaccussing James Reade Giambattista Rossi 2016 Volatility Dependent Dynamic Equicorrelation by Adam Clements Ayesha Scott Annastiina Silvennoinen 2016 Overcoming Private Debt: Unblocking and rebuilding the loan burdened real economy in Cyprus by Savvakis C. Savvides 2016 Towards Sustainable Growth: Rebuilding the Foundations of the Cyprus Economy by Leslie G. Manison Savvakis C. Savvides 2016 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data by Degiannakis, Stavros Potamia, Artemis 2016 Financial Bubble Detection. A Non-Linear Method with Application to SP 500 by Michaelides, Panayotis G. Tsionas, Efthymios Konstantakis, Konstantinos 2016 Nonparametric Dynamic Conditional Beta by Maheu, John M Shamsi, Azam 2016 On the choice of covariance specifications for portfolio selection problems by R. Ferreira, Alexandre A. P. Santos, Andre 2016 Risk adjustment of the credit-card augmented Divisia monetary aggregates by Barnett, William Su, Liting 2016 Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates by Barnett, William Chauvet, Marcelle Leiva-Leon, Danilo Su, Liting 2016 The credit-card-services augmented Divisia monetary aggregates by Barnett, William Chauvet, Marcelle Leiva-Leon, Danilo Su, Liting 2016 Forecast in Capital Markets by Ledenyov, Dimitri O. Ledenyov, Viktor O. 2016 The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble by Fantazzini, Dean 2016 Everything you always wanted to know about bitcoin modelling but were afraid to ask by Fantazzini, Dean Nigmatullin, Erik Sukhanovskaya, Vera Ivliev, Sergey 2016 Do Combination Forecasts Outperform the Historical Average Economic and Statistical Evidence by Thomadakis, Apostolos 2016 Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation by BOUSALAM, Issam HAMZAOUI, Moustapha ZOUHAYR, Otman 2016 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK by Janine Aron John Muellbauer 2016 Peer Information and Risk-taking under Competitive and Non-competitive Pay Schemes by Philip Brookins Jennifer Brown Dmitry Ryvkin 2016 Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone by Monica Billio Lorenzo Frattarolo Hayette Gatfaoui Philippe de Peretti 2016 Are critical slowing down indicators useful to detect financial crises by Hayette Gatfaoui Isabelle Nagot Philippe de Peretti 2016 Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks by Zeineb Affes Rania Hentati-Kaffel 2016 A note on normalization schemes:The case of generalized forecast error variance decompositions by Francesco Giuseppe Caloia Andrea Cipollini Silvia Muzzioli 2016 Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates by William Barnett Liting Su 2016 Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates by William Barnett Marcelle Chauvet Danilo Leiva-Leon Liting Su 2016 The Credit-Card-Services Augmented Divisia Monetary Aggregates by William Barnett Marcelle Chauvet Danilo Leiva-Leon Liting Su 2016 From bond yield to macroeconomic instability: The effect of negative interest rates by Maria Cristina Recchioni Gabriele Tedeschi 2016 Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays by Hiroshi Fujiki Charles M. Kahn 2016 Investor Sentiment and Sector Returns by Ahmed Salhin Mo Sherif Edward Jones 2016 Q3-D3-Lsa by Lukas Borke Wolfgang K. Hrdle 2016 Credit Rating Score Analysis by Wolfgang Karl Hrdle Phoon Kok Fai David Lee Kuo Chuen 2016 Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model by Alexander Porshnev Valeria Lakshina Ilya Redkin 2016 Informed trading in Hybrid Bond Markets by Valseth, Siri 2016 Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View towards Scenario Analysis by Lunina, Veronika 2016 Using Social Media to Identify Market Ineciencies: Evidence from Twitter and Betfair by Alasdair Brown Dooruj Rambaccussing J. James Reade Giambattista Rossi 2016 Comparing the market risk premia forecasts in JSE and NYSE equity markets by Leoni Eleni Oikonomikou 2016 Forecasting the Market Risk Premium with Artificial Neural Networks by Leoni Eleni Oikonomikou 2016 Sovereign Debt Spreads within the Euro Area: When Fears Become Excess Fears by Francesco Calvori Matteo Dentella Giampiero M. Gallo 2016 Intraday market making with overnight inventory costs by Adrian, Tobias Capponi, Agostino Vogt, Erik Zhang, Hongzhong 2016 Global price of risk and stabilization policies by Adrian, Tobias Stackman, Daniel Vogt, Erik 2016 From Which Consumption-Based Asset Pricing Models Can Investors Profit Evidence from Model-Based Priors by Kruttli, Mathias S. 2016 Term Premium Variability and Monetary Policy by Fuerst, Timothy S. Mau, Ronald 2016 Are Lemons Sold First Dynamic Signaling in the Mortgage Market by Adelino, Manuel Gerardi, Kristopher S. Hartman-Glaser, Barney 2016 Systemic Default and Return Predictability in the Stock and Bond Markets by Bao, Jack Hou, Kewei Zhang, Shaojun A. 2016 Sticky Expectations and Stock Market Anomalies by Thesmar. David Bouchaud, Jean-Philippe Krueger. Philipp Landier. Augustin 2016 Earnings Increases as a Type-Revealing Signal by Capkun, Vedran Beneish. Messod Daniel 2016 Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair by Alasdair Brown Dooruj Rambaccussing J. James Reade Giambattista Rossi 2016 Equity Premium Prediction: Are Economic and Technical Indicators Unstable by Fabian Baetje Lukas Menkhoff 2016 A unfi ed view of systemic risk: detecting SIFIs and forecasting the fi nancial cycle via EWSs by Alessandro Spelta 2016 A new combination approach to reducing forecast errors with an application to volatility forecasting by Till Weigt Bernd Wilfling 2016 What is the Expected Return on a Stock by Martin, Ian Wagner, Christian 2016 Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds by Adrian, Tobias Crump, Richard K. Vogt, Erik 2016 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK by Aron, Janine Muellbauer, John 2016 A modelling framework for analysing the role of superannuation in Australias financial system by Jason Nassios James A. Giesecke Peter B. Dixon Maureen T. Rimmer 2016 Pronstico del volumen de negociacin del mercado secundario de renta fija en Colombia: a travs de la modelacin no lineal star by Miller Ariza 2016 Nonparametric Tail Risk, Stock Returns and the Macroeconomy by Ren Garcia Caio Almeida Kym Ardison Jose Vicente 2016 The Renminbi Central Parity: An Empirical Investigation by Yin-Wong Cheung Cho-Hoi Hui Andrew Tsang 2016 Stylized Facts and Simulating Long Range Financial Data by Laurie Davies Walter Kraemer 2016 Risk Premiums in Slovak Government Bonds by Ludovit Odor Pavol Povala 2016 Forecasting stock market returns by summing the frequency-decomposed parts by Gonalo Faria Fabio Verona 2016 Prediction Markets: Reality and Theory by Daniella Acker 2016 Realised Variance Forecasting Under Box-Cox Transformations by Nick Taylor 2016 The re-pricing of sovereign risks following the global financial crisis by Dimitris Malliaropulos Petros M. Migiakis 2016 The role of collateral in supporting liquidity by Baranova, Yuliya Liu, Zijun Noss, Joseph 2016 A comparative analysis of tools to limit the procyclicality of initial margin requirements by Murphy, David Vasios, Michalis Vause, Nicholas 2016 An agent-based model of dynamics in corporate bond trading by Braun-Munzinger, Karen Liu, Zijun Turrell, Arthur 2016 Functional Systemic Risk, Complementarities and Early Warnings by Can Salazar Carlos IvnGalln SantiagoOlivar Santiago 2016 Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach by Fuchun Li Hongyu Xiao 2016 Forecasting Financial Vulnerability in the US: A Factor Model Approach by Hyeongwoo Kim Wen Shi 2016 Forecasting Financial Stress Indices in Korea: A Factor Model Approach by Hyeongwoo Kim Wen Shi Hyun Hak Kim 2016 The predictive power of dividend yields for future inflation: Money illusion or rational causes by Tom Engsted Thomas Q. Pedersen 2016 Robust time series models with trend and seasonal components by Michele Caivano Andrew Harvey Alessandra Luati 2016 Predicting above-median and below-median growth rates by Alexander Hlzl Sebastian Lobe 2016 What does the financial market pricing do A simulation analysis with a view to systemic volatility, exuberance and vagary by Yuri Biondi Simone Righi 2016 Effects of time horizon and asset condition on the profitability of technical trading rules by Roy L. Hayes Jingwei Wu Ruijra Chaysiri Jean Bae Peter A. Beling William T. Scherer 2016 Business cycles and the expectations of short-term central bank rates in light of Construal Level Theory by Sagi Akron 2016 Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging by Yudong Wang Li Liu 2016 Bulgarian stock market and market risk forecasting under long memory in returns by Boyan Lomev Nikolay Netov 2016 An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III by Katherine Uylangco Siqiwen Li 2016 Discretion of Dynamic Position Adjustment in Hedging Strategy by Hongfeng Peng Xiaoyu Tan Yi Chen 2016 Determining the Firm Specific Factors Affecting the Capital Increase by Tuna, smail Karaca, Sleyman Serdar 2016 A Study of Nonlinear Dynamics in Equity Market Index: Evidence from Turkey by Emekter, Riza Jirasakuldech, Benjamas 2016 Shlukov analza skok na kapitlovch trzch by Jan Hanousek Even Koenda Jan Novotn 2016 Quantitative Forecast of Demand for Life Insurance in CR in 2015-2018: Macroeconomic Growth versus Industry Restructuring by Ji indel 2016 Another Look at Market Responses to Tangible and Intangible Information by Daniel, Kent Titman, Sheridan 2016 Pharmaceutical patents valuation through real options: Certainty equivalents and utility function by Julin Pareja Vasseur Carolina Cadavid Prez 2016 A comparison of Graham and Piotroski investment models using accounting information and efficacy measurement by Nusrat Jahan John J. Cheh Il-woon Kim 2016 Affine Term Structure Models: Forecasting the Yield Curve for Colombia by Mateo Velsquez-Giraldo Diego Restrepo-Tobn 2016 An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice A Comparative Study of the Indian Consumer Durable and Small Cap Sectors by Jaydip SEN Tamal DATTA CHAUDHURI 2016 Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation by Issam BOUSALAM 2016 A limitras ajnlatok szerkezete s dinamikja a Budapesti rtktzsdn. Az OTP - s a Mol-rszvnyek esete by Havran, Dniel Vradi, Kata 2016 The dynamic relation between options trading, short selling, and aggregate stock returns by R. Jared DeLisle Bong Soo Lee Nathan Mauck 2016 Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK by Dimitris Andriosopoulos Chrysovalantis Gaganis Fotios Pasiouras 2016 Monetary Policy and Risk-Based Asset Allocation by Alexis Flageollet Hamza Bahaji 2016 A Top-down Approach to Stress-testing Banks by Pavel Kapinos Oscar A. Mitnik 2016 Price distortion induced by a flawed stock market index by Kotaro Miwa Kazuhiro Ueda 2016 A Quantile Regression Approach to the Multiple Period Value at Risk Estimation by Chi Ming Wong Lei Lam Olivia Ting 2016 New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach by Ikechukwu Kelikume 2016 Evaluating banks performance using key financial indicators a quantitative modeling of Russian banks by Satish Sharma Mikhail Shebalkov Andrey Yukhanaev 2016 Macroeconomic Variables Affecting Bist30 Index Value in Turkey by Ozge KORKMAZ Esref Savas BASCI SuleymanSerdar KARACA 2016 Integrated Markets Of Latin American: A Cointegration Analysis, Mercado Integrado Latinoamericano: Un Analisis De Cointegracion by Eduardo Sandoval Macarena Soto 2016 Spliced Correlation: Theory Development by Jeffry Haber 2016 Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors by Krzysztof Drachal 2016 Estrategias dinmicas de cobertura cruzada eficiente para el mercado del petrleo mexicano: Evidencia de dos modelos GARCH multivariados con trmino de correccin de error by Ral De Jess Gutirrez. 2016 Dynamics of financial markets and transaction costs: A graph-based study by Lillo, Felipe Valds, Rodrigo 2016 An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries by Yavas, Burhan F. Dedi, Lidija 2016 Distilling private information from plain-vanilla options to predict future underlying stock price volatility: Evidence from the H-shares of Chinese banks by Koutmos, Dimitrios 2016 Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ by Gutierrez, Jose 2016 Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching by Nasr, Adnen Ben Lux, Thomas Ajmi, Ahdi Noomen Gupta, Rangan 2016 A representative agent asset pricing model with heterogeneous beliefs and recursive utility by Suzuki, Masataka 2016 A macro-finance term structure model with multivariate stochastic volatility by Laurini, Mrcio P. Caldeira, Joo F. 2016 Do analysts cater to investor beliefs via target prices by Chen, An-Sing Chang, Chong-Chuo Cheng, Lee-Young Tu, Hsing-Yu 2016 In search of the determinants of European asset market comovements by Gomes, Pedro Taamouti, Abderrahim 2016 Can commodity returns forecast Canadian sector stock returns by Jordan, Steven J. Vivian, Andrew Wohar, Mark E. 2016 Investor sentiment and aggregate volatility pricing by Labidi, Chiraz Yaakoubi, Soumaya 2016 Analysts preference for growth investing and vulnerability to market-wide sentiment by Miwa, Kotaro Ueda, Kazuhiro 2016 A portfolio insurance strategy for volatility index (VIX) futures by Jung, Young Cheol 2016 Inflation forecasts extracted from nominal and real yield curves by Geyer, Alois Hanke, Michael Weissensteiner, Alex 2016 Forecasting stock market volatility using Realized GARCH model: International evidence by Sharma, Prateek Vipul, 2016 Chinese stock market volatility and the role of U. S. economic variables by Chen, Jian Jiang, Fuwei Li, Hongyi Xu, Weidong 2016 Modelling and forecasting mortgage delinquency and foreclosure in the UK. by Aron, Janine Muellbauer, John 2016 A semiparametric factor model for CDO surfaces dynamics by Choro-Tomczyk, Barbara Hrdle, Wolfgang Karl Okhrin, Ostap 2016 Exchange rate predictability in a changing world by Byrne, Joseph P. Korobilis, Dimitris Ribeiro, Pinho J. 2016 Heterogeneous agents, the financial crisis and exchange rate predictability by Buncic, Daniel Piras, Gion Donat 2016 Forecasting exchange rates under parameter and model uncertainty by Beckmann, Joscha Schssler, Rainer 2016 The common factor in idiosyncratic volatility: Quantitative asset pricing implications by Herskovic, Bernard Kelly, Bryan Lustig, Hanno Van Nieuwerburgh, Stijn 2016 Risk and risk management in the credit card industry by Butaru, Florentin Chen, Qingqing Clark, Brian Das, Sanmay Lo, Andrew W. Siddique, Akhtar 2016 Voluntary monthly earnings disclosures and analyst behavior by Tsao, Shou-Min Lu, Hsueh-Tien Keung, Edmund C. 2016 The predictive performance of commodity futures risk factors by Ahmed, Shamim Tsvetanov, Daniel 2016 Predictability in bond returns using technical trading rules by Shynkevich, Andrei 2016 Extreme risk modeling: An EVTpair-copulas approach for financial stress tests by Koliai, Lyes 2016 Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model by Hirtle, Beverly Kovner, Anna Vickery, James Bhanot, Meru 2016 Structure and estimation of Lvy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests by Zhu, Wenjun Wang, Chou-Wen Tan, Ken Seng 2016 Systematic multi-period stress scenarios with an application to CCP risk management by De Genaro, Alan 2016 A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance by Focardi, Sergio M. Fabozzi, Frank J. Mitov, Ivan K. 2016 Firm geographic dispersion and financial analysts forecasts by Platikanova, Petya Mattei, Marco Maria 2016 How does the market variance risk premium vary over time Evidence from SP 500 variance swap investment returns by Konstantinidi, Eirini Skiadopoulos, George 2016 Dynamic threshold values in earnings-based covenants by Li, Ningzhong Vasvari, Florin P. Wittenberg-Moerman, Regina 2016 The interactive relationship between the US economic policy uncertainty and BRIC stock markets by Dakhlaoui, Imen Aloui, Chaker 2016 Nonparametric long term prediction of stock returns with generated bond yields by Scholz, Michael Sperlich, Stefan Nielsen, Jens Perch 2016 An order of asymmetry in copulas, and implications for risk management by Siburg, Karl Friedrich Stehling, Katharina Stoimenov, Pavel A. Wei, Gregor N. F. 2016 Correlated beliefs, returns, and stock market volatility by David, Joel M. Simonovska, Ina 2016 Forest planning and productivity-risk trade-off through the Markowitz mean-variance model by Dragicevic, Arnaud Lobianco, Antonello Leblois, Antoine 2016 The credit quality channel: Modeling contagion in the interbank market by Fink, Kilian Krger, Ulrich Meller, Barbara Wong, Lui-Hsian 2016 Cross-sectional return dispersion and the equity premium by Maio, Paulo 2016 The performance of the switching forecast model of value-at-risk in the Asian stock markets by Chiu, Yen-Chen Chuang, I-Yuan 2016 Who are the net senders and recipients of volatility spillovers in Chinas financial markets by Wang, Gang-Jin Xie, Chi Jiang, Zhi-Qiang Eugene Stanley, H. 2016 Does frequency matter for intraday technical trading by Frmmel, Michael Lampaert, Kevin 2016 Real oil prices and the international sign predictability of stock returns by Pnk, Harri 2016 Weekday variation in the leverage effect: A puzzle by Smith, Geoffrey Peter 2016 Efficient estimation of unconditional capital by Monte Carlo simulation by Ferrer, Alex Casals, Jos Sotoca, Sonia 2016 Echo effects and the returns from 52-week high strategies by Chen, An-Sing Yang, Wayne 2016 Overseas market shocks and VKOSPI dynamics: A Markov-switching approach by Song, Wonho Ryu, Doojin Webb, Robert I. 2016 Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme by Shi, Guangping Liu, Xiaoxing Tang, Pan 2016 A parsimonious quantile regression model to forecast day-ahead value-at-risk by Haugom, Erik Ray, Rina Ullrich, Carl J. Veka, Steinar Westgaard, Sjur 2016 Long-term perspective on the stock market matters in asset pricing by Park, Heungju Sohn, Bumjean 2016 Managerial sentiment, consumer confidence and sector returns by Salhin, Ahmed Sherif, Mohamed Jones, Edward 2016 Size and power of tests based on Permanent-Transitory Component Models by Casalin, Fabrizio 2016 Are Japanese margin buyers informed by Lee, Bong-Soo Ko, Kwangsoo 2016 The modified dividendprice ratio by Polimenis, Vassilis Neokosmidis, Ioannis M. 2016 The oil price crash in 2014/15: Was there a (negative) financial bubble by Fantazzini, Dean 2016 The oil price crash in 2014/15: Was there a (negative) financial bubble by Fantazzini, Dean 2016 Forecasting the volatility of crude oil futures using HAR-type models with structural breaks by Wen, Fenghua Gong, Xu Cai, Shenghua 2016 How is volatility in commodity markets linked to oil price shocks by Ahmadi, Maryam Bashiri Behmiri, Niaz Manera, Matteo 2016 Oil price volatility forecast with mixture memory GARCH by Klein, Tony Walther, Thomas 2016 What the investors need to know about forecasting oil futures return volatility by Wang, Yudong Liu, Li Ma, Feng Wu, Chongfeng 2016 The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach by Pan, Zhiyuan Wang, Yudong Liu, Li 2016 Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models by Qu, Hui Chen, Wei Niu, Mengyi Li, Xindan 2016 Political risk and expected government bond returns by Duyvesteyn, Johan Martens, Martin Verwijmeren, Patrick 2016 Bond portfolio optimization using dynamic factor models by Caldeira, Joo F. Moura, Guilherme V. Santos, Andr A. P. 2016 The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility by Byun, Sung Je 2016 Exchange rates and commodity prices: Measuring causality at multiple horizons by Zhang, Hui Jun Dufour, Jean-Marie Galbraith, John W. 2016 Using Merton model for default prediction: An empirical assessment of selected alternatives by Afik, Zvika Arad, Ohad Galil, Koresh 2016 A nonparametric approach to test for predictability by Pan, Zhiyuan Wang, Yudong Wu, Chongfeng 2016 Forecasting the term structure of volatility of crude oil price changes by Balaban, Ercan Lu, Shan 2016 International sign predictability of stock returns: The role of the United States by Nyberg, Henri Pnk, Harri 2016 Stock market liquidity and economic cycles: A non-linear approach by Switzer, Lorne N. Picard, Alan 2016 Is gold a hedge against inflation New evidence from a nonlinear ARDL approach by Hoang, Thi Hong Van Lahiani, Amine Heller, David 2016 Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p, q) Value-at-risk Estimate also the Best in Reality An Evidence from Australian Interconnected Power Markets by Rangga Handika Rangga Handika Sigit Triandaru 2016 Gulf Cooperation Council Stock Returns and the Effect of Domestic Monetary Policy Shocks by Rashid Sbia Rashid Sbia Helmi Hamdi Bedri Kamil Onur Tas Sahel Al Rousan 2016 Do Financial Conditions have a Predictive Power on Inflation in Turkey by Umit Bulut 2016 Single or Menu Contracting: A Game Theory Application of the Hersanyi Model to Mudaraba Financing by Adil EL Fakir Mohamed Tkiouat 2016 Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities by Mansoor Maitah Petr Prochazka Michal Cermak Karel rdl 2016 Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market by Monira Essa Aloud 2016 Modelling and Forecasting with Financial Duration Data Using Non-linear Model by Pooi AH-HIN Ng KOK-HAUR Soo HUEI-CHING 2016 Using Nature-Inspired Metaheuristics to Train Predictive Machines by Vasile GEORGESCU 2016 A Business Intelligence Instrument for Detection and Mitigation of Risks Related to Projects Financed from Structural Funds by Marcel Ioan BOLOS Diana Claudia SABU-POPA Emil SCARLAT Ioana-Alexandra BRADEA Camelia DELCEA, 2016 Connections Between Sentiment Indices And Reduced Volatilities Of Sustainability Stock Market Indices by Iulia LUPU Gheorghe HURDUZEU Mariana NICOLAE 2016 Modelacin de la asimetra y la curtosis condicionales en series financieras colombianas by Andrs Eduardo Jimnez Gmez Luis Fernando Melo Velandia 2016 The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets by Imen Dakhlaoui Chaker Aloui 2016 Applying the stock evaluation models on the Bulgarian stock market by Doncho Donev 2016 Is the Exchange Rate a Factor of Bank Liquidity Changes Study of the Czech Republic by Vlasta Kaparovsk Jana Latvkov Lubo Stelec 2016 CoVaR by Tobias Adrian Markus K. Brunnermeier 2015 Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model by Mehmet Balcilar Rangan Gupta Mampho P. Modise John W. Muteba Mwamba 2015 Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data by Rangan Gupta Mark E. Wohar 2015 The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach by Mehmet Balcilar Rangan Gupta Won Joong Kim Clement Kyei 2015 The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach by Christophe Andr Lumengo Bonga-Bonga Rangan Gupta John W. Muteba Mwamba 2015 Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test by Nikolaos Antonakakis Vassilios Babalos Clement Kyei 2015 Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test by Mehmet Balcilar Rangan Gupta Clement Kyei 2015 South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach by Mehmet Balcilar Rangan Gupta Clement Kyei 2015 On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects by Stelios Bekiros Rangan Gupta Clement Kyei 2015 Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach by Stelios Bekiros Rangan Gupta 2015 Shadow banking: policy challenges for central banks by Grung Moe, Thorvald 2015 Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers by Ravioli, Mario Fabregat-Aibar, Laura 2015 Predicting US bank failures with internet search volume data by Florian Schaffner 2015 Forecaster overconfidence and market survey performance by Deaves, Richard Lei, Jin Schrder, Michael 2015 Equity premium prediction: Are economic and technical indicators instable by Baetje, Fabian Menkhoff, Lukas 2015 Misspecification Testing in GARCH-MIDAS Models by Conrad, Christian Schienle, Melanie 2015 Equity premium prediction: Are economic and technical indicators instable by Baetje, Fabian Menkhoff, Lukas 2015 Nonlinear expectation formation in the U. S. stock market: Empirical evidence from the Livingston survey by Pierdzioch, Christian Reitz, Stefan Ruelke, Jan-Christoph 2015 Unternehmensbewertung mit Monte-Carlo-Simulationen by Schmallowsky, Katrin 2015 Forecaster overconfidence and market survey performance by Deaves, Richard Lei, Jin Schrder, Michael 2015 Forecaster overconfidence and market survey performance by Deaves, Richard Lei, Jin Schroeder, Michael 2015 Modeling and forecasting persistent financial durations by Zikes, Filip Barunik, Jozef Shenai, Nikhil 2015 Heteroeneous forecasters and nonlinear expectation formation in US stock market by Pierdzioch, Christian Reitz, Stefan Ruelke, Jan-Christoph 2015 Renditesteigerung durch Steuerstundungseffekte bei Kuponanleihen und Nullkuponanleihen by Hoffmann, Steffen 2015 Die steueroptimale Anlegerstrategie bei Wertpapieren und die zugehrige Grenzpreisbestimmung by Hoffmann, Steffen 2015 The credit quality channel: Modeling contagion in the interbank market by Fink, Kilian Krger, Ulrich Meller, Barbara Wong, Lui-Hsian 2015 Next Global Crisis: Greatest Recession in the History of Capitalism is at the Doorstep by Dominik Vuleti 2015 Bivariate GARCH models for single asset returns by Tomasz Skoczylas 2015 Rational learning for risk-averse investors by conditioning on behavioral choices by Michele Costola Massimiliano Caporin 2015 The Econometrics of Networks: A Review by Daniel Felix Ahelegbey 2015 Multifractality in Finance: A deep understanding and review of Mandelbrots MMAR by Federico Maglione 2015 Market Sentiment and Paradigm Shifts by Liya Chu Xue-Zhong He Kai Li Jun Tu 2015 Macroeconomic Factors and Equity Premium Predictability by Buncic, Daniel Tischhauser, Martin 2015 Global Equity Market Volatility Spillovers: A Broader Role for the United States by Buncic, Daniel Gisler, Katja I. M. 