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Results 1-10 of 21.
Year of PublicationTitleAuthor(s)
2020Parsimonious heterogeneous ARCH models for high frequency modeling
In: volume: 13, 2020, issue: 2, p. 1-19
Teran, Juan Carlos Ruilova; Morettin, Pedro Alberto
2020Risk management of COVID-19 by universities in China
In: volume: 13, 2020, issue: 2, p. 1-6
Wang, Chuanyi; Cheng, Zhe; Yue, Xiao-Guang; McAleer, Michael
2020A principal component-guided sparse regression approach for the determination of bitcoin returns
In: volume: 13, 2020, issue: 2, p. 1-10
Panagiōtidēs, Theodōros; Stengos, Thanasēs; Vravosinos, Orestis
2020Extreme values and financial risk
In: volume: 13, 2020, issue: 2, p. 1-3
Chan, Stephen; Nadarajah, Saralees
2020Editorial statement for mathematical finance
In: volume: 13, 2020, issue: 2, p. 1-3
Wong, Wing Keung
2020Optimal contracting of pension incentive: Evidence of currency risk management in multinational companies
In: volume: 13, 2020, issue: 2, p. 1-29
Chen, Jun; Guan, Yun; Tang, Ivy
2020Cross-country application of manufacturing failure models
In: volume: 13, 2020, issue: 2, p. 1-10
Tomczak, Sebastian Klaudiusz; Staszkiewicz, Piotr
2020Banking finance experts consensus on compliance in US bank holding companies: An e-Delphi study
In: volume: 13, 2020, issue: 2, p. 1-14
Velez, Sophia Beckett; Neubert, Michael; Halkias, Daphne
2020The equity curve and its relation to future stock returns
In: volume: 13, 2020, issue: 2, p. 1-16
Stotz, Olaf
2020How to explain when the es is lower than one? A Bayesian nonlinear mixed-effects approach
In: volume: 13, 2020, issue: 2, p. 1-17
Nguyen Ngoc Thach