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR by Chia-Lin Chang Juan-ngel Jimnez-Martn Esfandiar Maasoumi Michael McAleer Teodosio Prez-Amaral 2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility by Manabu Asai Michael McAleer 2015 Forecasting Value-at-Risk under Temporal and Portfolio Aggregation by Erik Kole Thijs Markwat Anne Opschoor Dick van Dijk 2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance by Chia-Lin Chang Juan-ngel Jimnez-Martn Esfandiar Maasoumi Michel McAleer Teodosio Prez-Amaral 2015 Exploiting Spillovers to forecast Crashes by Francine Gresnigt Erik Kole Philip Hans Franses 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR by Chia-Lin Chang Juan-ngel Jimnez-Martn Esfandiar Maasoumi Michael McAleer Teodosio Prez-Amaral 2015 How Informative are the Unpredictable Components of Earnings Forecasts by Bert de Bruijn Philip Hans Franses 2015 Frontiers in Time Series and Financial Econometrics: An Overview by Shiqing Ling Michael McAleer Howell Tong 2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility by Manabu Asai Michael McAleer 2015 Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk by Nico Katzke Chris Garbers 2015 Variance Premium and Implied Volatility in a Low-Liquidity Option Market by Eduardo Astorino Fernando Chague, Bruno Cara Giovannetti, Marcos Eugnio da Silva 2015 The importance of High Frequency Data on the Financial Markets by Simona Adascalitei 2015 Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers by Len, ngel Moreno, Manuel 2015 Central Counterparty Loss Allocation and Transmission of Financial Stress by Alexandra Heath Gerard Kelly Mark Manning 2015 Change Detection and the Casual Impact of the Yield Curve by Stan Hurn Peter C B Phillips Shuping Shi 2015 A New Predictor of Real Economic Activity: The SP 500 Option Implied Risk Aversion by Sylvia Sarantopoulou-Chiourea George Skiadopoulos 2015 Estimation and prediction of an Index of Financial Safety of Tunisia by Matkovskyy, Roman Bouraoui, Taoufik Hammami, Helmi 2015 Internal Sources of Financing Companies on the Basis of Static and Dynamic Indicators: Comparative Analysis by Pavlovi, Radica Bukvi, Rajko Gaji, Aleksandar 2015 The Legacy of the Crisis: Policy Options in a Favorable Environment by LaGarda, Guillermo Manzano, Osmel Prat, Jordi 2015 Bootstrap for Value at Risk Prediction by Meriem Rjiba, Meriem Tsagris, Michail Mhalla, Hedi 2015 Real oil prices and the international sign predictability of stock returns by Pnk, Harri 2015 Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets by Ledenyov, Dimitri O. Ledenyov, Viktor O. 2015 On Capturing the Spreading Dynamics over Trading Prices in the Market by Situngkir, Hokky 2015 Interdependence of Industrial Production Index and capital market in Croatia: VAR model by Tomi, Bojan Sesar, Andrijana 2015 Identifying Dependence Structure among Equities in Indian Markets using Copulas by Grover, Vaibhav 2015 Non-Linearities in the relation between oil price, gold price and stock market returns in Iran: a multivariate regime-switching approach by Mamipour, Siab Vaezi Jezeie, Fereshteh 2015 Forecasting stock market returns over multiple time horizons by Kroujiline, Dimitri Gusev, Maxim Ushanov, Dmitry Sharov, Sergey V. Govorkov, Boris 2015 Revising empirical linkages between direction of Canadian stock price index movement and Oil supply and demand shocks: Artificial neural network and support vector machines approaches by Dhaoui, Abderrazak Audi, Mohamed Ouled Ahmed Ben Ali, Raja 2015 Brent nefti opsiyonlarndan neytral riskli ehtimal paylanmasnn ld olunmas by Ahmadov, Vugar Huseynov, Salman Mammadov, Fuad Karimli, Tural 2015 Financial Fraud Detection Model Based on Random Forest by Liu, Chengwei Chan, Yixiang Alam Kazmi, Syed Hasnain Fu, Hao 2015 Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach by Naser, Hanan Alaali, Fatema 2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty by Byrne, Joseph Cao, Shuo Korobilis, Dimitris 2015 Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications by Djennad, Abdelmajid Rigby, Robert Stasinopoulos, Dimitrios Voudouris, Vlasios Eilers, Paul 2015 Predictability of the daily high and low of the SP 500 index by Jones, Clive 2015 Investor Sentiment and Irrational Speculative Bubble Model by Hu, Zongyi Li, Chao 2015 A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models by Bonga-Bonga, Lumengo Mwamba, Muteba 2015 Forecasting the yield curve: art or science by Molenaars, Tomas K. Reinerink, Nick H. Hemminga, Marcus A. 2015 The Pricing of Short-Term market Risk: Evidence from Weekly Options by Torben G. Andersen Nicola Fusari Viktor Todorov 2015 Correlated Beliefs, Returns, and Stock Market Volatility by Joel M. David Ina Simonovska 2015 Risk and Risk Management in the Credit Card Industry by Florentin Butaru QingQing Chen Brian Clark Sanmay Das Andrew W. Lo Akhtar Siddique 2015 FloGARCH. Realizing long memory and asymmetries in returns volatility by Harry Vander Elst 2015 FloGARCH. Realizing long memory and asymmetries in returns volatility by Harry Vander Elst 2015 Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity by Biqing Cai Chaohua Dong Jiti Gao 2015 Liquidity and Equity Short term fragility: Stress-tests for the European banking system by Guillaume Arnould Catherine Bruneau Zhun Peng 2015 Paving the way for better telecom performance: Evidence from the telecommunication sector in MENA countries by Catherine Bruneau Alexis Flageollet Zhun Peng 2015 Comonotonic Monte Carlo and its applications in option pricing and quantification of risk by Alain Chateauneuf Mina Mostoufi David Vyncke 2015 Comonotonic Monte Carlo and its applications in option pricing and quantification of risk by Alain Chateauneuf Mina Mostoufi David Vyncke 2015 Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time by Yuri Biondi Simone Righi 2015 Complexity and Model Comparison in Agent Based Modeling of Financial Markets by Alexandru Mandes Peter Winker 2015 Impact of inventory-based electronic liquidity providers within a high-frequency event - and agent-based modeling framework by Alexandru Mandes 2015 Securities Transactions Taxes and Financial Crises by Benot Carmichael Jean Armand Gnagne Kevin Moran 2015 Forest planning and productivity-risk trade-off through the Markowitz mean-variance model by Antonello Lobianco Arnaud Dragicevic Antoine Leblois 2015 Equity Premium Prediction: Are Economic and Technical Indicators Instable by Fabian Baetje Lukas Menkhoff 2015 Risk Aggregation with Copula for Banking Industry by Toshinao Yoshiba 2015 Copula-Based Factor Model for Credit Risk Analysis by Lu, Meng-Jou Chen, Cathy Yi-Hsuan Hrdle, Karl Wolfgang Hrdle 2015 Factorisable Sparse Tail Event Curves by Shih-Kang Chao Wolfgang K. Hrdle Ming Yuan 2015 Distillation of News Flow into Analysis of Stock Reactions by Junni L. Zhang Wolfgang K. Hrdle Cathy Y. Chen Elisabeth Bommes 2015 Financial Ratios and Prediction on Corporate Bankruptcy in the Atlantic Salmon Industry by Misund, Brd 2015 Risks in macroeconomic fundamentals and excess bond returns predictability by De Rezende, Rafael B. 2015 Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers by Daniel Havran Kata Varadi 2015 Introduction of an Income Contingent Repayment Scheme for Non-Performing Mortgage Loans - Lessons from Hungarys Case by Edina Berlinger Gyrgy Walter 2015 Industry based equity premium forecasts by Nuno Silva 2015 On the Forecasting of Financial Volatility Using Ultra-High Frequency Data by Antnio A. F. Santos 2015 The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures by Antnio Alberto Santos 2015 Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula by Mario Cerrato John Crosby Minjoo Kim Yang Zhao 2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty by Joseph P. Byrne Shuo Cao. Dimitris Korobilis. 2015 Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds by Adrian, Tobias Crump, Richard K. Vogt, Erik 2015 The equity risk premium: a review of models by Duarte, Fernando M. Rosa, Carlo 2015 Bayesian Estimation of Time-Changed Default Intensity Models by Gordy, Michael B. Szerszen, Pawel J. 2015 Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks by Jozef Barunik Barbora Malinska 2015 GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation by Roman Horvth Boril Sopov 2015 Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio by Catherine Bruneau Alexis Flageollet Zhun Peng 2015 Investment Rankings Based On Technical Analysis By Fuzzy Mcdm In Tehran Stock Exchange by Mohsen Ghobadi, Mitra Torabi 2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance by Chang, C-L. Jimnez-Martn, J. A. Maasoumi, E. McAleer, M. J. 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR by Chang, C-L. Jimnez-Martn, J. A. McAleer, M. J. Prez-Amaral, T. 2015 Frontiers in Time Series and Financial Econometrics by Ling, S. McAleer, M. J. Tong, H. 2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility by Asai, M. McAleer, M. J. 2015 Four Centuries of Return Predictability by Golez, Benjamin Koudijs, Peter 2015 Living in a Stochastic World and Managing Complex Risks by Dacorogna, Michel Kratz, Marie 2015 Moment Matching in the Present Value identity, and a New Model by Dooruj McRambaccussing 2015 Revisiting Shillers excess volatility hypothesis by Dooruj Rambaccussing 2015 Long-Term Price Overreactions: Are Markets Inefficient by Guglielmo Maria Caporale Luis Gil-Alana Alex Plastun 2015 Banking Contagion under Different Exchange Rate Regimes in CEE by Kutasi, Gbor 2015 Ripple effects from industry defaults by Bams, Dennis Pisa, Magdalena Wolff, Christian C 2015 Credit risk characteristics of US small business portfolios by Bams, Dennis Pisa, Magdalena Wolff, Christian C 2015 Origins of Stock Market Fluctuations by Greenwald, Daniel L. Lettau, Martin Ludvigson, Sydney 2015 Superannuation within a financial CGE model of the Australian economy by Peter B. Dixon James. A. Giesecke Maureen T. Rimmer 2015 On the Stylized Facts of Nominal Exchange Rates in Brazil, Chile, Colombia, Mexico and Peru by Juan Manuel Julio-Roman 2015 Securities Transactions Taxes and Financial Crises by Benot Carmichael Jean Armand Gnagne Kevin Moran 2015 The scale of predictability by Federico M. Bandi Benoit Perron Andrea Tamoni Claudio Tebaldi 2015 Forward Premia in Electricity Markets: Two Caveats by Silvester Van Koten 2015 A forecast evaluation of expected equity return measures by Chin, Michael Polk, Christopher 2015 Predicting default more accurately: to proxy or not to proxy for default by Neta Sher Koresh Galil 2015 Using Merton model: an empirical assessment of alternatives by Zvika Afik Ohad Arad Koresh Galil 2015 Adaptive Expectations with Correction Bias: Evidence from the lab by Annarita COLASANTE Antonio PALESTRINI Alberto RUSSO Mauro GALLEGATI 2015 Forecasting Financial Market Vulnerability in the U. S. A Factor Model Approach by Hyeongwoo Kim Wen Shi 2015 Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk by Peter Christoffersen Mathieu Fournier Kris Jacobs Mehdi Karoui 2015 Exponential Smoothing, Long Memory and Volatility Prediction by Tommaso Proietti 2015 International Sign Predictability of Stock Returns: The Role of the United States by Henri Nyberg Harri Pnk 2015 Unbalanced Regressions and the Predictive Equation by Daniela Osterrieder Daniel Ventosa-Santaulria J. Eduardo Vera-Valds 2015 Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions by Tim Bollerslev Andrew J. Patton Wenjing Wang 2015 Assessing Credit Default using Logistic Regression and Multiple Discriminant Analysis: Empirical Evidence from Bosnia and Herzegovina by Deni Memic 2015 A Volatility Analysis Of The Euro Currency And The Bond Market by POPOVICI, Oana Cristina 2015 Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns by CLIN, Adrian Cantemir 2015 The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012 by Alexandros M. Goulielmos 2015 Revisiting Empirical Linkages Between Direction Of Canadian Stock Price Index Movement And Oil Supply And Demand Stocks: Artificial Neural Networks And Support Vector Machines Approaches by ABDERRAZAK DHAOUI MOHAMMED AYDI RAJA OULED AHMED BEN ALI 2015 Review Of Garch Model Applicability In View Of Some Recent Research by KRZYSZTOF DRACHAL 2015 Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put options by Olivares Aguayo, Hctor Alonso Ortiz-Ramrez, Ambrosio Bucio Pacheco, Christian 2015 Anlisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y despus de la crisis subprime by Hernndez ngeles, Ignacio Lpez-Herrera, Francisco Hoyos Reyes, Luis Fernando 2015 La modelizacin de los cambios en la longevidad de la poblacin del Pas Vasco y su estimacin futura by Amaia Jone BETZUEN LVAREZ Amancio BETZUEN ZALBIDEGOITIA 2015 Conditional equity risk premia and realized variance jump risk by Zhanglong Wang Kent Wang Zheyao Pan 2015 Evolution of the Main Banking Sector Risks in Romania in the Last Decade by Dana Sisea Emilia Stoica Sandra Teodorescu 2015 A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series by Ana-Maria CALOMFIR (METESCU) 2015 Financial Market Reaction To Changes In The Volatilities Of Cds Returns by Gheorghe HURDUZEU Radu Cristian MUSETESCU Georgeta Madalina MEGHISAN 2015 Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index by Mine AKSOY Veysel ULUSOY 2015 ESTIMATING RISK ON THE CAPITAL MARKET WITH VaR METHOD by Bogdan, Sinisa Baresa, Suzana Ivanovic, Zoran 2015 The Fiscal And Financial Control Reform In Romania And Turkey: A Comparative Study by Luminia, IONESCU Sami, BUHUR 2015 Estimation of skill of Russian mutual fund managers by Parshakov, Petr 2015 Testing the Weak-Form Market Eficiency of the Euronext Wheat by Mihai Cristian Dinic Erica Cristina (Balea) Dinic 2015 Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes by Maciej Kostrzewski 2015 Vyuit modelu BGM pi zen rokovho rizika v eskm prosted v obdob po finann krizi by Dana Cchov Krlov 2015 Credit Value Adjustment and Economic Motivation to Trade on PXE by Igor Paholok 2015 Holliday Effect in Contemporary Capital Markets by Aurora Murgea 2015 January Effect and Market Conditions: a Case of Romania by Aurora Murgea 2015 Study Regarding The Profitability Indicators For The Romanian Companies Operating In The Tourism And Leisure Services Sector In The Period Of 2010-2013 by Droj Laurentiu 2015 Financial Bubbles: Mechanisms and Diagnostics by Sornette, Didier Cauwels, Peter 2015 Dynamics of Cluster Structures in Stock Market Networks by Kocheturov, A. Batsyn, M. Pardalos, P. 2015 Log-volatility enhanced GARCH models for single asset returns by Tomasz Skoczylas 2015 Media Content and Stock Returns: The Predictive Power of Press by Nicky J. Ferguson Dennis Philip Herbert Y. T. Lam Jie Michael Guo 2015 Notes on the2015 Finance Symposium by Alper Veli AM 2015 Small Vs Large Caps. Evidence From Developed And Emerging Stock Markets During Periods With And Without Financial Crisis, Small Vs Large Caps. Evidencia De Mercados Accionarios Desarrollados Y Emergentes En Periodos Con Vs Sin Crisis Financiera by Eduardo Sandoval 2015 Hedging Strategy Comparisons Of Volatility Index Options Using Diffusion Models by Jun-Biao Lin 2015 Time-Varying Stock Return Predictability: The Eurozone Case by Nuno Silva 2015 The equity risk premium: a review of models by Duarte, Fernando M. Rosa, Carlo 2015 Financial Engineering Versus Cancer by Neely, Christopher J. 2015 Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models by Chaker Aloui Hela BEN HAMIDA 2015 Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models by Levent Bulut 2015 The Structural Stability of a One-Day Risk Premium in View of the Recent Financial Crisis by Krzysztof DRACHAL 2015 An Actual Position Benchmark for Mexican Pension Funds Performance by scar V. De la Torre Torres. Evaristo Galeana Figueroa. Dora Aguilasocho Montoya. 2015 A Sharpe-ratio-based measure for currencies by Javier Prado-Dominguez Carlos Fernndez-Herriz 2015 The value relevance of risk disclosure in annual reports: Evidence from MENA emerging markets by Moumen, Njia Ben Othman, Hakim Hussainey, Khaled 2015 Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets by Vortelinos, Dimitrios I. 2015 Market-timing the business cycle by Pelez, Rolando F. 2015 Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets by Karagiannidis, Iordanis Sykes Wilford, D. 2015 Market risk of BRIC Eurobonds in the financial crisis period by Vortelinos, Dimitrios I. Lakshmi, Geeta 2015 The small-cap effect in the predictability of individual stock returns by Semenov, Andrei 2015 Managing extreme risk in some major stock markets: An extreme value approach by Karmakar, Madhusudan Shukla, Girja K. 2015 Islamic calendar anomalies: Evidence from Pakistani firm-level data by Halari, Anwar Tantisantiwong, Nongnuch Power, David. M. Helliar, Christine 2015 Asymmetric risk and return: Evidence from the Australian Stock Exchange by Vo, Minh Cohen, Michael Boulter, Terry 2015 Cojumps in Chinas spot and stock index futures markets by Wang, Hao Yue, Mengqi Zhao, Hua 2015 Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model by Dewandaru, Ginanjar Masih, Rumi Bacha, Obiyathulla Ismath Masih, A. Mansur. M. 2015 Do order imbalances predict Chinese stock returns New evidence from intraday data by Narayan, Paresh Kumar Narayan, Seema Westerlund, Joakim 2015 Forecasting copper futures volatility under model uncertainty by Li, Gang Li, Yong 2015 Intra-daily volatility spillovers in international stock markets by Golosnoy, Vasyl Gribisch, Bastian Liesenfeld, Roman 2015 Does realized skewness predict the cross-section of equity returns by Amaya, Diego Christoffersen, Peter Jacobs, Kris Vasquez, Aurelio 2015 The cross section of expected holding period returns and their dynamics: A present value approach by Lyle, Matthew R. Wang, Charles C. Y. 2015 Momentum has its moments by Barroso, Pedro Santa-Clara, Pedro 2015 A comparison of Expected Shortfall estimation models by Righi, Marcelo Brutti Ceretta, Paulo Sergio 2015 Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders by Kaizoji, Taisei Leiss, Matthias Saichev, Alexander Sornette, Didier 2015 Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH by Dark, Jonathan 2015 Are classical option pricing models consistent with observed option second-order moments Evidence from high-frequency data by Audrino, Francesco Fengler, Matthias R. 2015 Modeling interest rate volatility: A Realized GARCH approach by Tian, Shuairu Hamori, Shigeyuki 2015 Stock market volatility: Identifying major drivers and the nature of their impact by Mittnik, Stefan Robinzonov, Nikolay Spindler, Martin 2015 Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes by Gresnigt, Francine Kole, Erik Franses, Philip Hans 2015 Variable selection and corporate bankruptcy forecasts by Tian, Shaonan Yu, Yan Guo, Hui 2015 Why do options prices predict stock returns Evidence from analyst tipping by Lin, Tse-Chun Lu, Xiaolong 2015 Robustness of distance-to-default by Jessen, Cathrine Lando, David 2015 The prediction of fund failure through performance diagnostics by Cogneau, Philippe Hbner, Georges 2015 In short supply: Short-sellers and stock returns by Beneish, M. D. Lee, C. M.C. Nichols, D. C. 2015 Arbitrage opportunities and feedback trading in emissions and energy markets by Chau, Frankie Kuo, Jing-Ming Shi, Yukun 2015 A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices by Jammazi, Rania Lahiani, Amine Nguyen, Duc Khuong 2015 Nonparametric prediction of stock returns based on yearly data: The long-term view by Scholz, Michael Nielsen, Jens Perch Sperlich, Stefan 2015 A tracking error approach to leveraged ETFs: Are they really that bad by Bansal, Vipul K. Marshall, John F. 2015 Illiquidity and risk of commercial timberland assets in the United States by Mei, Bin 2015 Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley by Ballestra, Luca Vincenzo Cecere, Liliana 2015 What drives gold returns A decision tree analysis by Malliaris, A. G. Malliaris, Mary 2015 A simple model of market valuation and trend reversion for U. S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles by Godek, Paul E. 2015 Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators by Wu, Shue-Jen Lee, Wei-Ming 2015 Predicting the equity premium with the demand for gold coins and bars by Baur, Dirk G. Lffler, Gunter 2015 Strategic coordination in forecasting An experimental study by Meub, Lukas Proeger, Till Bizer, Kilian Spiwoks, Markus 2015 Stochastic volatility and leverage: Application to a panel of SP500 stocks by Ozturk, Serda Selin Richard, Jean-Francois 2015 A common jump factor stochastic volatility model by Laurini, Mrcio Poletti Mauad, Roberto Baltieri 2015 US bank holding companies: Structure of activities and performance through the cycles by Albert, Stphane 2015 A review of the literature on methods of computing the implied cost of capital by Echterling, F. Eierle, B. Ketterer, S. 2015 Can security analyst forecasts predict gold returns by Mihaylov, George Cheong, Chee Seng Zurbruegg, Ralf 2015 On the efficiency of the global gold markets by Ntim, Collins G. English, John Nwachukwu, Jacinta Wang, Yan 2015 Stock return forecasting: Some new evidence by Phan, Dinh Hoang Bach Sharma, Susan Sunila Narayan, Paresh Kumar 2015 Impact of allowance submissions in European carbon emission markets by Philip, Dennis Shi, Yukun 2015 Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets by Ziel, Florian Steinert, Rick Husmann, Sven 2015 A unit root model for trending time-series energy variables by Narayan, Paresh Kumar Liu, Ruipeng 2015 A novel hybrid method for crude oil price forecasting by Zhang, Jin-Liang Zhang, Yue-Jun Zhang, Lu 2015 Expected commodity returns and pricing models by Cortazar, Gonzalo Kovacevic, Ivo Schwartz, Eduardo S. 2015 Has oil price predicted stock returns for over a century by Narayan, Paresh Kumar Gupta, Rangan 2015 Efficient modeling and forecasting of electricity spot prices by Ziel, Florian Steinert, Rick Husmann, Sven 2015 A spot-forward model for electricity prices with regime shifts by Paraschiv, Florentina Fleten, Stein-Erik Schrle, Michael 2015 Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices by He, Ling T. Casey, K. M. 2015 Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices by Wu, Feng Myers, Robert J. Guan, Zhengfei Wang, Zhiguang 2015 Beta vs. characteristics: Comparison of risk model performances by Kim, Daehwan 2015 Macro variables and the components of stock returns by Maio, Paulo Philip, Dennis 2015 Detecting abnormal trading activities in option markets by Chesney, Marc Crameri, Remo Mancini, Loriano 2015 The dynamics of squared returns under contemporaneous aggregation of GARCH models by Jondeau, Eric 2015 The frequency of regime switching in financial market volatility by BenSada, Ahmed 2015 Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting by Berens, Tobias Wei, Gregor N. F. Wied, Dominik 2015 ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models by Creel, Michael Kristensen, Dennis 2015 Time-variations in commodity price jumps by Diewald, Laszlo Prokopczuk, Marcel Wese Simen, Chardin 2015 Heuristic learning in intraday trading under uncertainty by Bekiros, Stelios D. 2015 Are the KOSPI 200 implied volatilities useful in value-at-risk models by Kim, Jun Sik Ryu, Doojin 2015 Prediction of Lvy-driven CARMA processes by Brockwell, Peter J. Lindner, Alexander 2015 Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance by Asai, Manabu McAleer, Michael 2015 Frontiers in Time Series and Financial Econometrics: An overview by Ling, Shiqing McAleer, Michael Tong, Howell 2015 COMFORT: A common market factor non-Gaussian returns model by Paolella, Marc S. Polak, Pawe 2015 A stochastic dominance approach to financial risk management strategies by Chang, Chia-Lin Jimnez-Martn, Juan-ngel Maasoumi, Esfandiar Prez-Amaral, Teodosio 2015 What is the chance that the equity premium varies over time Evidence from regressions on the dividend-price ratio by Wachter, Jessica A. Warusawitharana, Missaka 2015 Bad environments, good environments: A non-Gaussian asymmetric volatility model by Bekaert, Geert Engstrom, Eric Ermolov, Andrey 2015 The variance risk premium and fundamental uncertainty by Conrad, Christian Loch, Karin 2015 Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach by Bekiros, Stelios Gupta, Rangan 2015 Prediction bias correction for dynamic term structure models by Raviv, Eran 2015 The term structure of implied dividend yields and expected returns by Bilson, John F. O. Kang, Sang Baum Luo, Hong 2015 To sigmoid-based functional description of the volatility smile by Itkin, Andrey 2015 A calibration procedure for analyzing stock price dynamics in an agent-based framework by Recchioni, Maria Cristina Tedeschi, Gabriele Gallegati, Mauro 2015 The dynamics of the leverage cycle by Aymanns, Christoph Farmer, J. Doyne 2015 Corporate social responsibility, stakeholder risk, and idiosyncratic volatility by Becchetti, Leonardo Ciciretti, Rocco Hasan, Iftekhar 2015 Fiscal Deficits and Economic Growth in Nigeria: A Chow Test Approach by Greg Ekpung Edame Okoiarikpo Benjamin Okoi 2015 A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm by Fethi Belhaj Ezzeddine Abaoub 2015 Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan by Alaaeddin Al-Tarawneh Mohmmad Khataybeh 2015 An Analysis on The Socio-Economic and Demographic Factors That Have an Effect on The Risk Taking Preferences of Personal Investors by Fatih B. GUMUS Yusuf DAYIOGLU 2015 Effectiveness of technical analysis indicators over stock return: A Panel Data Approach by Kutluk Kaan SMER 2015 Analysis of the evolution of sovereign bond yields by wavelet techniques by David Chinarro Eduardo Martnez Simn J. Sosvilla 2015 Factores determinantes del salario del sector privado en el Ecuador para el ao 2014: un caso de estudio en la ciudad de Guayaquil by Manuel A. Zambrano-Monserrate Daniel A. Sanchez-Loor 2015 Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts by Ewa Ratuszny 2015 Comparative analysis of mature and emerging markets stock market indices using Hurst exponents by Agnieszka Kapecka 2015 Leverage, Risk and Regulatory Capital in Latin American Banks by Gabriel Moreno 2015 The Mishkin Test: An Analysis Of Model Extensions by Diana MURESAN 2015 Modelling The Guarantee Liability Under Unit-Linked Contracts by Cristina CIUMA Diana-Maria CHI 2015 Portfolio Optimisation and Endogenous Rebalancing Methods by Guilherme Demos Thomas Pires Guilherme Valle Moura 2015 Selection of optimal portfolios under norm constraints in the allocation vectors: an empirical evaluation with data from BMFBovespa by Paulo Ferreira Naibert Joo Caldeira 2015 Sell-side analysts make good predictions in Brazil by Melquiades Pereira Lima Vinicio de Souza Almeida 2015 Do Brazilian mutual stock fund managers have sufficient skill by Paulo Rogrio Faustino Matos Wandermon Silva Felipe Silva 2015 Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models by Fernanda Maria Muller Fbio Mariano Bayer 2015 Study Regarding The Markowitz Model Of Portfolio Selection by BALTES Nicolae DRAGOE Alexandra-Gabriela-Maria 2015 Some Points Of View Regarding The Definitions Of The Concepts Of Explanation, Understanding And Causality In The Social Sciences by MOROSAN Adrian 2015 Banking contagion under different exchange rate regimes in CEE by Gbor Kutasi 2015 Income Contingent Repayment Scheme for Non-Performing Mortgage Loans in Hungary by Edina Berlinger Gyrgy Walter 2014 The effects of a low interest rate environment on life insurers by Berdin, Elia Grndl, Helmut 2014 Has Oil Pirce Predicted Stock Returns for Over a Century by Paresh K. Narayan Rangan Gupta 2014 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium by Goodness C. Aye Frederick W. Deale Rangan Gupta 2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching by Adnen Ben Nasr Thomas Lux Ahdi N. Ajmi Rangan Gupta 2014 Post-crisis Fiscal Policy by 2014 Stress testing and financial risks by Koliai, Lyes 2014 Frais, performance et risque des fonds dinvestissement islamiques et conventionnels. une approche thorique et empirique by Mehri, Meryem 2014 Figures that Matter in Cash Flows Forecast by Anamaria CIOBANU 2014 Valuacin de opciones europeas sobre AMX-L, WALMEX-V y GMEXICO-B. Calibracin de parmetros de volatilidad estocstica con funciones cuadrticas de prdida by Ortiz-Ramrez, Ambrosio. Venegas-Martnez, Francisco. Durn-Bustamante, Mario. 2014 The effects of a low interest rate environment on life insurers by Berdin, Elia Grndl, Helmut 2014 Heterogeneous forecasters and nonlinear expectation formation in the US stock market by Pierdzioch, Christian Reitz, Stefan Ruelke, Jan-Christoph 2014 A calibration procedure for analyzing stock price dynamics in an agent-based framework by Recchioni, Maria Cristina Tedeschi, Gabriele Gallegati, Mauro 2014 Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility by ike, Filip Barunk, Jozef 2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching by Ben Nasr, Adnen Lux, Thomas Ajmi, Ahdi Noomen Gupta, Rangan 2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U. S. Stock Market by Pierdzioch, Christian Reitz, Stefan Ruelke, Jan-Christoph 2014 Last Success Problem: Decision Rule and Application by Kohn, Wolfgang 2014 Stop Waiting Problem: Decision Rule with function and Application with Share Prices by Kohn, Wolfgang 2014 Emotions-at-risk: An experimental investigation into emotions, option prices and risk perception by Bosman, Ronald Krussl, Roman van Galen, Thomas 2014 Risk-adjusted option-implied moments by Brinkmann, Felix Korn, Olaf 2014 Forward-looking measures of higher-order dependencies with an application to portfolio selection by Brinkmann, Felix Kempf, Alexander Korn, Olaf 2014 Portfolio optimization using forward-looking information by Kempf, Alexander Korn, Olaf Saning, Sven 2014 Strategic coordination in forecasting: An experimental study by Bizer, Kilian Meub, Lukas Proeger, Till Spiwoks, Markus 2014 Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching by Nasr, Adnen Ben Lux, Thomas Ajm, Ahdi Noomen Gupta, Rangan 2014 How is the low-interest-rate environment affecting the solvency of German life insurers by Kablau, Anke Wei, Matthias 2014 Wie wirkt sich das Niedrigzinsumfeld auf die Solvabilitt der deutschen Lebensversicherer aus by Kablau, Anke Wei, Matthias 2014 Volatility as a new class of assets The advantages of using volatility index futures in investment strategies by Juliusz Jabecki Ryszard Kokoszczyski Pawe Sakowski Robert lepaczuk Piotr Wjcik 2014 Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection by Florian Mueller 2014 Sparse Graphical Vector Autoregression: A Bayesian Approach by Roberto Casarin Daniel Felix Ahelegbey Monica Billio 2014 A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities by Roberto Casarin Fabrizio Leisen German Molina Enrique Ter Horst 2014 Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability by Buncic, Daniel Piras, Gion Donat 2014 Forecasting Copper Prices with Dynamic Averaging and Selection Models by Buncic, Daniel Moretto, Carlo 2014 Forecasting Realized Volatility Using Subsample Averaging by Tae-Hwy Lee Huiyu Huang 2014 Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints by Tae-Hwy Lee Yundong Tu Aman Ullah 2014 Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting by Tae-Hwy Lee Yundong Tu Aman Ullah 2014 Linking the problems of estimating and allocating unconditional capital by Alejandro Ferrer Prez Jos Casals Carro Sonia Sotoca Lpez 2014 A Stochastic Dominance Approach to Financial Risk Management Strategies by Chia-Lin Chang Juan-ngel Jimnez-Martn Esfandiar Maasoumi Teodosio Prez Amaral 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance by Manabu Asai Michael McAleer 2014 Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities by Anne Opschoor Dick van Dijk Michel van der Wel 2014 Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes by Francine Gresnigt Erik Kole Philip Hans Franses 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices by Lukasz Gatarek Lennart Hoogerheide Herman K. van Dijk 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance by Manabu Asai Michael McAleer 2014 Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector by Nils Wittmann Eppinger Marcus 2014 Should a skeptical portfolio insurer use an optimal or a risk-based multiplier by Maxime Bonelli Daniel Mantilla-Garcia 2014 Exponential Smoothing, Long Memory and Volatility Prediction by Tommaso Proietti 2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis by Leonardo Becchetti Rocco Ciciretti Ambrogio Dal Stefano Herzel 2014 Maximum entropy estimator for the predictability of energy commodity market time series by Francesco Benedetto Gaetano Giunta Loretta Mastroeni 2014 A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries by Albu, Lucian Liviu Lupu, Radu Calin, Cantemir 2014 Exchange Rate Predictability in a Changing World by Joseph P. Byrne Dimitris Korobilis Pinho J. Ribeiro 2014 Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk by Jiahan Li Ilias Tsiakas Wei Wang 2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis by Leonardo Becchetti Rocco Ciciretti Ambrogio Dalo Stefano Herzel 2014 Foreign Exchange Risk and the Predictability of Carry Trade Returns by Gino Cenedese Lucio Sarno Ilias Tsiakas 2014 How Does the Market Variance Risk Premium Vary over Time Evidence from SP 500 Variance Swap Investment Returns by Eirini Konstantinidi George Skiadopoulos 2014 Predictive ability of three different estimates of cay to excess stock returns - A comparative study Germany U. S - by Emara, Noha 2014 Predictive ability of three different estimates of cay to excess stock returns - A comparative study South Africa U. S. - by Emara, Noha 2014 Predicting the direction of US stock markets using industry returns by Pnk, Harri 2014 by Sinchugova, Regina 2014 On the Bank Stocks Return and Volatility: Tale of a South Asian Economy by Shahzad, Syed Jawad Hussain Zakaria, Muhammad Raza, Naveed Ali, Sajid 2014 Bayesian Semiparametric Modeling of Realized Covariance Matrices by Jin, Xin Maheu, John M 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets by Ledenyov, Dimitri O. Ledenyov, Viktor O. 2014 Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009 by Mynhardt, H. R. Plastun, Alex Makarenko, Inna 2014 Rescate y costos del riesgo financiero by Estrada, Fernando 2014 Predictable markets A news-driven model of the stock market by Gusev, Maxim Kroujiline, Dimitri Govorkov, Boris Sharov, Sergey V. Ushanov, Dmitry Zhilyaev, Maxim 2014 Financial crisis in The Arcades Project of Walter Benjamin by Estrada, Fernando 2014 Multi-jumps by Caporin, Massimiliano Kolokolov, Aleksey Ren, Roberto 2014 Euro Exchange Rate Forecasting with Differential Neural Networks with an Extended Tracking Procedure by Ortiz-Arango, Francisco Cabrera-Llanos, Agustn I. Venegas-Martnez, Francisco 2014 Exponential Smoothing, Long Memory and Volatility Prediction by Proietti, Tommaso 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets by Ledenyov, Dimitri O. Ledenyov, Viktor O. 2014 Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model by Dewandaru, Ginanjar Masih, Rumi Bacha, Obiyathulla Masih, A. Mansur M. 2014 Forecasting conditional volatility on the RIN market using MS GARCH model by Kakorina, Ekaterina 2014 Predictive Power of Aggregate Short Interest by Yu, Eric Jinsan 2014 Capital Asset Pricing Model and Stochastic Volatility: A Case study of India by Fung, Ka Wai Terence Demir, Ender Zhou, Lu 2014 Systemic Liquidity Crisis with Dynamic Haircuts by Sever, Can 2014 Anlisis comparativo de modelos para estimar la distribucin de la volatilidad de series financieras de rendimientos by Grajales Correa, Carlos Alexander Prez Ramrez, Fredy Ocaris Venegas-Martnez, Francisco 2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities by Ledenyov, Dimitri O. Ledenyov, Viktor O. 2014 Exchange Rate Predictability in a Changing World by Byrne, Joseph P Korobilis, Dimitris Ribeiro, Pinho J 2014 Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models by Demiralay, Sercan Ulusoy, Veysel 2014 Factor High-Frequency Based Volatility (HEAVY) Models by Kevin Sheppard 2014 Four Centuries of Return Predictability by Benjamin Golez Peter Koudijs 2014 Growth Expectations, Dividend Yields, and Future Stock Returns by Zhi Da Ravi Jagannathan Jianfeng Shen 2014 Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 by Oliver D. Bunn Robert J. Shiller 2014 Risk Appetite in Practice: Vulgaris Mathematica by Bertrand K Hassani 2014 Portfolio management of mixed-species forests by Marielle Brunette Arnaud Dragicevic Jonathan Lenglet Alexandra Niedzwiedz Vincent Badeau Jean-Luc Dupouey 2014 The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses by Ralf Brggemann Markus Glaser Stefan Schaarschmidt Sandra Stankiewicz 2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U. S. Stock Market by Christian Pierdzioch Stefan Reitz Jan-Christoph Ruelke 2014 A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market by Pyo, Dong-Jin 2014 Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U. S. Equity Premium by Rangan Gupta Shawkat Hammoudeh Mampho P. Modise Duc Khuong Nguyen 2014 Predicting and Capitalizing on Stock Market Bears in the U. S by Bertrand Candelon Jameel Ahmed Stefan Straetmans 2014 Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory by Walid Chkili Shawkat Hammoudeh Duc Khuong Nguyen 2014 A fear index to predict oil futures returns by Julien Chevallier Benoit Sevi 2014 Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory by Walid Chkili Shawkat Hammoudeh Duc Khuong Nguyen 2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching by Adnen Ben Nasr Thomas Lux Ahdi Noomen Ajmi Rangan Gupta 2014 Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation by Dorra Najar 2014 The imprecision of volatility indexes by Rohini Grover Ajay Shah 2014 Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models by Thijs Benschopa Brenda Lpez Cabrera 2014 Adaptive Order Flow Forecasting with Multiplicative Error Models by Wolfgang Karl Hrdle Andrija Mihoci Christopher Hian-Ann Ting 2014 On Linearity Of Transaction Costs In Order Driven Market by Nikolay A. Andreev 2014 The Fluke Of Stochastic Volatility Versus Garch Inevitability. Which Model Creates Better Forecasts by Valeria V. Lakshina 2014 The Effectiveness Of Different Trading Strategies For Price-Takers by Liudmila G. Egorova 2014 Asymmetric exchange-rate exposure in BRIC countries by Dranev Yury Maxim Babushkin 2014 Money management with optimal stopping of losses for maximizing the returns of futures trading by Lundstrm, Christian 2014 The Effects of Monetary Policy on Mortgage Rates by Saty Patrabansh William M. Doerner Samuel Asin 2014 Exchange Rate Predictability in a Changing World by Joseph P. Byrne Dimitris Korobilis Pinho J. Ribeiro 2014 Option-implied term structures by Vogt, Erik 2014 Simple and reliable way to compute option-based risk-neutral distributions by Malz, Allan M. 2014 Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model by Hirtle, Beverly Kovner, Anna Vickery, James Bhanot, Meru 2014 Mandatory Disclosure and Financial Contagion by Alvarez, Fernando Barlevy, Gadi 2014 Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations by Lansing, Kevin J. Ma, Jun 2014 Economic Financial Highlights Economists Inflation Project Publications Research Centers Seminars Small Business Focus The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities by Adelino, Manuel Frame, W. Scott Gerardi, Kristopher S. 2014 Estimation of Long Memory in Volatility Using Wavelets by Jozef Barunk Lucie Kraicov 2014 Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets volatility by Jozef Barunik Tom Krehlik 2014 In Short Supply: Short-Sellers and Stock Returns by Beneish, M. D. Lee, C. M. C. Nichols, D. C. 2014 Short-Term Price Overreaction: Identification, Testing, Exploitation by Guglielmo Maria Caporale Luis Gil-Alana Alex Plastun 2014 Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles by Helmut Herwartz Konstantin A. Kholodilin 2014 John Does Old-Age Provision: Dollar Cost Averaging and Time Diversification by Dirk Ulbricht 2014 Outliers in multivariate Garch models by Veiga, Helena Martn-Barragn, Beln Gran, Aurea 2014 Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception by Roman Krussl Ronald Bosman Thomas van Galen 2014 Forecasting Exchange Rates under Model and Parameter Uncertainty by Joscha Beckmann Rainer Schssler 2014 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates by Carriero, Andrea Clark, Todd Marcellino, Massimiliano 2014 Bond Return Predictability: Economic Value and Links to the Macroeconomy by Gargano, Antonio Pettenuzzo, Davide Timmermann, Allan G 2014 Estimation and empirical performance of non-scalar dynamic conditional correlation models by BAUWENS, Luc GRIGORYEVA, Lyudmila ORTEGA, Juan-Pablo 2014 La Administracin Cuantitativa del Riesgo Financiero en la provisin de un Plan de Salud by Carlos Castro Iragorri 2014 Las acciones como activo de reserva para el Banco de la Repblica by Mario Alejandro Acosta R. 2014 Short-Term Price Overreactions: Identification, Testing, Exploitation by Guglielmo Maria Caporale Luis A. Gil-Alana Alex Plastun 2014 Jump Processes in Natural Gas Markets by Charles F. Mason Neil Wilmot 2014 Sand in the Wheels or Wheels in the Sand Tobin Taxes and Market Crashes by Hynek Lavicka Tomas Lichard Jan Novotny 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance by Manabu Asai Michael McAleer 2014 Budgetary Estimates for the Single-Family Mortgage Guarantee Program of the Federal Housing Administration by Congressional Budget Office 2014 A Compound Multifractal Model for High-Frequency Asset Returns by Eric M. Aldrich Indra Heckenbach Gregory Laughlin 2014 Bond Return Predictability: Economic Value and Links to the Macroeconomy by Davide Pettenuzzo Antonio Gargano Allan Timmermann 2014 Bond Return Predictability: Economic Value and Links to the Macroeconomy by Davide Pettenuzzo Antonio Gargano Allan Timmermann 2014 On corporate financial distress prediction: what can we learn from private firms in a small open economy by Evangelos C. Charalambakis 2014 Endogenous Derivative Networks by Vuillemey, G. Breton, R. 2014 Two EGARCH models and one fat tail by Michele Caivano Andrew Harvey 2014 Time series models with an EGB2 conditional distribution by Michele Caivano Andrew Harvey 2014 Predicting Financial Stress Events: A Signal Extraction Approach by Ian Christensen Fuchun Li 2014 Statistical Modeling of Stock Returns: Explanatory or Descriptive A Historical Survey with Some Methodological Reflections by Phoebe Koundouri Nikolaos Kourogenis Nikitas Pittis 2014 Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the SP 500 by Massimiliano Caporin Luca Corazzini Michele Costola 2014 ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models by Michael Creel Dennis Kristensen 2014 Logra el modelo de Heston captar la dinmica de la volatilidad en los mercados de opciones sobre divisas mejor que el modelo de Garman y Kohlhagen Un anlisis para opciones sobre USD/EUR y PEN/USD by Marina Pando Melissa Villanueva 2014 A Comparion of the Performances of Type A Mutual Funds Before and After 2008 Global Economic Crisis in Turkey by Bai, Eref Sava Memi, Fatih 2014 How Are Interbank and Sovereign Debt Markets Linked Evidence from 14 OECD Countries, the Euro Area and Russia by Mikhail Stolbov 2014 A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe by LUPU, Radu CALIN, Adrian Cantemir 2014 The Impact Of Demographic Changes On The Pension System Financing Sustainability In The Federation Of Bosnia And Herzegovina by Slavko Vukic Danijel Knezevic 2014 RD Subsidies and Company Performance: Evidence from Geographic Variation in Government Funding Based on the ERDF Population-Density Rule by Elias Eini 2014 Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects by Andrey KUDRYAVTSEV Shosh SHAHRABANI Aviad DIDI Eyal GESUNDHEIT 2014 Analysis Of Non Performing Loan And Capital Adequacy Ratio Among Chinese Banks In The Postreform Period In China by Mei CAI Zhonglin HUANG 2014 Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects by Andrey KUDRYAVTSEV Shosh SHAHRABANI Aviad DIDI Eyal GESUNDHEIT 2014 Aplicacin de Anlisis Multifractal de Exponentes de Hlder en Mercados Financieros Mexicanos: ndice accionario IPC y tipo de cambio USD/MXN / A Multifractal Analysis Application of Hlder Exponents in Mexican Financial Markets: Mexican Stock Index and Foreign Exchange USD/MXN by Rendn De la Torre, Stephanie 2014 Obtaining and Predicting the Bounds of Realized Correlations by Lidan Grossmass 2014 Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns by Radu Lupu 2014 Increasing Financial Audit Quality Using A New Model To Estimate Financial Performance by Iulian Viorel Brasoveanu Florin Dobre Laura Brad 2014 Dynamic estimation of an interest rate structure in Colombia. Empirical analysis using the Kalman filter by Maldonado, Rogelio Zapata, Natalia Pantoja, Javier 2014 The Impact of Central Bank Interest Rate Releases on Financial Markets by Soylu, Neilan Korkmaz, Turhan evik, Emrah smail 2014 Comparison of Value at Risk Calculation Models in Terms of Banks Capital Adequacy Ratio by Bostanc, Ahmet Korkmaz, Turhan 2014 Is it possible to break the curse of dimensionality Spatial specifications of multivariate volatility models by Lakshina, Valeriya 2014 A Partial Equilibrium Model of the Convenience Yield Risk Premium of Storable Commodities by Vincent Lacoste Pierre Six 2014 An Experimental Study of Overconfidence in Accounting Numbers Predictions by Sasson Bar-Yosef Itzhak Venezia 2014 The Use Of Discriminant Analysis To Predict The Bankruptcy Of Companies Listed On The Newconnect Market by Magdalena Mosionek-Schweda 2014 Modelling of football companies rates of return according to sport results and bookmakers expectations on the example of serie A by Sebastian Majewski 2014 The analysis of ranges of variability of selected ratios from a group of assets productivity ratios three years before the declaration of bankruptcy by companies in Poland by Pawel Antonowicz 2014 Financial Indicators For The Romanian Companies Between Eligibility And Bankability Of Eu Financed Projects by Droj Laurentiu 2014 Aggregate Rating Model In The Tourism Industry by Maris Angela Andone Diana Csegedi Sandor Gaban Lucian 2014 Pricing And Assessing Unit-Linked Insurance Contracts With Investment Guarantees by Ciumas Cristina Chis Diana-Maria 2014 Modalities Of Financial Structure Analysis In Romanian Entities In The Post Crisis Era by Batrancea Ioan Andone Diana Csegedi sandor Gaban Lucian 2014 Backtesting Value At Risk Models In The Presence Of Structural Break On The Romanian And Hungarian Stock Markets by Cociuba Mihail Ioan Zapodeanu Daniela Kulcsar Edina 2014 An Empirical Analysis on Credit Risk Models and its Application by Joocheol Kim Eunhwan Kim 2014 Efficiency measurement in Turkish manufacturing sector using Data Envelopment Analysis (DEA) and Artificial Neural Networks (ANN) by mer Akgbek Emre Yakut 2014 Determinants of Bank Profitability in Turkey: An Empirical Analysis on Types of Banking from 2002 to 2012 by Eref Sava BAI znur SAKIN 2014 Testing the Market Model A Case Study of Fondul Proprietatea (FP) by Sorin Claudiu Radu 2014 Global financial crisis and contagion: evidence for the Ebrici economies by Krishna Reddy Chittedi 2014 Does Human Psychology Drive Financial Markets Evidence from International Markets by Abderrazak Dhaoui Naceur Khraief 2014 Forecasting Volatility: Evidence from the Bucharest Stock Exchange by Erginbay UGURLU 2014 A Comparison of the Performances of Type A Mutual Funds Before And After 2008 Global Economic Crisis in Turkey by Esref Savas BASCI Fatih MEMIS 2014 Operational Risk Estimation Uncertainty On Environment: A Case Study, Estimacion Del Riesgo Operativo Bajo Ambiente De Incertidumbre: Estudio De Caso by Jorge A. Restrepo M Santiago Medina H 2014 Zero-Cost Collar Strategy For Chilean Exporters: Black-Scholes Valuation Vs Monte Carlo Simulations, Estrategia Collar Costo Cero Para Exportadores Chilenos. Valuacion De Black-Scholes Vs Simulaciones De Montecarlo by Eduardo Sandoval Paula Urrutia 2014 Modeling Risk Convergence for European Financial Markets by Radu Lupu Adrian Cantemir Calin Iulia Lupu Oana Cristina Popovici 2014 Uretim Isletmelerinde Firma Karliliginin Finansal Belirleyicileri ve BIST Imalat Sanayi Uygulamasi by Ozge KORKMAZ Suleyman Serdar KARACA 2014 The output gap and expected security returns by Biswas, Anindya 2014 The predictability of aggregate returns on commodity futures by Lutzenberger, Fabian T. 2014 Non-parametric analysis of equity arbitrage by Vortelinos, Dimitrios I. 2014 A new approach to model and forecast volatility based on extreme value of asset prices by Kumar, Dilip Maheswaran, S. 2014 How profitable is the Indian stock market by Narayan, Paresh Kumar Ahmed, Huson Ali Sharma, Susan Sunila K. P. Prabheesh 2014 Stock returns, mutual fund flows and spillover shocks by Narayan, Paresh Kumar Narayan, Seema K. P, Prabheesh 2014 Are Japanese short sellers information detectives by Lee, Bong-Soo Ko, Kwangsoo 2014 Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market by Jordan, Steven J. Vivian, Andrew Wohar, Mark E. 2014 Disagreement and asset prices by Carlin, Bruce I. Longstaff, Francis A. Matoba, Kyle 2014 Composition of wealth, conditioning information, and the cross-section of stock returns by Roussanov, Nikolai 2014 Second-order beliefs and the individual investor by Egan, Daniel Merkle, Christoph Weber, Martin 2014 Forecasting US recessions: The role of sentiment by Christiansen, Charlotte Eriksen, Jonas Nygaard Mller, Stig Vinther 2014 Semiparametric estimation of multi-asset portfolio tail risk by Dias, Alexandra 2014 Interest rate forecasts, state price densities and risk premium from Euribor options by Ivanova, Vesela Puigvert Gutirrez, Josep Maria 2014 Can we forecast the implied volatility surface dynamics of equity options Predictability and economic value tests by Bernales, Alejandro Guidolin, Massimo 2014 Long-term U. S. infrastructure returns and portfolio selection by Bianchi, Robert J. Bornholt, Graham Drew, Michael E. Howard, Michael F. 2014 Foreign exchange risk and the predictability of carry trade returns by Cenedese, Gino Sarno, Lucio Tsiakas, Ilias 2014 Investor sentiment and return predictability of disagreement by Kim, Jun Sik Ryu, Doojin Seo, Sung Won 2014 Contrarian flows, consumption and expected stock returns by Zhang, Yuzhao 2014 Investor attention, index performance, and return predictability by Vozlyublennaia, Nadia 2014 An analysis of price discovery from panel data models of CDS and equity returns by Narayan, Paresh Kumar Sharma, Susan Sunila Thuraisamy, Kannan Sivananthan 2014 Loss given default for leasing: Parametric and nonparametric estimations by Hartmann-Wendels, Thomas Miller, Patrick Tws, Eugen 2014 The empirical similarity approach for volatility prediction by Golosnoy, Vasyl Hamid, Alain Okhrin, Yarema 2014 The importance of the volatility risk premium for volatility forecasting by Prokopczuk, Marcel Wese Simen, Chardin 2014 Default prediction with dynamic sectoral and macroeconomic frailties by Chen, Peimin Wu, Chunchi 2014 Ultimate recovery mixtures by Altman, Edward I. Kalotay, Egon A. 2014 Dynamic prediction of hedge fund survival in crisis-prone financial markets by Lee, Hee Soo Kim, Tae Yoon 2014 Stock market efficiency and international shipping-market information by Alizadeh, Amir H. Muradoglu, Gulnur 2014 The interactions between China and US stock markets: New perspectives by Ye, George L. 2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises by Caporin, Massimiliano Jimenez-Martin, Juan-Angel Gonzalez-Serrano, Lydia 2014 Predicting financial stress events: A signal extraction approach by Christensen, Ian Li, Fuchun 2014 Reflecting on the VPIN dispute by Andersen, Torben G. Bondarenko, Oleg 2014 VPIN and the flash crash by Andersen, Torben G. Bondarenko, Oleg 2014 Optimal portfolio choice for investors with industry-specific labor income risks by Tsai, Hui-Ju Wu, Yangru 2014 Shortage function and portfolio selection: On some special cases and extensions by Briec, Walter Oms, Laurence Paget-Blanc, Eric 2014 Are stock markets really so inefficient The case of the Halloween Indicator by Dichtl, Hubert Drobetz, Wolfgang 2014 Are CDS spreads predictable An analysis of linear and non-linear forecasting models by Avino, Davide Nneji, Ogonna 2014 Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets by Liu, Lu 2014 The volatility-confined LPPL model: A consistent model of explosive financial bubbles with mean-reverting residuals by Lin, L. Ren, R. E. Sornette, D. 2014 Hedging crude oil using refined product: A regime switching asymmetric DCC approach by Pan, Zhiyuan Wang, Yudong Yang, Li 2014 Modeling the daily electricity price volatility with realized measures by Frmmel, Michael Han, Xing Kratochvil, Stepan 2014 Forecasting energy markets using support vector machines by Papadimitriou, Theophilos Gogas, Periklis Stathakis, Efthimios 2014 The switching relationship between natural gas and crude oil prices by Brigida, Matthew 2014 Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory by Chkili, Walid Hammoudeh, Shawkat Nguyen, Duc Khuong 2014 Predicting volatility and correlations with Financial Conditions Indexes by Opschoor, Anne van Dijk, Dick van der Wel, Michel 2014 VaR performance during the subprime and sovereign debt crises: An application to emerging markets by Del Brio, Esther B. Mora-Valencia, Andrs Perote, Javier 2014 How to foresee banking crises A survey of the empirical literature by Kauko, Karlo 2014 Firms fundamentals, macroeconomic variables and quarterly stock prices in the US by Bhargava, Alok 2014 The nonlinear price dynamics of U. S. equity ETFs by Caginalp, Gunduz DeSantis, Mark Sayrak, Akin 2014 Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting by Lee, Tae-Hwy Tu, Yundong Ullah, Aman 2014 Are lifecycle funds appropriate as default options in participant-directed retirement plans by Basu, Anup K. Chen, En Te Clements, Adam 2014 Non-linear volatility dynamics and risk management of precious metals by Demiralay, Sercan Ulusoy, Veysel 2014 The asymmetric predictability of high-yield bonds by Zhang, Tai-Wei Wu, Wei-Hwa 2014 The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range by Todorova, Neda Souek, Michael 2014 Quadratic hedging schemes for non-Gaussian GARCH models by Badescu, Alexandru Elliott, Robert J. Ortega, Juan-Pablo 2014 Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors by Lee, Yongwoong Poon, Ser-Huang 2014 Uluslararas Portfy Ynetiminde Rejim Geiken Karar Destek Modelleri: Gelimekte Olan Menkul Kymet Piyasalar zerine Bir Uygulama by Kadir Tuna Mehmet Tuna Alper Ozun 2014 Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market by Mesut BALLIBEY Serpil TRKYILMAZ 2014 Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models by Serpil TURKYILMAZ Mesut BALIBEY 2014 Long Memory Analysis: An Empirical Investigation by Rafik Nazarian Esmaeil Naderi Nadiya G. Alikhani Ashkan Amiri 2014 Real output costs of financial crises: A loss distribution approach by Daniel Kapp Marco Vega 2014 The Influence of Data Imputation Methods on the Classification Efficiency of the Logit Model Used for Forecasting the Bankruptcy of Companies by Dorota Ewa Grochowina 2014 Impact of the Fundamental Analysis on the Financial Decision Support Systems Efficiency by Przemyslaw Krzysztof Juszczuk 2014 Valoracin de opciones reales a travs de equivalentes de certeza by Cecilia Maya Ochoa Julin Pareja Vasseur 2014 Research Funding After The Economic Crisisparative Study by Mircea-Iosif RUS Andreea HEGYI Mircea-Ioan PASTRAV 2014 Solvency vs. liquidity. A decomposition of European banks credit risk over the business cycle by Guillaume Vuillemey 2014 Testing the Adaptive Markets Hypothesis for Brazil by Glener de Almeida Dourado Benjamin Miranda Tabak 2014 Economic gains of realized volatility in the Brazilian stock market by Mrcio Gomes Pinto Garcia Marcelo Cunha Medeiros Francisco Eduardo de Luna e Almeida Santos 2014 RiD: A New Approach to Estimate the Insolvency Risk by Marco Aurlio dos Santos Sanfins Danilo Soares Monte-Mor 2014 Price jumps on European stock markets by Jan Hanousek Evzen Kocenda Jan Novotny 2014 International Credit Cycles: A Regional Perspective by Mikhail Stolbov 2014 Financial Reporting In Romania And Changes In Management Structure by Lect. Mirela Elena Nichita Ph. D 2014 Measuring The Efficiency In The Romanian Banking System Through The Method Of The Data Envelopment Analysis (Dea) by Alina Georgiana Manta Roxana Maria Badrcea 2014 Speculative Asset Prices by Robert J. Shiller 2014 Two Pillars of Asset Pricing by Eugene F. Fama 2013 Forward-looking measures of higher-order dependencies with an application to portfolio selection by Brinkmann, Felix Kempf, Alexander Korn, Olaf 2013 Financial Conditions Indexes for Asian Economies by Debuque-Gonzales. Margarita Gochoco-Bautista, Maria Socorro 2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U. S. Equity Premium by Rangan Gupta Shawkat Hammoudeh Mampho P. Modise Duc Khuong Nguyen 2013 The Trouble with Rates in the Subdivision Development Method to Land Valuation by Brian J. CURRY 2013 Romania, the Next Frontier for Wind Power by P. Barton DELACY Eric M. ROSS 2013 The Granularity of the Stock Market: Forecasting Aggregate Returns Using Firm-Level Data by Stefano Schiaffi 2013 A Stochastic Model for Natural Gas Consumption: An Application for Turkey by Ahmet GNC Mehmet Ouz KARAHAN Tolga Umut KUZUBA 2013 GARCH modellerinin performanslarnn deerlendirilmesinde riske maruz deer (value-at-risk, VaR) yntemi: MKB100, Mali, Snai ve Hizmet endeksleri zerine bir uygulama by nder BBERKK 2013 A latent dynamic factor approach to forecasting multivariate stock market volatility by Gribisch, Bastian 2013 Option-implied information and predictability of extreme returns by Vilkovz, Grigory Xiaox, Yan 2013 Cascades in real interbank markets by Karimi, Fariba Raddant, Matthias 2013 Multifractal models in finance: Their origin, properties, and applications by Segnon, Mawuli Lux, Thomas 2013 Which beta is best On the information content of option-implied betas by Baule, Rainer Korn, Olaf Saning, Sven 2013 Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized by Meub, Lukas Proeger, Till Bizer, Kilian 2013 Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model by Ming Lin Changjiang Liu Linlin Niu 2013 Price Jumps on European Stock Markets by Jan Hanousek Even Koenda Jan Novotn 2013 Price Jump Indicators: Stock Market Empirics During the Crisis by Jan Novotn Jan Hanousek Even Koenda 2013 The pricing of options on WIG20 using GARCH models by Szymon Kamiski 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox by Roberto Casarin Stefano Grassi Francesco Ravazzolo Herman K. van Dijk 2013 Extreme Downside Liquidity Risk by Ruenzi, Stefan Ungeheuer, Michael Weigert, Florian 2013 Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide by Weigert, Florian 2013 Crash Sensitivity and the Cross-Section of Expected Stock Returns by Chabi-Yo, Fousseni Ruenzi, Stefan Weigert, Florian 2013 Are classical option pricing models consistent with observed option second-order moments Evidence from high-frequency data by Audrino, Francesco Fengler, Matthias 2013 The relationship between stock market parameters and interbank lending market: an empirical evidence by Magomet Yandiev Alexander Pakhalov 2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises by Massimiliano Caporin Juan ngel Jimnez Martn Lydia Gonzlez-Serrano 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation by Massimiliano Caporin Michael McAleer 2013 Ten Things You Should Know About DCC by Massimiliano Caporin Michael McAleer 2013 Economic Valuation of Liquidity Timing by Dennis Karstanje Elvira Sojli Wing Wah Tham Michel van der Wel 2013 Forecasting Earnings Forecasts by Bert de Bruijn Philip Hans Franses 2013 Predicting Covariance Matrices with Financial Conditions Indexes by Anne Opschoor Dick van Dijk Michel van der Wel 2013 Ten Things you should know about the Dynamic Conditional Correlation Representation by Massimiliano Caporin Michael McAleer 2013 GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies by Juan-Angel Jimenez-Martin Michael McAleer Teodosio Perez Amaral Paulo Araujo Santos 2013 Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation by Lukasz Gatarek Lennart Hoogerheide Koen Hooning Herman K. van Dijk 2013 Ten Things you should know about DCC by Massimiliano Caporin Michael McAleer 2013 GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts by David Ardia Lennart Hoogerheide 2013 Prediction Bias Correction for Dynamic Term Structure Models by Eran Raviv 2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2013 Estimating Implied Recovery Rates from the Term Structure of CDS Spreads by Marcin Jaskowski Michael McAleer 2013 The impact of jumps and thin trading on realized hedge ratios by Dungey, Mardi Henry, Olan T Hvodzdyk, Lyudmyla 2013 South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics by Nico Katzke 2013 Mining Big Data Using Parsimonious Factor and Shrinkage Methods by Hyun Hak Kim Norman Swanson 2013 Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility by Leonardo Becchetti Rocco Ciciretti Iftekhar Hasan 2013 Risk Preferences and Estimation Risk in Portfolio Choice by Hao Liu Winfried Pohlmeier 2013 On the Benefits of Equicorrelation for Portfolio Allocation by Adam Clements Ayesha Scott Annastiina Silvennoinen 2013 Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors by Degiannakis, Stavros Livada, Alexandra 2013 What we have learnt from financial econometrics modeling by Dhaoui, Elwardi 2013 Forecasting the yield curve - Forecast performance of the dynamic Nelson-Siegel model from 1971 to 2008 by Molenaars, Tomas K. Reinerink, Nick H. Hemminga, Marcus A. 2013 Liquidity Determinants of Moroccan Banking Industry by FERROUHI, El Mehdi LEHADIRI, Abderrassoul 2013 Essays on Expectations and the Econometrics of Asset Pricing by Lof, Matthijs 2013 Force-majeure events and financial markets behavior by Plastun, Alex Plastun, Vyacheslav 2013 The Overreaction Hypothesis: The Case of Ukrainian Stock Market by Mynhardt, H. R. Plastun, Alex 2013 Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity by Zhang, Guangfeng Zhang, Qiong Majeed, Muhammad Tariq 2013 Short and long-term forecasting by the Netherlands Bureau for Economic Policy Analysis (CPB): science, witchcraft, or practical tool for policy by Bos, Frits Teulings, Coen 2013 Price Drivers and Investment Strategies of Gold by Arayssi, Mahmoud 2013 Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach by Liu, Xiaochun 2013 Forecasting Bankruptcy with Incomplete Information by Xu, Xin 2013 Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence by Kazemi, Hossein S. Zhai, Weili He, Jibao Cai, Jinghan 2013 Asset allocation and portfolio optimization problems with metaheuristics: a literature survey by Jarraya, Bilel 2013 Multiobjective optimization for the asset allocation of European nonlife insurance companies by Jarraya, Bilel Bouri, Abdelfettah 2013 Analysing social attributes of loan default among small Indian Dairy farms: A discriminating approach by Sinha, Mukesh Kumar Dhaka, J. P. Mondal, B. 2013 - by Kogan, Anton 2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective by Dimitris, Korobilis 2013 Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery by Schrder, Anna Louise Fryzlewicz, Piotr 2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities by Ledenyov, Dimitri O. Ledenyov, Viktor O. 2013 The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis by Nath, Golaka 2013 Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange by Ezzat, Hassan 2013 Green finance is essential for economic development and sustainability by Chowdhury, Tasnim Datta, Rajib Mohajan, Haradhan 2013 Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets by Ledenyov, Dimitri O. Ledenyov, Viktor O. 2013 Jump Processes in Exchange Rates Modeling by Bunk, Tom 2013 Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks by Chen, Shiu-Sheng 2013 To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey by Matkovskyy, Roman 2013 Monitoring of Credit Risk through the Cycle: Risk Indicators by Yashkir, Olga Yashkir, Yuriy 2013 Loss Given Default Modelling: Comparative Analysis by Yashkir, Olga Yashkir, Yuriy 2013 Long Memory Analysis: An Empirical Investigation by Nazarian, Rafik Naderi, Esmaeil Gandali Alikhani, Nadiya Amiri, Ashkan 2013 A New Index of Financial Conditions by Koop, Gary Korobilis, Dimitris 2013 A Hybrid Approach for Forecasting of Oil Prices Volatility by Komijani, Akbar Naderi, Esmaeil Gandali Alikhani, Nadiya 2013 Modeling and Estimating Volatility of Options on Standard Poors 500 Index by Boleslaw Borkowski Monika Krawiec Yochanan Shachmurove 2013 Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market by Sumit Agarwal Itzhak Ben-David Vincent Yao 2013 Tail Risk and Asset Prices by Bryan Kelly Hao Jiang 2013 Unemloyment and Unobserved Credit Risk in the FHA Single Family Mortgage Insurance Fund by Joseph Gyourko Joseph Tracy 2013 Exchange Rates and Commodity Prices. Measuring Causality at Multiple Horizons by Hui Jun ZHANG Jean-Marie DUFOUR John W. GALBRAITH 2013 We study whether financial analysts concern for preserving good relationships with firms managers motivates them to issue pessimistic or optimistic forecasts. Based on a dataset of one-yearahead EPS forecasts issued by 4 648 analysts concerning 241 French firms (1997-2007), we regress the analysts forecast accuracy on its unintentional determinants. We then decompose the fixed effect of the regression and we use the firm-analyst pair effect as a measure of the intensity of the firm-analyst relationship. We find that a low (high) firm-analyst pair effect is associated with a low (high) forecast error. This observation suggests that pessimism and optimism result from the analysts concern for cultivating their relationship with the firms management by Anne-Gael Vaubourg Valdete Berisha-Krasniqui Sbastien Galanti Christophe Hurlin Rgis Breton 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation by Massimiliano Caporin Michael McAleer 2013 Ten Things You Should Know About DCC by Massimiliano Caporin Michael McAleer 2013 An Analysis of CDS Market Liquidity by the Hawkes Process by Masahiko Egami Yasuyuki Kato Tomochika Sawaki 2013 Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator by Banu Simmons-Ser 2013 Cascades in real interbank markets by Fariba Karimi Matthias Raddant 2013 From IMU to TASI: an estimate for Tuscany by Chiara Agnoletti Chiara Bocci Claudia Ferretti Patrizia Lattarulo 2013 The Economic Impact of Oil on Industry Portfolios by Jaime Casassus Freddy Higuera 2013 Revenues from storage in a competitive electricity market: Empirical evidence from Great Britain by Monica Giulietti Luigi Grossi 2013 CDO Surfaces Dynamics by Barbara Choro-Tomczyk Wolfgang Karl Hrdle Ostap Okhrin 2013 Do High-Frequency Data Improve High-Dimensional Portfolio Allocations by Nikolaus Hautsch Lada M. Kyj Peter Malec 2013 Improving prediction of stock market indices by analyzing the psychological states of twitter users by Alexander Porshnev Ilya Redkin Alexey Shevchenko 2013 Day Trading Profitability across Volatility States by Lundstrm, Christian 2013 Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach by Asgharian, Hossein Hou, Ai Jun Javed, Farrukh 2013 Equity Premia Predictability in the EuroZone by Nuno Silva 2013 Monetary policy surprises, positions of traders, and changes in commodity futures prices by Gospodinov, Nikolay Jamali, Ibrahim 2013 A Fear Index to Predict Oil Futures Returns by Julien Chevallier Benot Svi 2013 Studying The Volatility Of The Romanian Investment Funds With The Arch And Garch Models Using The quotRquot Software by Antoniade Ciprian ALEXANDRU 2013 How to Identify and Forecast Bull and Bear Markets by Kole, H. J.W. G. van Dijk, D. J.C. 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation by Caporin, M. McAleer, M. J. 2013 Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Application with Con-integration by Mondher bellalah SYED ALAMDAR ALI Omar Masood 2013 Defying Gravity: Costly Signaling to Mislead or to Inform by Beneish, Messod Daniel Capkun, Vedran Fridson, Martin S. 2013 The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio by Busse, Marc Dacorogna, Michel Kratz, Marie 2013 A wavelet-based copula approach for modeling market risk in agricultural commodity markets by RIADH ALOUI MOHAMED SAFOUANE BEN AISSA DUC KHUONG NGUYEN 2013 The Limits of Granularity Adjustments by Jean-David Fermanian 2013 Forecasting Latin-American yield curves: An artificial neural network approach by Daniel Vela 2013 Ensemble predictions of recovery rates by Joao A. Bastos 2013 Exchange rates and commodity prices: measuring causality at multiple horizons by Hui Jun Zhang Jean-Marie Dufour John Galbraith 2013 Forecasting Exchange Rates: An Investor Perspective by Michael Melvin John Prins Duncan Shand 2013 Financial Signaling and Earnings Forecasts by Iuliia Brushko 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation by Massimiliano Caporin Michael McAleer 2013 Ten Things You Should Know About DCC by Massimiliano Caporin Michael McAleer 2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2013 Two EGARCH models and one fat tail by M. Caivano A. Harvey 2013 Time series models with an EGB2 conditional distribution by M. Caivano A. Harvey 2013 On the prediction of corporate financial distress in the light of the financial crisis: empirical evidence from Greek listed firms by Evangelos C. Charalambakis 2013 Financial and economic downturns in OECD countries by Haavio, Markus Mendicino, Caterina Punzi, Maria Teresa 2013 A Semiparametric Early Warning Model of Financial Stress Events by Ian Christensen Fuchun Li 2013 Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics by Jianjian Jin 2013 Assessing Measures of Order Flow Toxicity via Perfect Trade Classification by Torben G. Andersen Oleg Bondarenko 2013 Reflecting on the VPIN Dispute by Torben G. Andersen Oleg Bondarenko 2013 Does Realized Skewness Predict the Cross-Section of Equity Returns by Diego Amaya Peter Christoffersen Kris Jacobs Aurelio Vasquez 2013 Analyzing Oil Futures with a Dynamic Nelson-Siegel Model by Niels S. Hansen Asger Lunde 2013 Risk-Return Trade-Off for European Stock Markets by Nektarios Aslanidis Charlotte Christiansen Christos S. Savva 2013 Forecasting US Recessions: The Role of Sentiments by Charlotte Christiansen Jonas Nygaard Eriksen Stig V. Mller 2013 What Drives Stock Exchange Integration by Ekaterina Dorodnykh 2013 Financial/Technical Analysis About Italian quotIv Conto Energiaquot For Photovoltaic Energy: A Case Study by Luca GRILLI Angelo SFRECOLA 2013 The Impact Of Investor Psychology On Stock Markets: Evidence From France by ABDERRAZAK DHAOUI SAAD BOUROUIS MELEK ACAR BOYACIOGLU 2013 Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix: a test in pensiones civiles del Estado de Michoacn / Estimacin de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluacin de las pensiones civiles del Estado de Michoacn by Torre Torres, Oscar V. de la 2013 Fractal Analysis of the Gold Market in China by Kedong YIN Hengda ZHANG Wenbo ZHANG Qian WEI 2013 Forecasting Croatian Stock Market Index: Crobex by Ivanovic, Zoran Bogdan, Sinisa Baresa, Suzana 2013 A copula-based approach to portfolio credit risk modeling by Bologov. Yaroslav 2013 Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology by Ewa Ratuszny 2013 Strategy and Portfolio Management Aspects of Integrated Business Planning by Peter Jureka 2013 Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition by Jozef Barunik 2013 Non Linear Analysis Of SP Index by Michael Hanias Lykourgos Magafas P. Konstantaki 2013 A Robust Valuation Model for Entrepreneurial Ventures by Haim Kedar-Levy 2013 Proposal Of A Common Scoring System For Selection Of Eu Funded Projects Developed By Romanian Companies by Droj Laurentiu 2013 Sensitivity Assessment Modelling In European Funded Projects Proposed By Romanian Companies by Droj Laurentiu Droj Gabriela 2013 Short - and long-term forecasting by the Netherlands Bureau for Economic Policy Analysis (CPB): Science, witchcraft, or practical tool for policy by Frits Bos Coen Teulings 2013 A vlsg mint negatv informci s bizonytalansgi tnyez. A vlsg hatsa az egy rszvnyre jut nyeresg-elrejelzsekre by Jki, Erika 2013 The Statutory Audit and the Economic Governance Within the European Union by Eugen Nicolaescu 2013 Granularity Adjustment for Regulatory Capital Assessment by M. B. Gordy E. Lutkebohmert 2013 Presidential Elections And Stock Returns In Egypt by Yvan Nezerwe 2013 Estimation And Inference In Predictive Regressions by KUROZUMI, EIJI AONO, KOHEI 2013 Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacn by Oscar De la Torre Torres. 2013 GFC-robust risk management strategies under the Basel Accord by McAleer, Michael Jimenez-Martin, Juan-Angel Perez-Amaral, Teodosio 2013 The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market by Chen, Chun-nan 2013 The quality of securities firms earnings forecasts and stock recommendations: Do informational advantages, reputation and experience matter in China by Bartholdy, Jan Feng, Tiyi 2013 The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks by Liao, Yin 2013 Can US economic variables predict the Chinese stock market by Goh, Jeremy C. Jiang, Fuwei Tu, Jun Wang, Yuchen 2013 Can we treat empirical regularities as state variables in the ICAPM Evidence from Australia by Docherty, Paul Chan, Howard Easton, Steve 2013 GFC-robust risk management under the Basel Accord using extreme value methodologies by Jimenez-Martin, Juan-Angel McAleer, Michael Prez-Amaral, Teodosio Santos, Paulo Arajo 2013 Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures by Casarin, Roberto Chang, Chia-Lin Jimenez-Martin, Juan-Angel McAleer, Michael Prez-Amaral, Teodosio 2013 Currency hedging strategies using dynamic multivariate GARCH by Chang, Chia-Lin Gonzlez-Serrano, Lydia Jimenez-Martin, Juan-Angel 2013 Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach by Aloui, Riadh Ben Assa, Mohamed Safouane Nguyen, Duc Khuong 2013 A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts by So, Eric C. 2013 Time-series momentum as an intra - and inter-industry effect: Implications for market efficiency by Shynkevich, Andrei 2013 A network model of financial system resilience by Anand, Kartik Gai, Prasanna Kapadia, Sujit Brennan, Simon Willison, Matthew 2013 Corporate social responsibility and earnings forecasting unbiasedness by Becchetti, Leonardo Ciciretti, Rocco Giovannelli, Alessandro 2013 Are extreme returns priced in the stock market European evidence by Annaert, Jan De Ceuster, Marc Verstegen, Kurt 2013 Predicting bear and bull stock markets with dynamic binary time series models by Nyberg, Henri 2013 Testing the expectations hypothesis of the term structure with permanent-transitory component models by Casalin, Fabrizio 2013 Return sign forecasts based on conditional risk: Evidence from the UK stock market index by Chevapatrakul, Thanaset 2013 CVaR sensitivity with respect to tail thickness by Stoyanov, Stoyan V. Rachev, Svetlozar T. Fabozzi, Frank J. 2013 Forecasting the size premium over different time horizons by Zakamulin, Valeriy 2013 Do star analysts know more firm-specific information Evidence from China by Xu, Nianhang Chan, Kam C. Jiang, Xuanyu Yi, Zhihong 2013 Forecasting metal prices: Do forecasters herd by Pierdzioch, Christian Rlke, Jan-Christoph Stadtmann, Georg 2013 The Federal Reserves balance sheet and overnight interest rates: Empirical modeling of exit strategies by Marquez, Jaime Morse, Ari Schlusche, Bernd 2013 Market capitalization and Value-at-Risk by Dias, Alexandra 2013 On the predictability of stock prices: A case for high and low prices by Caporin, Massimiliano Ranaldo, Angelo Santucci de Magistris, Paolo 2013 Economic valuation of liquidity timing by Karstanje, Dennis Sojli, Elvira Tham, Wing Wah van der Wel, Michel 2013 Forecasting EURUSD implied volatility: The case of intraday data by Dunis, Christian Kellard, Neil M. Snaith, Stuart 2013 Front-running of mutual fund fire-sales by Dyakov, Teodor Verbeek, Marno 2013 Predicting forecast errors through joint observation of earnings and revenue forecasts by Henderson, Brian J. Marks, Joseph M. 2013 An analysis of commodity markets: What gain for investors by Narayan, Paresh Kumar Narayan, Seema Sharma, Susan Sunila 2013 Best portfolio insurance for long-term investment strategies in realistic conditions by Pzier, Jacques Scheller, Johanna 2013 Cyclical default and recovery in stress testing loan losses by Jokivuolle, Esa Virn, Matti 2013 Insured uncovered interest parity by Tse, Yiuman Wald, John K. 2013 Histogram-based prediction of directional price relatives by Roch, Oriol 2013 The over-optimism of financial analysts and the long-run performance of firms following private placements of equity by Lin, Wen-Chun Chang, Shao-Chi Chen, Sheng-Syan Liao, Tsai-Ling 2013 Assessing the profitability of intraday opening range breakout strategies by Holmberg, Ulf Lnnbark, Carl Lundstrm, Christian 2013 Forecasting VaR using analytic higher moments for GARCH processes by Alexander, Carol Lazar, Emese Stanescu, Silvia 2013 Testing for financial crashes using the Log Periodic Power Law model by Bre, David S. Joseph, Nathan Lael 2013 Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence by Degiannakis, Stavros Floros, Christos Dent, Pamela 2013 Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards by Lin, Che-Chun Prather, Larry J. Chu, Ting-Heng Tsay, Jing-Tang 2013 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns by Vivian, Andrew Wohar, Mark E. 2013 Forecasting carbon futures volatility using GARCH models with energy volatilities by Byun, Suk Joon Cho, Hangjun 2013 Filtering and forecasting commodity futures prices under an HMM framework by Date, Paresh Mamon, Rogemar Tenyakov, Anton 2013 Modeling and forecasting the volatility of petroleum futures prices by Kang, Sang Hoon Yoon, Seong-Min 2013 Modeling the relationship between European carbon permits and certified emission reductions by Koop, Gary Tole, Lise 2013 Risk spillovers in international equity portfolios by Bonato, Matteo Caporin, Massimiliano Ranaldo, Angelo 2013 Volatility timing: How best to forecast portfolio exposures by Clements, A. Silvennoinen, A. 2013 An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC by Miller, Thomas W. Rapach, David E. 2013 Multi-period credit default prediction with time-varying covariates by Orth, Walter 2013 Monetary policy regimes and the term structure of interest rates by Bikbov, Ruslan Chernov, Mikhail 2013 Stable mixture GARCH models by Broda, Simon A. Haas, Markus Krause, Jochen Paolella, Marc S. Steude, Sven C. 2013 Linear and nonlinear regression with stable errors by Nolan, John P. Ojeda-Revah, Diana 2013 Perpetual learning and stock return predictability by Zhu, Xiaoneng 2013 Financial markets forecasts revisited: Are they rational, stubborn or jumpy by Fujiwara, Ippei Ichiue, Hibiki Nakazono, Yoshiyuki Shigemi, Yosuke 2013 Forecasting volatility with the realized range in the presence of noise and non-trading by Bannouh, Karim Martens, Martin van Dijk, Dick 2013 Arbitrage-free implied volatility surfaces for options on single stock futures by Kotz, Antonie Labuschagne, Coenraad C. A. Nair, Merell L. Padayachi, Nadine 2013 Has the Basel Accord improved risk management during the global financial crisis by McAleer, Michael Jimenez-Martin, Juan-Angel Perez-Amaral, Teodosio 2013 Conditional correlations and volatility spillovers between crude oil and stock index returns by Chang, Chia-Lin McAleer, Michael Tansuchat, Roengchai 2013 Detecting sudden changes in volatility estimated from high, low and closing prices by Kumar, Dilip Maheswaran, S. 2013 Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process by Degiannakis, Stavros Livada, Alexandra 2013 Strategy switching in the Japanese stock market by Yamamoto, Ryuichi Hirata, Hideaki 2013 Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market in India by Matloob Ullah Khan Ambrish Gupta Sadaf Siraj 2013 The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market by Esref Savas BASCI Sleyman Serdar KARACA 2013 Financial Analysis, Budgeting, Decision and Control by Mariana Rodica TIRLEA 2013 Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hlder Exponents by Agnieszka Kapecka 2013 Diseo metodolgico de la evaluacin de proyectos energticos bajo incertidumbre en precios: caso de cogeneracin de energa en una empresa en Cali by Carlos Andrs Nez Viveros Gabriel Jos Gallego Hidalgo Guillermo Buenaventura Vera 2013 Estimacin de la utilidad en riesgo de una empresa de transmisin de energa elctrica considerando variables econmicas by Santiago Medina Hurtado Jorge Anbal Restrepo Morales 2013 Increasing Compliance Through Efficient Public Campaigns by Ilie BANU Sorin TERCHIL Ioana-Mdlina BANU (BUTIUC) 2013 Modelo de negocios de las Pyme: Un anlisis de sus manejos financieros by Vctor Manuel Molina Morejn Lourdes J. Garca Hernndez Valeria Viridiana Salas Jaramillo 2013 Market microstructure design and flash crashes: A simulation approach by Paul Brewer Jaksa Cvitanic Charles R. Plott 2013 Long-Term Returns: a Reality Check for Pension Funds and Retirement Savers by Richard Guay Laurence Allaire 2013 Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market by Alex Sandro Monteiro de Moraes Antonio Carlos Figueiredo Pinto Marcelo Cabus Klotzle 2013 Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy by Joo Frois Caldeira Gulherme Valle Moura 2013 Alternative Models Of Financing Regional Development by Cristina, GRADEA 2013 The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex by Hasibe OZGUMUS Turhan KORKMAZ Emrah Ismail CEVIK 2013 Problems and perspectives of fiscal sector in Bulgaria by Emil Kalchev 2013 Combining term structure of interest rate forecasts: The Brazilian case by Rafael Cavalcanti de Arajo Daniel Oliveira Cajueiro 2013 Arbitragem Estatstica, Estratgia Long-Short Pairs Trading, Abordagem com Cointegrao Aplicada ao Mercado de Aes Brasileiro by Joo F. Caldeira 2013 Examination of Relationship Between Stock Returns and Factors Affecting Capital Structure and Financial Ratios with ANFIS Method: An Application on ISE 100 Index by Nevin Yoruk S. Serdar Karaca Mahmut Hekim smail Tuna 2013 Using The Capm Model To Estimate The Profitability Of A Financial Instrument Portfolio by Madalina - Gabriela Anghel Liliana (Dinca) Paschia 2013 Financial liquidity analysis of CSR based Capital Group Zywiec SA by Aleksandra Gasior 2012 A risk-based risk finance paradigm by Gao, Siwei Powers, Michael R. Chapman, Zaneta A. 2012 How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk by Ciciretti, Rocco Corvino, Raffaele 2012 Sum of Perpetuities Method for Valuing Stock Prices by Christian Brown Fred Abraham 2012 Prognosen von Metallpreisen: Asymmetrische Verlustfunktionen und Rationalitt by Christian Pierdzioch Jan-Christoph Rlke Georg Stadtmann 2012 Mehrperiodenausfallprognose eines Bankportfolios aus deutschen mittelstndischen Unternehmen by Marcus Wolter Daniel Rsch 2012 En busca de un buen marco de referencia predictivo para la inflacin en Chile by Pincheira, Pablo Garca, lvaro 2012 Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Nave Diversification Approaches by Wolff, Dominik Bessler, Wolfgang Opfer, Heiko 2012 Published stock recommendations as institutional investor sentiment in the near-term stock market by Singer, Nico Dreher, Frank Laser, Saskia 2012 Forecasting metal prices: Do forecasters herd by Pierdzioch, Christian Rlke, Jan-Christoph Stadtmann, Georg 2012 On the dark side of the market: Identifying and analyzing hidden order placements by Hautsch, Nikolaus Huang, Ruihong 2012 Multivariate wishart stochastic volatility and changes in regime by Gribisch, Bastian 2012 Intra-daily volatility spillovers between the US and German stock markets by Golosnoy, Vasyl Gribisch, Bastian Liesenfeld, Roman 2012 GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study by Pierre Chausse Dinghai Xu 2012 Tactical allocation in falling stocks: Combining momentum and solvency ratio signals by Piotr Arendarski 2012 Estimating the Final Size of an Online User Base by Steven Lim 2012 Backward/forward optimal combination of performance measures for equity screening by Monica Billio Massimiliano Caporin Michele Costola 2012 Efficient Gibbs Sampling for Markov Switching GARCH Models by Monica Billio Roberto Casarin Anthony Osuntuyi 2012 Risk Spillovers in International Equity Portfolios by Bonato, Mateo Caporin, Massimiliano Ranaldo, Angelo 2012 On the Predictability of Stock Prices: a Case for High and Low Prices by Caporin, Massimiliano Ranaldo, Angelo Santucci de Magistris, Paolo 2012 Estimating Implied Recovery Rates from the Term Structure of CDS Spreads by Marcin Jaskowski Michael McAleer 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez Amaral 2012 Currency Hedging Strategies Using Dynamic Multivariate GARCH by Chia-Lin Chang Lydia Gonzlez-Serrano Juan-ngel Jimnez-Martn 2012 Forecasting Interest Rates with Shifting Endpoints by Dick van Dijk Siem Jan Koopman Michel van der Wel Jonathan H. Wright 2012 What drives the Quotes of Earnings Forecasters by Bert de Bruijn Philip Hans Franses 2012 After Ten Years of the Russian Crisis, How Might IMF Intervention Be Evaluated by Malgorzata Sulimierska 2012 Risk spillovers in international equity portfolios by Matteo Bonato Massimiliano Caporin Angelo Ranaldo 2012 Corporate Social Responsibility and Earnings Forecasting Unbiasedness by Leonardo Becchetti Rocco Ciciretti Alessandro Giovannelli 2012 Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate by Plakandaras, Vasilios Papadimitriou, Theophilos Gogas, Periklis 2012 Dependncia De Longo Prazo Em Retornos Accionistas: Modelao E Evidncia Emprica Internacional by Gomes, Lus Soares, Vasco 2012 Modelling Realized Covariances and Returns by Xin Jin John M. Maheu 2012 ROM Simulation: Applications to Stress Testing and VaR by Carol Alexander Daniel Ledermann 2012 Average Portfolio Insurance Strategies by Jacques Pzier Johanna Scheller 2012 The Real Output Costs of Financial Crisis: A Loss Distribution Approach by Kapp, Daniel Vega, Marco 2012 Forecasting multivariate volatility in larger dimensions: some practical issues by Adam E Clements Ayesha Scott Annastiina Silvennoinen 2012 Aspekty metodyczne szacowania wymiaru fraktalnego finansowych szeregw czasowych by Bua, Rafa 2012 Wpyw kryzysu finansowego na oszacowania wykadnika Hursta - analiza fraktalna cen wybranych metali by Bua, Rafa 2012 Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs by Huang, Huichou MacDonald, Ronald Zhao, Yang 2012 The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange by Ezzat, Hassan 2012 High Frequency Trading and the Warsaw Stock Exchange Fees Structure - Preliminary Examination by Bawat, Bogusaw 2012 Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns by Hiremath, Gourishankar S Bandi, Kamaiah 2012 Evaluating A Business Intelligence Solution. Feasibility Analysis Based On Monte Carlo Method by Muntean, Mihaela Muntean, Cornelia 2012 Estratgia Contrria e Efeito Liquidez no Brasil: Uma Anlise Economtrica by Saturnino, Odilon Saturnino, Valria Gois de Oliveira, Marcos Roberto Lucena, Pierre Arajo, Luiz Fernando 2012 Comparative study of static and dynamic neural network models for nonlinear time series forecasting by Abounoori, Abbas Ali Mohammadali, Hanieh Gandali Alikhani, Nadiya Naderi, Esmaeil 2012 Incentive-Compatible Sukuk Musharakah for Private Sector Funding by Diaw, Abdou Bacha, Obiyathulla Ismath Lahsasna, Ahcene 2012 To what extent are financial crises comparable and thus predictable by Diamondopoulos, John 2012 Estimando o VaR (Value-at-Risk) de carteiras via modelos da famlia GARCH e via Simulao de Monte Carlo by Lcio Godeiro, Lucas 2012 Real Output Costs of Financial Crises: a Loss Distribution Approach by Daniel Kapp Marco Vega 2012 Building Castles in the Air: Evidence from Industry IPO Waves by Zhi Da Ravi Jagannathan Jianfeng Shen 2012 Factor Model Forecasts of Exchange Rates by Charles Engel Nelson C. Mark Kenneth D. West 2012 Econometric Analysis of Present Value Models When the Discount Factor Is near One by Kenneth D. West 2012 Continuous-Time Linear Models by John H. Cochrane 2012 Can we beat the random walk in forecasting CEE exchange rates by Jakub Muck Pawel Skrzypczynski 2012 Price-Volume Relations in Financial Market by Weihong HUANG Wanying Wang 2012 Alternative Modeling for Long Term Risk by Dominique Guegan Xin Zhao 2012 Prvoir sans persistance by Christophe Boucher Bertrand Maillet 2012 Estimating implied recovery rates from the term structure of CDS spreads by Marcin Jaskowski Michael McAleer 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis by Michael McAleer Juan-Angel Jimenez-Martin Teodosio Perez-Amaral 2012 Do changes in distance-to-default anticipate changes in the credit rating by Nidhi Aggarwal Manish Singh Susan Thomas 2012 Agent-based risk management - A regulatory approach to financial markets by Thomas Theobald 2012 Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold by Ippei Fujiwara Hibiki Ichiue Yoshiyuki Nakazono Yosuke Shigemi 2012 Some Comments on a Macro-Finance Model with Stochastic Volatility by Mrcio Laurini Joo Frois Caldeira 2012 A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models by Mrcio Laurini 2012 Can the market forecast the weather better than meteorologists by Matthias Ritter 2012 Implied Basket Correlation Dynamics by Wolfgang Karl Hrdle Elena Silyakova 2012 Local Adaptive Multiplicative Error Models for High-Frequency Forecasts by Wolfgang Karl Hrdle Nikolaus Hautsch Andrija Mihoci 2012 On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements by Nikolaus Hautsch Ruihong Huang 2012 Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks by Ralf Sabiwalsky 2012 Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility by Peter Reinhard Hansen Asger Lunde Valeri Voev 2012 Occurrence of long and short term asymmetry in stock market volatilities by Lnnbark, Carl 2012 Assessing the profitability of intraday opening range breakout strategies by Holmberg, Ulf Lnnbark, Carl Lundstrm, Christian 2012 Nonparametric prediction of stock returns with generated bond yields by Michael Scholz Stefan Sperlich Jens Perch Nielsen 2012 Nonparametric prediction of stock returns guided by prior knowledge by Michael Scholz Jens Perch Nielsen Stefan Sperlich 2012 Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility by Peter Reinhard Hansen Asger Lunde Valeri Voev 2012 Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading by Bannouh, K. Martens, M. P.E. van Dijk, D. J.C. 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis by McAleer, M. J. Jimnez-Martn, J. A. Prez-Amaral, T. 2012 Does Modeling Jumps Help A Comparison of Realized Volatility Models for Risk Prediction by Yin Liao 2012 Innovative Approaches to Managing Longevity Risk in Asia. Lessons from the West by Amlan Roy 2012 Innovative Approaches to Managing Longevity Risk in Asia. Lessons from the West by Amlan Roy 2012 Innovative Approaches to Managing Longevity Risk in Asia. Lessons from the West by Amlan Roy 2012 Innovative Approaches to Managing Longevity Risk in Asia. Lessons from the West by Amlan Roy 2012 The optimal size of the European Stability Mechanism: A cost-benefit analysis by Daniel Kapp 2012 Estimacin dinmica de una estructura de tasas de inters para Colombia: anlisis emprico con filtros de Kalman by Rogelio Maldonado Castao Natalia Zapata Rueda Javier Orlando Pantoja Robayo 2012 Estimating financial institutions intraday liquidity risk: a Monte Carlo simulation approach by Carlos Lon 2012 Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach by Vaclav Hausenblas Ivana Kubicova Jitka Lesanovska 2012 To buy or not to buy The value of contradictory analyst signals by Jan Klobucnik Daniel Kreutzmann Soenke Sievers Stefan Kanne 2012 Risk Management and Financial Derivatives: An Overview by Shawkat Hammoudeh Michael McAleer 2012 Mean-Variance versus 1/N: What if we can forecast (Updated 22nd December 2013) by Allen, D. Lizieri, C. Satchell, S. 2012 EGARCH models with fat tails, skewness and leverage by Harvey, A. Sucarrat, G. 2012 Modelling the impact of aggregate financial shocks external to the Chinese economy by Qin, Duo He, Xinhua 2012 A network model of financial system resilience by Anand, Kartik Gai, Prasanna Kapadia, Sujit Brennan, Simon Willison, Matthew 2012 Oil price density forecasts: Exploring the linkages with stock markets by Francesco Ravazzolo Marco J. Lombardi 2012 Oil price density forecasts: exploring the linkages with stock markets by Marco J. Lombardi Francesco Ravazzolo 2012 Using Merton model: an empirical assessment of alternatives by Zvika Afik Ohad Arad Koresh Galil 2012 Shock on Variable or Shock on Distribution with Application to Stress-Tests by Dubecq, S. Gourieroux, C. 2012 What role, if any, can market discipline play in supporting macroprudential policy by Mara J. Nieto 2012 Are extreme returns priced in the stock market European evidence by ANNAERT, Jan DE CEUSTER, Marc VERSTEGEN, Kurt 2012 SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence by Mohamed Chikhi Anne Pguin-Feissolle Michel Terraza 2012 Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics by Peter Reinhard Hansen Allan Timmermann 2012 Choice of Sample Split in Out-of-Sample Forecast Evaluation by Peter Reinhard Hansen Allan Timmermann 2012 Calendar Anomalies and Arbitrage by William T Ziemba 2012 Market Practice in Financial Modelling by Chia Chiang Tan 2012 Evolution of Shares Market Price During the Companys Financial Results Announcement. Event Study Approach by Marianna BOTIKA 2012 A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm by Diana DEZSI Emil SCARLAT 2012 The Effect Of Accruals On Security Analysts Target Price Forecast Performance by Cho JOONG-SEOK 2012 The Applicability Of Artificial Neural Network Method Upon Prediction Of Rate Of Stock Return: Example Of 2008 Financial Crisis by Sleyman Serdar KARACA Hatice Neriman BADEMR 2012 The Effect Of Financial Ratios On The Firm Value: Evidence From Turkey by Sleyman Serdar KARACA Arif SAVSAR 2012 On forecasting stock options volatility: evidence from London international financial futures and options exchange by Mircea ASANDULUI 2012 Under-Reaction Of SP 500 Implied Volatility To Relevant Information by Andrey KUDRYAVTSEV 2012 Models for Evaluating the Company on FCFE and FCFF basis by Gabriela-Victoria ANGHELACHE Andreea NEGRU (CIOBANU) Gheorghe LEPADATU 2012 CAPM Evaluating Relation by Gabriela-Victoria ANGHELACHE Viorel LEFTER Andreea NEGRU (CIOBANU) Georgeta BARDASU 2012 Forecasting the Bankruptcy Risk on the Example of Romanian Enterprises by Georgeta VINTILA Georgia Maria TOROAPA 2012 The new approaches in econometric research of financial markets. Distributed volatility by V. I. Tinyakova 2012 Techniques and Simulation Models in Risk Management by Mirela GHEORGHE 2012 Price Volatility Forecast for Agricultural Commodity Futures The Role of High Frequency Data by Huang, Wen Huang, Zhuo Matei, Marius Wang, Tianyi 2012 Can VAR Be Predictive for Regulation Evidence from the Futures Industry in Taiwan by Matthew C. Chang Jui-Cheng Hung 2012 Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa by Cifter, Atilla 2012 Optimization of portfolio management based on vector autoregression models and multivariate volatility models by Habrov, Vladimir 2012 Data frequency and mutual fund performance measures by Semushin, Anton Parshakov, Petr 2012 Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction by Frolova, Elvina Fantazzini, Dean 2012 The business cycles and the influence of economic confidence indicators in the European region by Alexandru Constantinescu 2012 Problems in business valuation analysis of survey results by Piotr Szymaski 2012 Problems in business valuation analysis of survey results by Piotr Szymaski 2012 Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns by Jan G. De Gooijer Cees G. H. Diks ukasz T. Gtarek 2012 Indexy finannho stresu pro eskou republiku a Maarsko by Milan imek 2012 Collateralized Debt Obligations Valuation Using the One Factor Gaussian Copula Model by Petra Buzkov Petr Tepl 2012 Risk Management in the Financial Services SectorApplicability and Performance of VaR Models in Pakistan by Syeda Rabab Mudakkar Jamshed Y. Uppal 2012 The Horizon of Prediction for Exchange Rate Eur-Leu by Dumitru Ciobanu 2012 Credit Market as a Mirror of the Economic System: A Disequilibrium Approach by Dnnu Cristian-Florin Alexandru Ciprian-Antoniade 2012 Impact of Intelligent Modern Technologies in Business by Adrian Lupac Ioana Lupac Cristina Gabriela Zamfir 2012 Opportunities for Using Alternative Energy Resources and Models for Estimating the Fair Value of a Green Energy System by Din Alina-Valentina Diaconu Mihaela 2012 The Role Of Value At Risk In The Management Of Asset And Liabilities by Zapodeanu Daniela Cociuba Mihai Petria Nicolae 2012 Usage Of Acb-Minind Software In The Cba Analysis For Financing Investment Projects Through European Funding In Correlation With The Financing From The Banking System by Droj Laurentiu Droj Gabriela 2012 The Determinants of Household Debt Default by Rodrigo Alfaro Natalia Gallardo 2012 Diagnosing the Financial System: Financial Conditions and Financial Stress by Scott Brave R. Andrew Butters 2012 Indicator Of Financial Health Proposal And Its Impact On Probability Of Default, Propuesta De Un Indicador De Salud Financiera Y Su Efecto En La Prediccion Del Fracaso Empresarial by Antonina Modica-Milo Juan Samuel Baixauli Soler Susana Alvarez Diez 2012 Why Do Banks Default When Asset Quality Is High by Lie-Jane Kao Po-Cheng Wu Tai-Yuan Chen 2012 A Comparison Of Delta Hedging Under Two Price Distribution Assumptions By Likelihood Ratio by Lingyan Cao Zheng-Feng Guo 2012 Option Portfolio Value At Risk Using Monte Carlo Simulation Under A Risk Neutral Stochastic Implied Volatility Model by Peng He 2012 A Comparison Of Gradient Estimation Techniques For European Call Options by Lingyan Cao Zheng-Feng Guo 2012 Intelligent Financial Forecasting, The key for a Successful Management by Logica Banica Daniela Pirvu Alina Hagiu 2012 Independent Spike Models: Estimation and Validation by Erik Lindstrm Fredric Regland 2012 International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions by Ales Kresta Tomas Tichy 2012 An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors by Alessandro Cardinali 2012 Predictions of growth in U. S. corporate profits: Asymmetric vs. symmetric loss by Baghestani, Hamid Khallaf, Ashraf 2012 U. S. industry-level returns and oil prices by Fan, Qinbin Jahan-Parvar, Mohammad R. 2012 The term structure of inflation expectations by Chernov, Mikhail Mueller, Philippe 2012 Global, local, and contagious investor sentiment by Baker, Malcolm Wurgler, Jeffrey Yuan, Yu 2012 Too interconnected to fail financial network of US CDS market: Topological fragility and systemic risk by Markose, Sheri Giansante, Simone Shaghaghi, Ali Rais 2012 Heterogeneous gain learning and the dynamics of asset prices by LeBaron, Blake 2012 Are corporate bond market returns predictable by Hong, Yongmiao Lin, Hai Wu, Chunchi 2012 Granularity adjustment for mark-to-market credit risk models by Gordy, Michael B. Marrone, James 2012 Combining equilibrium, resampling, and analysts views in portfolio optimization by Barros Fernandes, Jos Luiz Haas Ornelas, Jos Renato Martnez Cusicanqui, Oscar Augusto 2012 Pitfalls in VAR based return decompositions: A clarification by Engsted, Tom Pedersen, Thomas Q. Tanggaard, Carsten 2012 Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis by Rittler, Daniel 2012 Accruals quality and analyst coverage by Lobo, Gerald J. Song, Minsup Stanford, Mary 2012 Performance of technical analysis in growth and small cap segments of the US equity market by Shynkevich, Andrei 2012 Estimating the cost of capital with basis assets by Brown, Stephen J. Lajbcygier, Paul Wong, Woon Weng 2012 Intraday technical analysis of individual stocks on the Tokyo Stock Exchange by Yamamoto, Ryuichi 2012 Do return prediction models add economic value by Cenesizoglu, Tolga Timmermann, Allan 2012 14-Week quarters by Johnston, Rick Leone, Andrew J. Ramnath, Sundaresh Yang, Ya-wen 2012 An intertemporal capital asset pricing model with heterogeneous expectations by Koutmos, Dimitrios 2012 The role of data limitations, seasonality and frequency in asset pricing models by Murtazashvili, Irina Vozlyublennaia, Nadia 2012 GramCharlier densities: Maximum likelihood versus the method of moments by Del Brio, Esther B. Perote, Javier 2012 The carry trade and fundamentals: Nothing to fear but FEER itself by Jord, scar Taylor, Alan M. 2012 GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case by Simonato, Jean-Guy 2012 Spatial modeling of stock market comovements by Fernndez-Avils, Gema Montero, Jose-Mara Orlov, Alexei G. 2012 Measuring economic uncertainty and its impact on the stock market by Dzielinski, Michal 2012 Google Internet search activity and volatility prediction in the market for foreign currency by Smith, Geoffrey Peter 2012 Wealth dynamics and a bias toward momentum trading by LeBaron, Blake 2012 Properties of range-based volatility estimators by Molnr, Peter 2012 On the dependence structure of realized volatilities by Mendes, Beatriz Vaz de Melo Accioly, Victor Bello 2012 Forecasting spot price volatility using the short-term forward curve by Haugom, Erik Ullrich, Carl J. 2012 Model based Monte Carlo pricing of energy and temperature Quanto options by Caporin, Massimiliano Pre, Juliusz Torro, Hipolit 2012 Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models by Arouri, Mohamed El Hdi Lahiani, Amine Lvy, Aldo Nguyen, Duc Khuong 2012 Fractal market time by McCulloch, James 2012 Short-term predictability of equity returns along two style dimensions by Shynkevich, Andrei 2012 Smooth transition patterns in the realized stockbond correlation by Aslanidis, Nektarios Christiansen, Charlotte 2012 Emerging market sovereign bond spreads: Estimation and back-testing by Comelli, Fabio 2012 Econometric analysis of present value models when the discount factor is near one by West, Kenneth D. 2012 The conditional autoregressive Wishart model for multivariate stock market volatility by Golosnoy, Vasyl Gribisch, Bastian Liesenfeld, Roman 2012 Forecasting stock prices: Do forecasters herd by Pierdzioch, Christian Rlke, Jan-Christoph 2012 Stock index return forecasting: The information of the constituents by Cai, Charlie X. Kyaw, Khine Zhang, Qi 2012 Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIECFIGARCH model by Liu, Hsiang-Hsi 2012 Estimation of an agent-based model of investor sentiment formation in financial markets by Lux, Thomas 2012 Improving the value at risk forecasts: Theory and evidence from the financial crisis by Halbleib, Roxana Pohlmeier, Winfried 2012 The market impact of a limit order by Hautsch, Nikolaus Huang, Ruihong 2012 Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall by Pierre Rostan Alexandra Rostan 2012 The Extreme Value Theory and Copulas as a Tool to Measure Market Risk by Krenar Avdulaj 2012 Dependencia Estructural en los mercados Burstiles de Colombia y Estados Unidos, una aproximacin usando cpulas by Daiver Cardona Salgado 2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial by Jorge Alberto Achcar Edilberto Cepeda-Cuervo Milton Barossi-Filho 2012 Technical analysis of stock prices using Elliot wave theory and Fibonacci number by Rattana Charussaengsuriya Tawewan Tharnpipat 2012 Prvoir sans persistance by Christophe Boucher Bertrand Maillet 2012 A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting by Leandro Maciel 2012 The Analysis Of The Relation Between Investor Risk Appetite And Stock Market Crises In Istanbul Stock Exchange by Erdin ALTAY Burcay YASAR AKCALI 2012 Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model by Emrah Ismail EVIK Nuket Kirci EVIK Serhan GURKAN 2012 Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment by Christian Pierdzioch 2012 Forecasting Mutual Fund Net Asset Values Using Artificial Neural Networks by Veli Akel Fikriye Karacameydan 2012 The Impact of Direct Benefits of Control on the Price Informative Value of Voluntary Information Disclosure: An Empirical Study of the Iranian Public Listed Companies by Gholamreza ZANDI Alireza SHAHABI 2012 Fair Value Measurements and Earnings Forecasts Accuracy: Evidence for Romanian Listed Companies by Mihaela IONASCU 2012 The Implications Of Liquidity Crises In The Context Of Emerging Capital Market by Felicia Ramona Biru 2012 Predicting The Exchange Rate Eur-Leu With Svm by Dumitru Ciobanu 2012 A Multi-Horizon Comparison Of Volatility Forecasts: An Application To Stock Options Traded At Euronext Exchange Amsterdam by Mircea ASANDULUI 2011 Portfolio optimization using forward-looking information by Kempf, Alexander Korn, Olaf Saning, Sven 2011 Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets by Maria PASCU-NEDELCU 2011 Asset Pricing Puzzle: The Long-Run Risks Models Approach by Francesca Brusa 2011 Liability Index Fund: The Liability Beta Portfolio by Ryan, Ronald Fabozzi. Frank 2011 Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors by Wamg, Jianxin 2011 Asset Management mit barwert - sowie zeitreihenorientierten Rendite - und Risikoprognosen by Cetin-Behzet Cengiz Rdiger von Nitzsch 2011 Pricing of temperature-based weather options for Turkey by Ahmet GNC Mehmet Oguz KARAHAN Tolga Umut KUZUBA 2011 Trkiyede banka baarszlklarnn tahmini zerine bir uygulama by Aykut EKNC Halil brahim ERDAL 2011 Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system by Maciel, Leandro S. 2011 Fuzzy uncertainty in the heston stochastic volatility model by Fig-Talamanca, G. Guerra, M. L. Stefanini, L. 2011 Arithmetic Operations On Interactive Fuzzy Numbers In Financial Analysis by Rebiasz, B. 2011 Multi-period credit default prediction with time-varying covariates by Orth, Walter 2011 Can Internet search queries help to predict stock market volatility by Dimpfl, Thomas Jank, Stephan 2011 Fighting the Financial Crisis with Alternative Forms of Energy in the Household Economics by Kyritsis, Kostas Chytis, Evangelos Karamanis, Kostas 2011 The merit of high-frequency data in portfolio allocation by Hautsch, Nikolaus Kyj, Lada M. Malec, Peter 2011 Measuring confidence and uncertainty during the financial crisis: Evidence from the CFS survey by Entorf, Horst Knoll, Christian Sattarova, Liliya 2011 Can internet search queries help to predict stock market volatility by Dimpfl, Thomas Jank, Stephan 2011 Irrationality or efficiency of macroeconomic survey forecasts Implications from the anchoring bias test by Hess, Dieter Orbe, Sebastian 2011 Projected earnings accuracy and the profitability of stock recommendations by Hess, Dieter Kreutzmann, Daniel Pucker, Oliver 2011 Modeling electricity spot prices - Combining mean-reversion, spikes and stochastic volatility by Mayer, Klaus Schmid, Thomas Weber, Florian 2011 Removing systematic patterns in returns in a financial market model by artificially intelligent traders by Witte, Bjrn-Christopher 2011 Overconfident for real Proper scoring for confidence intervals by Micha Krawczyk 2011 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns by Chia-Lin Chang Michael McAleer Roengchai Tansuchat 2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH by Chia-Lin Chang Lydia Gonzlez-Serrano Juan-ngel Jimnez-Martn 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies by Paulo Arajo Santos Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez Amaral 2011 Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency SP 500 and VIX by Isao Ishida Michael McAleer Kosuke Oya 2011 Modelling and Forecasting Noisy Realized Volatility by Manabu Asai Michael McAleer Marcelo C. Medeiros 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures by Chia-Lin Chang Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez-Amaral 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2011 Legal protection of investors, corporate governance, and investable premia in emerging markets by Stephen Kinsella Thomas OConnor Vincent OSullivan 2011 Forecasting Volatility with Copula-Based Time Series Models by Oleg Sokolinskiy Dick van Dijk 2011 Forecasting the European Carbon Market by Gary Koop Lise Tole 2011 On the Predictability of Stock Prices: a Case for High and Low Prices by Massimiliano Caporin Angelo Ranaldo 2011 Forecasting the Equity Risk Premium: The Role of Technical Indicators by Christopher J. Neely David E. Rapach Jun Tu Guofu Zhou 2011 How homogeneous diversification in balanced investment funds affects portfolio and systemic risk by Rocco Ciciretti Raffaele Corvino 2011 Does Stock Return Predictability Affect ESO Fair Value by CARMONA, JULIO LEN, ANGEL VAELLO-SEBASTI, ANTONI 2011 Modelling Realized Covariances and Returns by Xin Jin John M. Maheu 2011 A Comprehensive Evaluation of Portfolio Insurance Strategies by Jacques Pzier Johanna Scheller 2011 Does Information Content of Option Prices Add Value for Asset Allocation by Vladimir Zdorovenin Jacques Pzier 2011 Volatility timing and portfolio selection: How best to forecast volatility by Adam E Clements Annastiina Silvennoinen 2011 Forecasting Equicorrelation by Adam E Clements Christopher A Coleman-Fenn Daniel R Smith 2011 Assessing banks default probability using the ASRF model by Radkov, Petar Minkova, Leda 2011 Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices by Konchitchki, Yaniv 2011 Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence by Hiremath, Gourishankar S Bandi, Kamaiah 2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask by Fantazzini, Dean Geraskin, Petr 2011 Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis by Francois-ric Racicot 2011 Modellierung von Aktienkursen im Lichte der Komplexittsforschung by Benjamin Kauper Karl-Kuno Kunze 2011 On the Predictability of Stock Prices: A Case for High and Low Prices by Massimiliano Caporin Angelo Ranaldo Paolo Santucci de Magistris 2011 Predicting Failure in the Commercial Banking Industry by John A. Tatom Reza Houston 2011 CoVaR by Tobias Adrian Markus K. Brunnermeier 2011 Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties by Yuriy Gorodnichenko Anna Mikusheva Serena Ng 2011 What is the Chance that the Equity Premium Varies over Time Evidence from Regressions on the Dividend-Price Ratio by Jessica A. Wachter Missaka Warusawitharana 2011 The Recovery Theorem by Stephen A. Ross 2011 A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation by Torben G. Andersen Dobrislav Dobrev Ernst Schaumburg 2011 Performance Evaluation of Zero Net-Investment Strategies by scar Jord Alan M. Taylor 2011 Shocks and Crashes by Martin Lettau Sydney C. Ludvigson 2011 Forecasting the Polish zloty with non-linear models by Michal Rubaszek Pawel Skrzypczynski Grzegorz Koloch 2011 Une analyse temps-frquences des cycles financiers by Christophe Boucher Bertrand Maillet 2011 Assessing the information content of option-based volatility forecasts using fuzzy regression methods by Silvia Muzzioli Bernard De Baets 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures by Michael McAleer Roberto Casarin Chia-Lin Chang Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies by Michael McAleer Paulo Arajo Santos Juan-ngel Jimnez-Martn Teodosio Prez Amaral 2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures by Chia-Lin Chang Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez-Amaral 2011 Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency SP 500 and VIX by Isao Ishida Michael McAleer Kosuke Oya 2011 Modelling and Forecasting Noisy Realized Volatility by Manabu Asai Michael McAleer Marcelo C. Medeiros 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2011 Reuters Sentiment and Stock Returns by Matthias Uhl 2011 Stock Return Predictability and Oil Prices by Jaime Casassus Freddy Higuera 2011 Liquidity considerations in estimating implied volatility by Rohini Grover Susan Thomas 2011 Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations by Mrcio Laurini Luiz Koodi Hotta 2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement by Chew Lian Chua Sandy Suardi Sarantis Tsiaplias 2011 The Merit of High-Frequency Data in Portfolio Allocation by Nikolaus Hautsch Lada M. Kyj Peter Malec 2011 Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data by Nikolaus Hautsch Ruihong Huang 2011 TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data by Ray-Bing Chen Ying Chen Wolfgang Hrdle 2011 A Network Model of Financial System Resilience by Kartik Anand Prasanna Gai Sujit Kapadia Simon Brennan Matthew Willison 2011 Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion by Masato Ubukata Toshiaki Watanabe 2011 Quantile Forecasts of Financial Returns Using Realized GARCH Models by Toshiaki Watanabe 2011 Estimation and Inference in Predictive Regressions by Eiji Kurozumi Kohei Aono 2011 Quantifying survey expectations: Whats wrong with the probability approach by Breitung, Jrg Schmeling, Maik 2011 Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability by Isakov, Dusan Marti, Didier 2011 The Extreme Value Theory as a Tool to Measure Market Risk by Krenar Avdulaj 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies by Santos, P. A. Jimnez-Martn, J. A. McAleer, M. J. Prez-Amaral, T. 2011 Do Mean Reverting based trading strategies outperform Buy and Hold by Dooruj Rambaccussing 2011 Media Sentiment and UK Stock Returns by Nicky J. Ferguson Jie Michael Guo Nicky Herbert Y. T. Lam Dennis Philip 2011 Free lunch in the oil market: a note on Long Memory by Sylvain Prado 2011 In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence by Helmut Herwartz Konstantin A. Kholodilin 2011 The 1980s Price Bubble on (Post) Impressionism by Fabian Bocart Ken Bastiaensen Peter Cauwels 2011 Risk premium, variance premium and the maturity structure of uncertainty by Tdongap, Romo Taamouti, Abderrahim Fontaine, Jean-Sbastien Feunou, Bruno 2011 Montecarlo simulation of long-term dependent processes: a primer by Carlos Len Rincn Alejandro Reveiz 2011 Valuing high technology growth firms by Soenke Sievers Jan Klobucnik 2011 Diversification in Firm Valuation: A Multivariate Copula Approach by Stefan Erdorf Thomas Hartmann-Wendels Nicolas Heinrichs 2011 The Identification of Price Jumps by Jan Hanousek Evzen Kocenda Jan Novotny 2011 Multiplicative models of financial returns an what we fail to get when they are disregarded by Rodolfo Apreda 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies by Paulo Arajo Santos Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez Amaral 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures by Roberto Casarin Chia-Lin Chang Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez Amaral 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures by Chia-Lin Chang Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez-Amaral 2011 Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency SP 500 and VIX by Isao Ishida Michael McAleer Kosuke Oya 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2011 The Canadian Debt-Strategy Model: An Overview of the Principal Elements by David Jamieson Bolder Simon Deeley 2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis by Luca RICCETTI 2011 VPIN and the Flash Crash by Torben G. Andersen Oleg Bondarenko 2011 Forecasting with Option Implied Information by Peter Christoffersen Kris Jacobs Bo Young Chang 2011 Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns by Diego Amaya Peter Christoffersen Kris Jacobs Aurelio Vasquez 2011 Return Predictability, Model Uncertainty, and Robust Investment by Manuel Lukas 2011 Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach by Christian Bach Bent Jesper Christensen 2011 Operationalization Of The Composite Model Of The Financial Network Of The Economy. Cefimo 2010 Experiment by Manolescu, Gheorghe 2011 Hedge Ratio And Hedging Efficiency: Evidence From Indian Derivative Market by Tripathy NALINIPRAVA 2011 An Approach Of Combining Empirical Mode Decomposition And Neural Network Learning For Currency Crisis Forecasting by Mustapha DJENNAS Mohamed BENBOUZIANE Meriem DJENNAS 2011 Security Margin And Leveraging In The Financial And Banking Management Decision by DRAGOS ILIE 2011 An Evaluation of Effectiveness of Fuzzy Logic Model in Predicting the Business Bankruptcy by Korol, Tomasz Korodi, Adrian 2011 Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information by Beum-Jo Park 2011 Modeling the Financial Behavior of Population (I) Conceptual Assignations by Dinga, Emil Pop, Napoleon Dimitriu, Mihail Milea, Camelia 2011 Measuring risk of crude oil at extreme quantiles by Sasa Zikovic 2011 Informacin y entropa en economa by lvaro Montenegro 2011 Indicadores tendenciales de inflacin y su relevancia como variables indicativas de poltica monetaria by Armas, Adrin Vallejos. Lucy Vega, Marco 2011 Forecasting Yield Curves in an Adaptive Framework by Ying Chen Bo Li 2011 Exchange Rate Predictions in International Financial Management by Enhanced GMDH Algorithm by Josef Tauer Petr Buryan 2011 Yield Curve Dynamics - Regional Common Factor Model by Boril opov Jakub Seidler 2011 The Analysis of the Relationship between Stock Returns and Inflation: A Consequence of Real Shocks or Money Illusion by David Havlek 2011 Actual Application of the Intelligent Systems and their Implications in Financial-Accounting Field by Lupac Adrian Lupac Ioana Zamfir Cristina Gabriela 2011 Investment Decisions in the Romanian Pension Funds by Ciobotea Adina Oaca Sorina Cristina 2011 Building a Scoring Model for Bankruptcy Risk Prediction on Multiple Discriminant Analysis by Vintila Georgeta Toroapa Maria Georgia 2011 The Impact of Inflation Rate Upon Interest Rate in Romania by Mihut Ioana Sorina 2011 Empirical Study Of The Probability Of Default In Case Of Romanian Companies Listed On Stock Exchange by Petru Tunde Petra Farkas Dalma - Zsuzsa Furdek Balazs - Marton Marton Noemi, Racz Timea Erzsebet 2011 Exchange-Rates Forecasting: Exponential Smoothing Techniques And Arima Models by Fat Codruta Maria Dezsi Eva 2011 Troubleshooting Basel Ii: The Issue Of Procyclicality by Benyovszki Annamaria Bordas Eszter Kurti Laszlo - Adam Szodorai Melinda 2011 Capacidad predictiva de los modelos ARCH: una aplicacin para los rendimientosdel ndice de precios y cotizaciones de la Bolsa Mexicana de Valores by Hernndez-Meja, Sergio 2011 Context Sensitivity With Neural Networks In Financial Decision Processes by Charles Wong Massimiliano Versace 2011 Forecasting Forex Volatility In Turbulent Times by Rajesh Mohnot 2011 Does Voluntary Disclosure Level Affect The Value Relevance Of Accounting Information by Mishari M. Alfaraih Faisal S. Alanezi 2011 An Award for Calling the Crash by Mason Gaffney 2011 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns by Chang, Chia-Lin Khamkaew, Thanchanok McAleer, Michael Tansuchat, Roengchai 2011 Stock price fragility by Greenwood, Robin Thesmar, David 2011 Term structure modelling with observable state variables by Huse, Cristian 2011 Consistency in meeting or beating earnings expectations and management earnings forecasts by Kross, William J. Ro, Byung T. Suk, Inho 2011 Accounting for regime and parameter uncertainty in regime-switching models by Hartman, Brian M. Heaton, Matthew J. 2011 Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data by Haugom, Erik Westgaard, Sjur Solibakke, Per Bjarte Lien, Gudbrand 2011 Functional data analysis for volatility by Mller, Hans-Georg Sen, Rituparna Stadtmller, Ulrich 2011 Comparing Neural Networks and ARMA Models in Artificial Stock Market by Jiri Krtek Miloslav Vovrda 2011 Identificacin de episodios de dependencia no lineal en el peso mexicano by Semei Coronado Ramrez Leonardo Gatica Arreola 2011 Une analyse temps-frquences des cycles financiers by Christophe Boucher Bertrand Maillet 2011 Short-Run Asset Selection using a Logistic Model by Walter Gonalves Junior Fbio Gallo Garcia William Eid Junior Luciana Ribeiro Chalela 2011 Intraday volatility forecasting: analysis of alternative distributions by Paulo Srgio Ceretta Fernanda Galvo de Barba Kelmara Mendes Vieira Fernando Casarin 2011 Recovering Risk-Neutral Densities from Brazilian Interest Rate Options by Jos Renato Haas Ornelas Marcelo Yoshio Takami 2011 The impact of the functional characteristics of a credit bureau on the level of indebtedness per capita: Evidence from East European countries by Vladimir Simovic Vojkan Vaskovic Marko Rankovic Slobodan Malinic 2011 A Hybrid Device of Self Organizing Maps (SOM) and Multivariate Adaptive Regression Splines (MARS) for the Forecasting of Firms Bankruptcy by Javier DE ANDRES Fernando SNCHEZ-LASHERAS Pedro LORCA Francisco Javier DE COS JUEZ 2011 Properties of Analysts Forecasts for Romanian Listed Companies: How Much Do Firm-Specific Factors Matter by Mihaela IONASCU 2011 Evaluation Of Management Performance By Means Of Income Statements And Cash Flow by Florentina Simona Furescu Oana Adriana Du 2011 An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange by Felicia Ramona Birau 2011 Romanian Companies Increasing Performance Under The Influence Of Theier Capitalization Stock by Assoc. Prof. Dalia Simion Ph. D, Assoc. Prof. Elena Tob Ph. D, Asist. Sabin Armelu Ph. D Student 2011 Developing A And Monitoring Of The Risk Response Strategies In Project Finance by Prof. univ. Constantinescu Dumitru Ph. D George Dorin Petcu Ph. D Student 2011 Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach by John Mwamba 2010 Projected earnings accuracy and the profitability of stock recommendations by Hess, Dieter E. Kreutzmann, Daniel Pucker, Oliver 2010 The future of financial risk management by Tapiero, Charles 2010 Forecasting international stock market correlations: does anything beat a CCC by Manner, Hans Reznikova, Olga 2010 The predictive accuracy of credit ratings: measurement and statistical inference by Orth, Walter 2010 Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices by Ehlers, Stefan Grtler, Marc Olboeter, Sven 2010 Add-In basierte Softwaretools zur stochastischen Unternehmensbewertung Spreadsheet basierte Monte-Carlo-Simulation und Risikoanalyse bei den vier marktfhrenden Softwarepaketen im Vergleich by Klein, Martin 2010 Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergesttzten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen by Klein, Martin 2010 Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan by Eichler, Stefan Karmann, Alexander Maltritz, Dominik 2010 Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks by Silvia Centanni Marco Minozzo 2010 GFC-Robust Risk Management Strategies under the Basel Accord by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2010 Modelling Realized Covariances and Returns by Xin Jin John M Maheu 2010 Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market by Chun Liu John M Maheu 2010 Price and Transaction Volume in the Dutch Housing Market by Erik R. de Wit Peter Englund Marc Francke 2010 Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining by Lang, Joachim Madlener, Reinhard 2010 Responding to the Global Financial and Economic Crisis: Meeting the Challenges in Asia by Arner, Douglas Schou-Zibell, Lotte 2010 How Risky Is the Value at Risk by Roxana Chiriac Winfried Pohlmeier 2010 Endogenizing Model Risk to Quantile Estimates by Carol Alexander Jose Maria Sarabia 2010 Portfolio allocation: Getting the most out of realised volatility by Adam Clements Annastiina Silvennoinen 2010 The Mean Reversion Stochastic Processes Applications in Risk Management by Radkov, Petar 2010 Long Memory in Stock Market Volatility:Evidence from India by Hiremath, Gourishankar S Bandi, Kamaiah 2010 Some Further Evidence on the Behaviour of Stock Returns in India by Hiremath, Gourishankar S Bandi, Kamaiah 2010 Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options by Massimiliano Caporin Juliusz Pres Hipolit Torro 2010 Modelling and forecasting wind speed intensity for weather risk management by Massimiliano Caporin Juliusz Pres 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions by Janine Aron John Muellbauer 2010 Financial Linkages and Business Cycles of Japan: An Analysis Using Financial Conditions Index by Jun-ichi Shinkai Akira Kohsaka 2010 Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory by Kitty Moloney Srinivas Raghavendra 2010 An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule by Wade D. Pfau 2010 Predictability of Returns and Cash Flows by Ralph S. J. Koijen Stijn Van Nieuwerburgh 2010 Currency Carry Trades by Travis J. Berge scar Jord Alan M. Taylor 2010 Predictive Regressions: A Present-value Approach by Jules H. van Binsbergen Ralph S. J. Koijen 2010 Do Jumps Matter Forecasting Multivariate Realized Volatility allowing for Common Jumps by Yin Liao Heather M. Anderson Farshid Vahid 2010 Auswirkungen des Wechsels auf IFRS und US-GAAP auf die Gewinnprognosen von Analysten by Paarz, Roland 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH by Chia-Lin Chang Michael McAleer Roengchai Tansuchat 2010 Do We Really Need Both BEKK and DCC A Tale of Two Multivariate GARCH Models by Massimiliano Caporin Michael McAleer 2010 GFC-Robust Risk Management Strategies under the Basel Accord by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns by Chia-Lin Chang Thanchanok Khamkaew Michael McAleer Roengchai Tansuchat 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets by Chia-Lin Chang Michael McAleer Roengchai Tansuchat 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns by Chia-Lin Chang Michael McAleer Roengchai Tansuchat 2010 Meteorological forecasts and the pricing of weather derivatives by Matthias Ritter Oliver Muhoff Martin Odening 2010 Monetary Policy in the Crisis Period by Pavel Trunin 2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries by Jess Crespo Cuaresma Adam Gersl Tom Slak 2010 Yield Curve Dynamics: Regional Common Factor Model by Boril opov Jakub Seidler 2010 GFC-Robust Risk Management Strategies under the Basel Accord by McAleer, M. J. Jimnez-Martn, J. A. Prez-Amaral, T. 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets by Chang, C-L. McAleer, M. J. Tansuchat, R. 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns by Tansuchat, R. Chang, C-L. McAleer, M. J. 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH by Tansuchat, R. Chang, C-L. McAleer, M. J. 2010 Credit risk model for the Estonian banking sector by Rasmus Kattai 2010 Global Financial Crisis, Extreme Interdependences, and Contagion Eects: The Role of Economic Structure by Riadh Aloui Mohamed Safouane Ben Aissa Khuong Nguyen Duc 2010 Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models by Mohamed El Hedi Arouri Amine Lahiani Khuong Nguyen Duc 2010 Exponential conditional volatility models by Harvey, Andrew 2010 Modelling structural changes in the volatility process by Thorsten Lehnert Bart Frijns Remco C. J. Zwinkels 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions by Aron, Janine Muellbauer, John 2010 Improving Portfolio Selection Using Option-Implied Volatility and Skewness by DeMiguel, Victor Plyakha, Yuliya Uppal, Raman Vilkov, Grigory 2010 Understanding Analysts Earnings Expectations: Biases, Nonlinearities and Predictability by Aiolfi, Marco Rodriguez, Marius Timmermann, Allan G 2010 Anlisis de la exposicin al riesgo del Efectivo Generado por la Operacin (EGO) bajo incertidumbre macroeconmica y de mercado by Hernn Herrera Echeverry 2010 Do Financial Variables Help Predict Macroeconomic Environment The Case of the Czech Republic by Tomas Havranek Roman Horvath Jakub Mateju 2010 Predicting bank loan recovery rates with neural networks by Joao A. Bastos 2010 Taming Manias: On the Origins, Inevitability, Prediction and Regulation of Bubbles and Crashes by Jeffrey SATINOVER Didier SORNETTE 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions by Janine Aron John Muellbauer 2010 GFC-Robust Risk Management Strategies under the Basel Accord by Michael McAleer Juan-ngel Jimnez-Martn Teodosio Prez-Amaral 2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns by Chia-Lin Chang Thanchanok Khamkaew Michael McAleer Roengchai Tansuchat 2010 Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets by Chia-Lin Chang Michael McAleer Roengchai Tansuchat 2010 Do We Really Need Both BEKK and DCC A Tale of Two Multivariate GARCH Models by Massimiliano Caporin Michael McAleer 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns by Roengchai Tansuchat Chia-Lin Chang Michael McAleer 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH by Roengchai Tansuchat Chia-Lin Chang Michael McAleer 2010 Exponential Conditional Volatility Models by Harvey, A. 2010 On the Difficulty of Measuring Forecasting Skill in Financial Markets by Satchell, S. Williams, O. J. 2010 Social Welfare Issues of Financial Literacy by Satchell, S. Williams, O. J. 2010 From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation by Luca RICCETTI 2010 Do Jumps Matter Forecasting Multivariate Realized Volatility Allowing for Common Jumps by Yin Liao Heather Anderson Farshid Vahid 2010 Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility by Peter R. Hansen Asger Lunde Valeri Voev 2010 Level Shifts in Volatility and the Implied-Realized Volatility Relation by Bent Jesper Christensen Paolo Santucci de Magistris 2010 A Comprehensive Look at Financial Volatility Prediction by Economic Variables by Charlotte Christiansen Maik Schmeling Andreas Schrimpf 2010 Predictable return distributions by Thomas Q. Pedersen 2010 Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns by Leonidas Tsiaras 2010 Smooth Transition Patterns in the Realized Stock Bond Correlation by Nektarios Aslanidis Charlotte Christiansen 2010 Pitfalls in VAR based return decompositions: A clarification by Tom Engsted Thomas Q. Pedersen Carsten Tanggaard 2010 The Problem Of Money Illusion In Economics by Georg ERBER 2010 Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices by John FRY 2010 Modelling And Forecasting Volatility Of East Asian Newly Industrialized Countries And Japan Stock Markets With Non-Linear Models by Francesco GUIDI 2010 Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model by Albulescu, Claudiu Tiberiu 2010 Bayesian Value-at-Risk for a Portfolio: Multi - and Univariate Approaches Using MSF-SBEKK Models by Jacek Osiewalski Anna Pajor 2010 Forecasting the Polish Zloty with Non-Linear Models by Micha Rubaszek Pawe Skrzypczyski Grzegorz Koloch 2010 State-Run Investment Funds: Major Institutional Investors on Global Financial Markets by Petr Sedlek 2010 A Comparative Analysis of the Options trading on the Romanian Capital Market and Central and Eastern Europe Emerging Capital Markets during the Global Financial Crisis by Ghita-Mitrescu Silvia Duhnea Cristina Vancea Diane Paula Corina 2010 Evolution and Perspectives of the Romanian Economy Related to the Economic and Financial Crisis by Epure Danut Tiberius Cusu Dorinela Nancu Dumitru 2010 Banking Problems In A. D. XenopolS Work by Stefanescu Florica 2010 Financial Problems In A. D. XenopolS Work by STEFANESCU FLORICA 2010 Chaos Or Turbulence On The Volatility Of Public Revenues by Bolos Marcel Mosteanu Tatiana Popovici Ioana 2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis by Jess Crespo Cuaresma Tom Slack 2010 The Influence of the Monetary Policy on the Investment Polilcy of the Firm by Iuliana Predescu Mihai Aristotel Ungureanu Stela Aurelia Toader Antoniu Predescu 2010 Predicting Future Earnings Growth: A Test Of The Dividend Payout Ratio In The Australian Market by Anthony Flint Andrew Tan Gary Tian 2010 A Dynamic Financial Ratio Adjustment Model by Yating Yang H. W. Chuang 2010 Would You Follow MM or a Profitable Trading Strategy by Brian Baturevich, Gulnur Muradoglu 2010 Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi by Turhan KORKMAZ mit BASARAN Emrah Ismail CEVIK 2010 Finansal Kararlarin Verilmesinde Promethee Siralama Yntemi by Gktug Cenk AKKAYA Erhan DEMIRELI 2010 The Need to Adapt to New Financial Accounting Technologies Information in the Context of Global Economic Crisis by Enrique BONSON-PONTE Ioan ANDONE Adrian LUPASC Ioana LUPASC 2010 Como Entender Los Estandares Internacionales De Informacin Financiera by Helio Fabio Ramirez Echeverry Luis eduardo Suarez Balaguera 2010 Las microfinanzas solucin para la financiacin de las mipymes y de las empresas de base universitaria by Mario Ceballos 2010 Predicciones de modelos economtricos y redes neuronales: el caso de la accin de SURAMINV by Jaime Enrique Arrieta Bechara Juan Camilo Torres Cruz Hermilson Velsquez Ceballos 2010 Anlisis de la distribucin de las tasas de retorno accionarias haciendo uso de la distribucin g y h de Tukey by Andrs Mauricio Mendoza Pieros Jos Alfredo Jimnez Moscoso 2010 Time Series Properties of Quarterly Earnings of Brazilian Open Companies by Thiago Rocha Fabris Newton Carneiro Affonso da Costa Jr. 2010 Preventive Detection of Economic Problems by means of Neuron Networks by Stanimir Kabaivanov 2010 Possibilities to Study the Market Trend Fluctuations by Means of Indicators for Technical Analysis by Marin Marinov 2010 Forecast of the Economic - Financial Performance Based on Diagnostic Analysis by Daniela Cristina Solomon Simona Elena Dragomirescu 2010 The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment by Marilena Mironiuc Mihaela-Alina Robu Ioan-Bogdan Robu 2010 Efficient Yield Curve Estimation and Forecasting in Brazil by Ricardo Azevedo Araujo Guilherme V. Moura Marcelo S. Portugal 2010 Linking Money Supply With The Gross Domestic Product In Romania by Daniela Zapodeanu Mihail Ioan Cociuba 2010 Accounting Knowledge: Decision Support In Forestry by Ph. D Student Postolache (Males) Daniela 2010 Commercial Negotiations Optimization Under Competitiveness Increasing Within The Knowledge Based Economy by Ph. D. candidate Iamandi Gheorghe Bucur 2010 Interdependence And Forecasting Of SP500, Oil, Euro / Dollar And 10-Year U. S. Interest Rate Markets: An Attempt Of Modelling Through The Volatility by Ahmed KSAIER Isabelle CRISTIANI-DORNANO 2009 Forecasting Yield Curves Using Analysts Views by Leonardo Nogueira 2009 What Ties Return Volatilities to Price Valuations and Fundamentals by Alexander David Pietro Veronesi 2009 The European Commission and EUA prices: a high-frequency analysis of the ECs decisions on second NAPs by Rotfu, Waldemar Conrad, Christian Rittler, Daniel 2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests by Rangvid, Jesper Schmeling, Maik Schrimpf, Andreas 2009 Mass psychology in action: identification of social interaction effects in the German stock market by Lux, Thomas 2009 Fiscal stimulus and the promise of future spending cuts: A comment by Wieland, Volker 2009 The market impact of a limit order by Hautsch, Nikolaus Huang, Ruihong 2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis by Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez-Amaral 2009 What Happened to Risk Management During the 2008-09 Financial Crisis by Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez-Amaral 2009 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis by Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez-Amaral 2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis by Juan-Angel Jimenez-Martin Michael McAleer Teodosio Prez-Amaral 2009 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk by Juan-ngel Jimnez-Martn Michael McAleer Teodosio Prez-Amaral 2009 Modelling Realized Covariances by Xin Jin John M Maheu 2009 Coexistence and Dynamics of Overconfidence and Strategic Incentives by Bosquet, K. de Goeij, P. C. Smedts, K. 2009 Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns by Jan G. de Gooijer Cees G. H. Diks Lukasz T. Gatarek 2009 Hedge funds strategies - are they consistent by Ribeiro, Mafalda Santos, C. Machado 2009 Testing for periodically collapsing rational speculative bubbles in US REITs by Keith Anderson Chris Brooks Sotiris Tsolacos 2009 On the economic benefit of utility based estimation of a volatility model by Adam Clements Annastiina Silvennoinen 2009 Economic crisis, its prospects and challenges for economic theory by Slavica Manic 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself by scar Jord Alan M. Taylor 2009 The stock market and aggregate employment by Long Chen Lu Zhang 2009 Inflation and the Stock Market:Understanding the quotFed Modelquot by Geert Bekaert Eric Engstrom 2009 The Superiority of Time-Varying Hedge Ratios in Turkish Futures by Onur Olgun . Hakan Yetkiner 2009 Forecasting Romanian Financial System Stability using a Stochastic Simulation Model by Claudiu Tiberiu Albulescu 2009 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form by Jouchi Nakajima Tsuyoshi Kunihama Yasuhiro Omori Sylvia Fruwirth-Scnatter 2009 On economic evaluation of directional forecasts by Oliver Blaskowitz Helmut Herwartz 2009 The Market Impact of a Limit Order by Nikolaus Hautsch Ruihong Huang 2009 Combination of multivariate volatility forecasts by Alessandra Amendola Giuseppe Storti 2009 Localized Realized Volatility Modelling by Ying Chen Wolfgang Hrdle Uta Pigorsch 2009 Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes by Lillie Lam Laurence Fung Ip-wing Yu 2009 On risk prediction by Lnnbark, Carl 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector by Andrea Bastianin 2009 It Pays to Violate: How Effective are the Basel Accord Penalties by da Veiga, B. Chan, F. McAleer, M. J. 2009 Forecasting Realized Volatility with Linear and Nonlinear Models by McAleer, M. J. Medeiros, M. C. 2009 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns by Khamkaew, T. Tansuchat, R. Chang, C-L. McAleer, M. J. 2009 What Happened to Risk Management During the 2008-09 Financial Crisis by McAleer, M. J. Jimnez-Martn, J. A. Prez-Amaral, T. 2009 Forecasting volatility and spillovers in crude oil spot, forward and future markets by Chang, C-L. McAleer, M. J. Tansuchat, R. 2009 Modelling conditional correlations for risk diversification in crude oil markets by Chang, C-L. McAleer, M. J. Tansuchat, R. 2009 Predicting Betas: Two new methods by Tusell Palmer, Fernando Jorge Esteban Gonzlez, Mara Victoria 2009 Forecasting Realized Volatility Using A Nonnegative Semiparametric Model by Daniel Preve Anders Eriksson Jun Yu 2009 Volatility under Bounded Rationality by Nhat Le 2009 Automated financial multi-path GETS modelling by Escribano, lvaro Sucarrat, Genaro 2009 A Volatility Targeting GARCH model with Time-Varying Coefficients by Thorsten Lehnert Bart Frijns Remco Zwinkels 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself by Jord, scar Taylor, Alan M. 2009 Testing Asymmetric-Information Asset Pricing Models by Kelly, Bryan Ljungqvist, Alexander P. 2009 Proyeccion de la tasa de cambio de Colombia bajo condiciones de PPA: evidencia empirica y demostracion econometrica mediante VAR by Catherine Fayad Roberto Fortich Ignacio Velez-Pareja 2009 Forecasting bank loans loss-given-default by Joao A. Bastos 2009 A Consistent Model of ExplosiveFinancial Bubbles With Mean-Reversing Residuals by Li LIN Ruo En REN Didier SORNETTE 2009 Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables by Camilo SERRANO Martin HOESLI 2009 Bayesian Extreme Value Mixture Modelling for Estimating VaR by Xin Zhao Carl John Scarrott Marco Reale Les Oxley 2009 Extreme Value GARCH modelling with Bayesian Inference by Les Oxley Marco Reale Carl Scarrott Xin Zhao 2009 An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange by Alexandros E. Milionis Evangelia Papanagiotou 2009 Financial Analysis, Planning and Forecasting:Theory and Application by Alice C Lee John C Lee Cheng F Lee 2009 Econometric Analysis of Financial Data in Risk Management by Fantazzini. Dean 2009 Credit Risk Management (Cont.) by Fantazzini. Dean 2009 Methodological Approaches In Realizing And Applying Cost-Benefit Analysis For The Investment Projects by Munteanu Valentin Pantea Marius Pelin Andrei Gligor Delia 2009 The Effect of Macroeconomic Factors on Indian Share Prices: A Sectoral Approach by Guntur Anjana Raju Harip Khanapuri 2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey by Cem Kadilar Muammer Simsek Cagdas Hakan Aladag 2009 Do the Chinese Bourses (Stock Markets) Predict Economic Growth by Jeffrey E. Jarrett Xia Pan Shaw Chen 2009 Exchange Rate And Its Impact On Foreign Economic Activity by Boris KHOLOD Alexei ZADOIA 2009 Sermaye Yapisini Etkileyen Firmaya Ozgu Faktorlerin Analizi: IMKB Hizmet Firmalari Uzerine Bir Uygulama by Dilek Demirhan 2009 Proyeccin De La Tasa De Cambio De Colombia Bajo Condiciones De Ppa: Evidencia Emprica Usando Var by CATHERINE FAYAD HERNNDEZ ROBERTO CARLOS FORTICH MESA IGNACIO VLEZ - PAREJA 2009 Qu Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento by JULIO CSAR ALONSO JUAN CARLOS GARCA 2009 Long Term Financing Decision at the Level of Companies by Dobrota Gabriela Chirculescu Maria Felicia 2009 Head and Shoulders: Testing the Profitability of this Chart Pattern of Technical Analysis in the Brazilian Stock Market by Pedro Gabriel Boainain Pedro L. Valls Pereira 2009 Macro stress tests and crises: what can we learn by Rodrigo Alfaro Mathias Drehmann 2009 Volatility Spillover Effect from Volatility Implied Index to Emerging Markets by Turhan Korkmaz Emrah Ismail evik 2009 Hedge fund and market risk: new concepts and models, beyond VaR by Maria Debora Braga 2009 Testing The Efficiency Market Hypothesis For The Romanian Stock Market by Bogdan Dima Laura Raisa Milos 2009 Impact Of Financial Crisis On Developing Countries by Ph. D Luminita Horhota, Ph. D Cristina Nicoleta Matei 2009 The financial informations vulnerability by Horia CRISTEA 2008 Term Structure Of Interest Rates Analysis In The Spanish Market by Barber Marin, M. G. Garbajosa Cabello, M. J. Guercio, M. B. 2008 Technical Analysis and Nonlinear Dynamics by Salazar Soares, Vasco 2008 Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole by Miguel A. Ferreira Pedro Santa-Clara 2008 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings by Roman Frydman Michael D. Goldberg Sren Johansen Katarina Juselius 2008 Testing directional forecast value in the presence of serial correlation by Oliver Blaskowitz Helmut Herwartz 2008 Do Macroeconomic Variables Forecast Changes in Liquidity An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia by Sderberg, Jonas 2008 Contagion as Domino Effect in Global Stock Markets by Markwat, T. D. Kole, H. J.W. G. van Dijk, D. J.C. 2008 A decision rule to minimize daily capital charges in forecasting value-at-risk by McAleer, M. J. Jimnez-Martn, J. A. Prez-Amaral, T. 2008 The ten commandments for optimizing value-at-risk and daily capital charges by McAleer, M. J. 2008 Financial Market Integration Under EMU by Jappelli, Tullio Pagano, Marco 2008 Can research committees add value for investors. An analysis of Lehman Brothers Ten Uncommon Values recommendations by Groysberg, Boris Healy, Paul Gui, Yang 2008 Credit Risk Management by Fantazzini, Dean 2008 An Econometric Analysis of Financial Data in Risk Management by Fantazzini, Dean 2008 Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates by Gabriel Bobeica Elena Bojesteanu 2008 Cost-Benefit Analysis Economic Tool Used to Aid Decision-Making Regarding the Distribution of Public Funds by Lucian Buse Marian Siminica Daniel Circiumaru 2008 CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector by Murat inko Emin Avci 2008 Methodologic Elements Necessary In Making Forecasts For Regional by Timerman Dumitru Deju Mihai 2008 Tax competition areas of display and efects by Mitu Narcis Eduard 2008 The foreign direct investments in Romania contradictories trends by Ana POPA 2008 Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach by Lumengo Bonga-Bonga 2007 THE VALUE OF e-CUSTOMER SATISFACTION TO INTERNET COMPANIES by Lozano, Carmen Martnez, Soledad Fuentes, Federico 2007 Extending The Roughness Of The Data Via Transitive Closures Of Similarity Indexes by Bertran, F. X. Clara, N. Ferrer, J. C. 2007 The Use Of Subtle Sets To Studying The LifeS Quality by Stoica, Marcel Dragos 2007 Unification Point In Methods For The Selection Of Financial Products by Merig Lindahl, J. M. Gil Lafuente, A. M. 2007 Qualitative Answering Surveys And Soft Computing by Morillas, Antonio Daz, Brbara 2007 Planning Business Activity Under Uncertainty by Kuznetsov, Leonid A. Morozov, Andrew S. 2007 Predictive gains from forecast combinations using time-varying model weights by Ravazzolo, F. van Dijk, H. K. Verbeek, M. J.C. M. 2007 Financial Variables as Predictors of Real Output Growth by Anthony S. Tay 2007 Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Investment Risk by Stikhova. Olga 2007 Understanding and measuring liquidity risk by Andrea Resti Andrea Sironi 2007 Recent Evolutions On Romanian Capital Market by Sorin Tudor Daniela Danciulescu 2007 Foreign Direct Investment In Romania - Recent Trends by Laura Giurca Vasilescu 2006 A Fuzzy Decision Support System To Identify Establishments With Low Paid Employees In The British Economy by Malcolm J. Beynon Keith Whitfield 2006 Fuzzy Logic Approach To Identification And Forecasting Of Financial Time Series Using Elliott Wave Theory by Andriy Matviychuk 2006 Evaluation Of Iris Ratios Using - Cuts by Lazzari, Luisa L. Fernndez, Mara Jos 2006 A Comparison Of K-Means And Fuzzy C-Means Using Background Knowledge by Goddard, J. de los Cobos Silva, S. G. Gutirrez Andrade, M. A. 2006 Economic Principle On Fuzzy Profit By Weighted Average Value by Facchinetti, Gisella Pacchiarotti, Nicoletta 2006 Evaluating The Total Costs Of Purchasing Via Probabilistic And Fuzzy Reasoning by Costantino, N. Dotoli, M. Falagario, M. Fanti, M. P. Iacobellis, G. 2006 Modeling Imprecision And Subjectiveness For The Multiattribute Decisions by Luban, Florica 2006 A Fuzzy Set Approach To Poverty Measurement by Caramuta, Diego M. Contiggiani, Federico 2006 Credit Card Application Assessment Using A Neuro-Fuzzy Classification System by Kitsios, E. Doumpos, M. Zopounidis, C. 2006 Intellectual Support Of Small Firms Management by Kuznetsov, Leonid A. 2006 Time series forecasting by principal covariate regression by Heij, C. Groenen, P. J.F. van Dijk, D. J.C. 2006 Uso del indicador del retorno total del negocio como alternativa para optimizar la inversin en unidades de negocio en condiciones de incertidumbre by Hernn Herrera Echeverry 2006 Evolutia Comertului International Si Cresterea Economica. Teorii Ale Comertului International by Ciurez Ecaterina Nicoleta 2006 Modern Indicators Of Measuring A FirmS Competitivity by Laura Giurca Vasilescu Daniela Danciulescu 2006 Assessment Of The Exchange Rate Volatility In New Eu Member States And Romania1 by Daniel Stavrek 2005 A Fuzzy Characterization Of Uncertainty In Financial Crises by Pazzi, Jorge Tohm, Fernando 2005 New Product Ideas Screening Decision With Approximate Evaluations: Optimization Approach by Smimou, K. Bhatt, S. K. Dahl, D. W 2005 Interval Weights In Ahp By Linear And Quadratic Programming by Entani, T. Sugihara, K. Tanaka, H. 2005 Rbf Centers Initialization Using Fuzzy Clustering Technique For Function Approximation Problems by Guilln, A. Rojas, I. Gonzlez, J. Pomares, H. Herrera, L. J. 2005 Application Of Crisp And Fuzzy Goal Programming Models For Optimization Of Cropping Pattern In Haraz Sub-Basin In Iran by Asadpour, H. Khalilian, S. Peykani Gh. R. 2005 Global monetary instability: The role of the IMF, the EU and NAFTA by A. G. Malliaris 2005 Equity And Oil Markets Under External Shocks by Jorge Urrutia A. G. Malliaris 2005 Oil And World Stock Markets Reaction To The Gulf Crisis by A. G. Malliaris Jorge L. Urrutia 2005 The Impact Of The Persian Gulf Crisis On National Equity Markets by A. G. Malliaris Jorge L. Urrutia 2005 The International Crash of October 1987: Causality Tests by A. G. Malliaris Jorge L. Urrutia 2005 Monetary Policy And The U. S. Stock Market by MARC D. HAYFORD A. G. MALLIARIS 2005 How did the Fed react to the 1990s stock market bubble Evidence from an extended Taylor rule by M. D. Hayford A. G. Malliaris 2005 Is The Federal Reserve Stock Market Bubble-Neutral by Marc D. Hayford A. G. Malliaris 2005 Are There Rational Bubbles In The U. S Stock Market Overview And A New Test by Ramaprasad Bhar A. G. Malliaris 2005 Multi-Fractality in Foreign Currency Markets by Marco Corazza A. G. Malliaris 2005 European Stock Market Fluctuations: Short And Long Term Links by A. G. Malliaris Jorge L. Urrutia 2005 Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions by George C. Philippatos Efi Pilarinu A. G. Malliaris 2005 Methodological issues in asset pricing: Random walk or chaotic dynamics by A. G. Malliaris Jerome L. Stein 2005 Money, inflation and interest rates: Illustrations from twelve European economies by A. G. Malliaris Silvana Stefani 2005 Several Illustrations of the Quantity Theory of Money: 19471987 and 18671975 by A. G. MALLIARIS 2005 Decomposition of Inflation and its Volatility: A Stochastic Approach by A. G. MALLIARIS MARY E. MALLIARIS 2005 Interest rates and inflation: A continuous time stochastic approach by A. G. Malliaris Walter F. Mullady M. E. Malliaris 2005 An empirical investigation among real, monetary and financial variables by A. G. Malliaris Jorge L. Urrutia 2005 How big is the random walk in macroeconomic time series: Variance ratio tests by A. G. Malliaris Jorge L. Urrutia 2005 Asymptotic Growth under Uncertainty: Existence and Uniqueness by FWU-RANQ CHANG A. G. MALLIARIS 2004 The informational role of financial analysts: Interpreting public disclosures by Byard, Donal Shaw, Kenneth 2003 Predicting Customer Lifetime Value in Multi-Service Industries by Donkers, A. C.D. Verhoef, P. C. de Jong, M. G. 2002 Effectiveness Of System Identification For Complex Systems By The Fuzzy Adaptive Gmdh by Tomonori Nishikawa Shizue Shimizu Masafumi Imai 2002 Behavioristic Analysis And Comparative Evaluation Of Intelligent Methodologies For Short-Term Stock Price Forecasting by Koulouriotis, D. E. Emiris, D. M. Diakoulakis, I. E. Zopounidis, C. 2002 Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters by Sfetsos, A. Siriopoulos, C. 2001 Debt: A Factor Of Both quotGoodquot And quotBadquot Stress During An Economic Recession: Evidence From France by Levasseur, Michel Bodt, Eric De Severin, Eric 2001 Credit Derivatives in Managing Off Balance Sheet Risks by Banks by Cakir, Murat 1993 Bringing GATT into the Core by Carsten Kowalczyk Tomas Sjostrom 1989 Banks exposure to market risks by Galy, Michel 0000 Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis by Michael McAleer Juan-Angel Jimenez-Martin Teodosio Prez-Amaral Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates by Aaron Tornell Chunming Yuan The Validity of Models on the Information Content of Trades by Leif Brandes Egon Franck Erwin Verbeek lCARE localizing Conditional AutoRegressive Expectiles by Xiu Xu Andrija Mihoci Wolfgang Karl Hrdle 2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors by Francesco Guidi, Rakesh Gupta An analysis of commodity markets: What gain for investors by Paresh Kumar Narayan Seema Narayan Susan S Sharma Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 by Oliver D. Bunn Robert J. Shiller Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy by Lorenzo CAMPONOVO Olivier SCAILLET Fabio TROJANI Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles by Vladimir Filimonov Guilherme Demos Didier Sornette Resolving Persistent Uncertainty by Self-Organized Consensus to Mitigate Market Bubbles by Didier Sornette Sandra Andraszewicz Ryan O. Murphy Philipp B. Rindler Dorsa Sanadgol Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose by Guilherme DEMOS Qunzhi ZHANG Didier SORNETTE Statistical Testing of DeMark Technical Indicators on Commodity Futures by Marco LISSANDRIN Donnacha DALY Didier SORNETTE Average Skewness Matters by Eric JONDEAU Qunzi ZHANG Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities by Qun ZHANG Qunzhi ZHANG Didier SORNETTE Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash by Didier SORNETTE Guilherme DEMOS Zhang QUN Peter CAUWELS Vladimir FILIMONOV Qunzhi ZHANG Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash by Didier Sornette Guilherme Demos Qun Zhang Peter Cauwels Vladimir Filimonov Qunzhi Zhang The Acceleration Effect and Gamma Factor in Asset Pricing by Diego ARDILA-ALVAREZ Zaln FORR Didier SORNETTE Portfolio Selection with Active Risk Monitoring by Marc S. PAOLELLA Pawel POLAK Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders by Taisei KAIZOJI Matthias LEISS Alexander I. SAICHEV Didier SORNETTE Asymmetric Beta Comovement and Systematic Downside Risk by Eric JONDEAU Qunzi ZHANG Super-Exponential Growth Expectations and the Global Financial Crisis by Matthias LEISS Heinrich H. NAX Didier SORNETTE Identification and Critical Time Forecasting of Real Estate Bubbles in the U. S.A and Switzerland by Diego ARDILA Dorsa SANADGOL Peter CAUWELS Didier SORNETTE A Fast, Accurate Method for Value at Risk and Expected Shortfall by Jochen KRAUSE Marc S. PAOLELLA Financial Bubbles: Mechanisms and Diagnostics by Didier SORNETTE Peter CAUWELS Follow the money: The monetary roots of bubbles and crashes by Monique JEANBLANC Didier SORNETTE Follow the money: The monetary roots of bubbles and crashes by Fulvio CORSI Didier SORNETTE Follow the money: The monetary roots of bubbles and crashes by Fulvio CORSI Didier SORNETTE Multivariate Asset Return Prediction with Mixture Models by Marc S. Paolella Detecting Informed Trading Activities in the Options Markets by Marc CHESNEY Remo CRAMERI Loriano MANCINI Stable Mixture GARCH Models by Simon A. BRODA Markus HAAS Jochen KRAUSE Marc S. PAOLELLA Sven C. STEUDE Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis by Marc CHESNEY Remo CRAMERI Loriano MANCINI Investment strategies used as spectroscopy of financial markets reveal new stylized facts by Wei-Xing ZHOU Guo-Hua MU Wei CHEN Didier SORNETTE Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model by Didier SORNETTE Ryan Woodard Wanfeng Yan Wei-Xing Zhou Role of diversification risk in financial bubbles by Wanfeng YAN Ryan WOODARD Didier SORNETTE Predictive Power of Information Market Prices by Maria PUTINTSEVA Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation by Alberto Plazzi Walter N. Torous Rossen I. Valkanov The US stock market leads the Federal funds rate and Treasury bond yields by Kun GUO Wei-Xing ZHOU Si-Wei CHENG Didier SORNETTE Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms by Judith WIESINGER Didier SORNETTE Jeffrey SATINOVER Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles by Zhi-Qiang JIANG Wei-Xing ZHOU Didier SORNETTE Ryan WOODARD Ken BASTIAENSEN Peter CAUWELS Dragon-Kings, Black Swans and the Prediction of Crises by Didier SORNETTE Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis by Didier SORNETTE Ryan WOODARD Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration by Wanfeng YAN Ryan WOODARD Didier SORNETTE Statistical Modeling of Stock Returns: Explanatory or Descriptive A Historical Survey with Some Methodological Reflections by Phoebe Koundouri Nikolaos Kourogenis Nikitas Pittis More services MyIDEAS Follow series, journals, authors amp more New papers by email Subscribe to new additions to RePEc Author registration Public profiles for Economics researchers Rankings Various rankings of research in Economics amp related fields Genealogy Who was a student of whom, using RePEc RePEc Biblio Curated articles amp papers various economics topics MPRA Upload your paper to be listed on RePEc and IDEAS EconAcademics Blog aggregator for economics research Plagiarism Cases of plagiarism in Economics Job Market Papers RePEc working paper series dedicated to the job market Fantasy League Pretend you are at the helm of an economics department Services from the StL Fed Data, research, apps amp more from the St. Louis Fed
No comments:
Post a Comment